CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 29-Jun-2017
Day Change Summary
Previous Current
28-Jun-2017 29-Jun-2017 Change Change % Previous Week
Open 1.1448 1.1481 0.0034 0.3% 1.1304
High 1.1495 1.1549 0.0054 0.5% 1.1324
Low 1.1400 1.1477 0.0077 0.7% 1.1227
Close 1.1487 1.1536 0.0050 0.4% 1.1305
Range 0.0095 0.0072 -0.0023 -24.3% 0.0097
ATR 0.0070 0.0070 0.0000 0.1% 0.0000
Volume 1,264 971 -293 -23.2% 1,621
Daily Pivots for day following 29-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.1735 1.1707 1.1575
R3 1.1664 1.1636 1.1556
R2 1.1592 1.1592 1.1549
R1 1.1564 1.1564 1.1543 1.1578
PP 1.1521 1.1521 1.1521 1.1528
S1 1.1493 1.1493 1.1529 1.1507
S2 1.1449 1.1449 1.1523
S3 1.1378 1.1421 1.1516
S4 1.1306 1.1350 1.1497
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 1.1549 1.1253 0.0296 2.6% 0.0089 0.8% 96% True False 869
10 1.1549 1.1227 0.0322 2.8% 0.0070 0.6% 96% True False 575
20 1.1549 1.1227 0.0322 2.8% 0.0066 0.6% 96% True False 462
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1852
2.618 1.1736
1.618 1.1664
1.000 1.1620
0.618 1.1593
HIGH 1.1549
0.618 1.1521
0.500 1.1513
0.382 1.1504
LOW 1.1477
0.618 1.1433
1.000 1.1406
1.618 1.1361
2.618 1.1290
4.250 1.1173
Fisher Pivots for day following 29-Jun-2017
Pivot 1 day 3 day
R1 1.1528 1.1496
PP 1.1521 1.1457
S1 1.1513 1.1417

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

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