CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 22-Jun-2017
Day Change Summary
Previous Current
21-Jun-2017 22-Jun-2017 Change Change % Previous Week
Open 1.1247 1.1283 0.0037 0.3% 1.1321
High 1.1279 1.1285 0.0006 0.1% 1.1406
Low 1.1237 1.1248 0.0011 0.1% 1.1246
Close 1.1272 1.1254 -0.0018 -0.2% 1.1304
Range 0.0042 0.0037 -0.0005 -10.8% 0.0160
ATR 0.0063 0.0062 -0.0002 -3.0% 0.0000
Volume 332 150 -182 -54.8% 2,024
Daily Pivots for day following 22-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.1373 1.1351 1.1274
R3 1.1336 1.1314 1.1264
R2 1.1299 1.1299 1.1261
R1 1.1277 1.1277 1.1257 1.1269
PP 1.1262 1.1262 1.1262 1.1258
S1 1.1240 1.1240 1.1251 1.1232
S2 1.1225 1.1225 1.1247
S3 1.1188 1.1203 1.1244
S4 1.1151 1.1166 1.1234
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 1.1324 1.1227 0.0097 0.9% 0.0051 0.5% 28% False False 282
10 1.1406 1.1227 0.0179 1.6% 0.0057 0.5% 15% False False 361
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.0013
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1442
2.618 1.1381
1.618 1.1344
1.000 1.1322
0.618 1.1307
HIGH 1.1285
0.618 1.1270
0.500 1.1266
0.382 1.1262
LOW 1.1248
0.618 1.1225
1.000 1.1211
1.618 1.1188
2.618 1.1151
4.250 1.1090
Fisher Pivots for day following 22-Jun-2017
Pivot 1 day 3 day
R1 1.1266 1.1256
PP 1.1262 1.1255
S1 1.1258 1.1255

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

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