CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 27-Jun-2017
Day Change Summary
Previous Current
26-Jun-2017 27-Jun-2017 Change Change % Previous Week
Open 1.1305 1.1310 0.0005 0.0% 1.1304
High 1.1327 1.1457 0.0130 1.1% 1.1324
Low 1.1279 1.1286 0.0008 0.1% 1.1227
Close 1.1288 1.1455 0.0167 1.5% 1.1305
Range 0.0048 0.0171 0.0123 255.2% 0.0097
ATR 0.0061 0.0068 0.0008 12.9% 0.0000
Volume 568 1,183 615 108.3% 1,621
Daily Pivots for day following 27-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.1911 1.1853 1.1548
R3 1.1740 1.1683 1.1501
R2 1.1570 1.1570 1.1486
R1 1.1512 1.1512 1.1470 1.1541
PP 1.1399 1.1399 1.1399 1.1413
S1 1.1342 1.1342 1.1439 1.1370
S2 1.1229 1.1229 1.1423
S3 1.1058 1.1171 1.1408
S4 1.0888 1.1001 1.1361
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 1.1457 1.1237 0.0220 1.9% 0.0072 0.6% 99% True False 519
10 1.1457 1.1227 0.0230 2.0% 0.0073 0.6% 99% True False 469
20 1.1457 1.1227 0.0230 2.0% 0.0064 0.6% 99% True False 373
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 22 trading days
Fibonacci Retracements and Extensions
4.250 1.2181
2.618 1.1903
1.618 1.1732
1.000 1.1627
0.618 1.1562
HIGH 1.1457
0.618 1.1391
0.500 1.1371
0.382 1.1351
LOW 1.1286
0.618 1.1181
1.000 1.1116
1.618 1.1010
2.618 1.0840
4.250 1.0561
Fisher Pivots for day following 27-Jun-2017
Pivot 1 day 3 day
R1 1.1427 1.1421
PP 1.1399 1.1388
S1 1.1371 1.1355

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

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