CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 12-Jun-2017
Day Change Summary
Previous Current
09-Jun-2017 12-Jun-2017 Change Change % Previous Week
Open 1.1305 1.1321 0.0016 0.1% 1.1387
High 1.1330 1.1345 0.0015 0.1% 1.1398
Low 1.1283 1.1308 0.0026 0.2% 1.1283
Close 1.1313 1.1324 0.0011 0.1% 1.1313
Range 0.0048 0.0037 -0.0011 -23.2% 0.0115
ATR
Volume 329 400 71 21.6% 1,411
Daily Pivots for day following 12-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.1435 1.1416 1.1344
R3 1.1398 1.1379 1.1334
R2 1.1362 1.1362 1.1330
R1 1.1343 1.1343 1.1327 1.1352
PP 1.1325 1.1325 1.1325 1.1330
S1 1.1306 1.1306 1.1320 1.1316
S2 1.1289 1.1289 1.1317
S3 1.1252 1.1270 1.1313
S4 1.1216 1.1233 1.1303
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.1676 1.1610 1.1376
R3 1.1561 1.1495 1.1345
R2 1.1446 1.1446 1.1334
R1 1.1380 1.1380 1.1324 1.1355
PP 1.1331 1.1331 1.1331 1.1319
S1 1.1265 1.1265 1.1302 1.1240
S2 1.1216 1.1216 1.1292
S3 1.1101 1.1150 1.1281
S4 1.0986 1.1035 1.1250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1398 1.1283 0.0115 1.0% 0.0056 0.5% 36% False False 335
10 1.1402 1.1233 0.0170 1.5% 0.0062 0.5% 54% False False 296
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1500
2.618 1.1440
1.618 1.1404
1.000 1.1381
0.618 1.1367
HIGH 1.1345
0.618 1.1331
0.500 1.1326
0.382 1.1322
LOW 1.1308
0.618 1.1285
1.000 1.1272
1.618 1.1249
2.618 1.1212
4.250 1.1153
Fisher Pivots for day following 12-Jun-2017
Pivot 1 day 3 day
R1 1.1326 1.1331
PP 1.1325 1.1328
S1 1.1324 1.1326

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

View Archives - Comment on this page... - Back to Index of Symbols