CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 18-Sep-2017
Day Change Summary
Previous Current
15-Sep-2017 18-Sep-2017 Change Change % Previous Week
Open 1.1916 1.1936 0.0020 0.2% 1.2029
High 1.1989 1.1969 -0.0020 -0.2% 1.2034
Low 1.1902 1.1915 0.0014 0.1% 1.1838
Close 1.1941 1.1961 0.0021 0.2% 1.1941
Range 0.0087 0.0054 -0.0033 -37.9% 0.0197
ATR 0.0093 0.0091 -0.0003 -3.0% 0.0000
Volume 87,247 7,324 -79,923 -91.6% 1,227,370
Daily Pivots for day following 18-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.2110 1.2090 1.1991
R3 1.2056 1.2036 1.1976
R2 1.2002 1.2002 1.1971
R1 1.1982 1.1982 1.1966 1.1992
PP 1.1948 1.1948 1.1948 1.1954
S1 1.1928 1.1928 1.1956 1.1938
S2 1.1894 1.1894 1.1951
S3 1.1840 1.1874 1.1946
S4 1.1786 1.1820 1.1931
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.2527 1.2430 1.2049
R3 1.2330 1.2234 1.1995
R2 1.2134 1.2134 1.1977
R1 1.2037 1.2037 1.1959 1.1987
PP 1.1937 1.1937 1.1937 1.1912
S1 1.1841 1.1841 1.1922 1.1791
S2 1.1741 1.1741 1.1904
S3 1.1544 1.1644 1.1886
S4 1.1348 1.1448 1.1832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1998 1.1838 0.0161 1.3% 0.0080 0.7% 77% False False 201,589
10 1.2098 1.1838 0.0260 2.2% 0.0083 0.7% 48% False False 229,824
20 1.2098 1.1748 0.0350 2.9% 0.0091 0.8% 61% False False 215,619
40 1.2098 1.1646 0.0452 3.8% 0.0092 0.8% 70% False False 214,025
60 1.2098 1.1196 0.0902 7.5% 0.0089 0.7% 85% False False 216,421
80 1.2098 1.1173 0.0925 7.7% 0.0083 0.7% 85% False False 180,017
100 1.2098 1.0910 0.1188 9.9% 0.0082 0.7% 89% False False 144,299
120 1.2098 1.0656 0.1442 12.1% 0.0079 0.7% 91% False False 120,325
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2199
2.618 1.2110
1.618 1.2056
1.000 1.2023
0.618 1.2002
HIGH 1.1969
0.618 1.1948
0.500 1.1942
0.382 1.1936
LOW 1.1915
0.618 1.1882
1.000 1.1861
1.618 1.1828
2.618 1.1774
4.250 1.1686
Fisher Pivots for day following 18-Sep-2017
Pivot 1 day 3 day
R1 1.1955 1.1945
PP 1.1948 1.1929
S1 1.1942 1.1913

These figures are updated between 7pm and 10pm EST after a trading day.

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