CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 23-Jun-2017
Day Change Summary
Previous Current
22-Jun-2017 23-Jun-2017 Change Change % Previous Week
Open 1.1283 1.1270 -0.0014 -0.1% 1.1304
High 1.1285 1.1316 0.0031 0.3% 1.1324
Low 1.1248 1.1253 0.0006 0.0% 1.1227
Close 1.1254 1.1305 0.0051 0.4% 1.1305
Range 0.0037 0.0063 0.0026 68.9% 0.0097
ATR 0.0062 0.0062 0.0000 0.1% 0.0000
Volume 150 363 213 142.0% 1,621
Daily Pivots for day following 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.1479 1.1454 1.1339
R3 1.1416 1.1392 1.1322
R2 1.1354 1.1354 1.1316
R1 1.1329 1.1329 1.1310 1.1341
PP 1.1291 1.1291 1.1291 1.1297
S1 1.1267 1.1267 1.1299 1.1279
S2 1.1229 1.1229 1.1293
S3 1.1166 1.1204 1.1287
S4 1.1104 1.1142 1.1270
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.1576 1.1537 1.1358
R3 1.1479 1.1440 1.1331
R2 1.1382 1.1382 1.1322
R1 1.1343 1.1343 1.1313 1.1363
PP 1.1285 1.1285 1.1285 1.1295
S1 1.1246 1.1246 1.1296 1.1266
S2 1.1188 1.1188 1.1287
S3 1.1091 1.1149 1.1278
S4 1.0994 1.1052 1.1251
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% 0.0052 0.5% 80% False False 324
10 1.1406 1.1227 0.0179 1.6% 0.0058 0.5% 43% False False 364
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1581
2.618 1.1479
1.618 1.1417
1.000 1.1378
0.618 1.1354
HIGH 1.1316
0.618 1.1292
0.500 1.1284
0.382 1.1277
LOW 1.1253
0.618 1.1214
1.000 1.1191
1.618 1.1152
2.618 1.1089
4.250 1.0987
Fisher Pivots for day following 23-Jun-2017
Pivot 1 day 3 day
R1 1.1298 1.1295
PP 1.1291 1.1286
S1 1.1284 1.1276

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

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