CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 19-Jun-2017
Day Change Summary
Previous Current
16-Jun-2017 19-Jun-2017 Change Change % Previous Week
Open 1.1254 1.1304 0.0050 0.4% 1.1321
High 1.1311 1.1324 0.0013 0.1% 1.1406
Low 1.1251 1.1255 0.0004 0.0% 1.1246
Close 1.1304 1.1259 -0.0045 -0.4% 1.1304
Range 0.0061 0.0070 0.0009 14.9% 0.0160
ATR 0.0066 0.0066 0.0000 0.4% 0.0000
Volume 152 451 299 196.7% 2,024
Daily Pivots for day following 19-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.1488 1.1443 1.1297
R3 1.1418 1.1373 1.1278
R2 1.1349 1.1349 1.1272
R1 1.1304 1.1304 1.1265 1.1292
PP 1.1279 1.1279 1.1279 1.1273
S1 1.1234 1.1234 1.1253 1.1222
S2 1.1210 1.1210 1.1246
S3 1.1140 1.1165 1.1240
S4 1.1071 1.1095 1.1221
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.1799 1.1711 1.1392
R3 1.1639 1.1551 1.1348
R2 1.1479 1.1479 1.1333
R1 1.1391 1.1391 1.1319 1.1355
PP 1.1319 1.1319 1.1319 1.1301
S1 1.1231 1.1231 1.1289 1.1195
S2 1.1159 1.1159 1.1275
S3 1.0999 1.1071 1.1260
S4 1.0839 1.0911 1.1216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1406 1.1246 0.0160 1.4% 0.0072 0.6% 8% False False 415
10 1.1406 1.1246 0.0160 1.4% 0.0064 0.6% 8% False False 375
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1619
2.618 1.1506
1.618 1.1436
1.000 1.1394
0.618 1.1367
HIGH 1.1324
0.618 1.1297
0.500 1.1289
0.382 1.1281
LOW 1.1255
0.618 1.1212
1.000 1.1185
1.618 1.1142
2.618 1.1073
4.250 1.0959
Fisher Pivots for day following 19-Jun-2017
Pivot 1 day 3 day
R1 1.1289 1.1292
PP 1.1279 1.1281
S1 1.1269 1.1270

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

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