CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 30-Jun-2017
Day Change Summary
Previous Current
29-Jun-2017 30-Jun-2017 Change Change % Previous Week
Open 1.1481 1.1540 0.0059 0.5% 1.1305
High 1.1549 1.1547 -0.0002 0.0% 1.1549
Low 1.1477 1.1495 0.0018 0.2% 1.1279
Close 1.1536 1.1523 -0.0013 -0.1% 1.1523
Range 0.0072 0.0053 -0.0019 -26.6% 0.0270
ATR 0.0070 0.0069 -0.0001 -1.8% 0.0000
Volume 971 1,617 646 66.5% 5,603
Daily Pivots for day following 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.1679 1.1654 1.1552
R3 1.1627 1.1601 1.1537
R2 1.1574 1.1574 1.1533
R1 1.1549 1.1549 1.1528 1.1535
PP 1.1522 1.1522 1.1522 1.1515
S1 1.1496 1.1496 1.1518 1.1483
S2 1.1469 1.1469 1.1513
S3 1.1417 1.1444 1.1509
S4 1.1364 1.1391 1.1494
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.2260 1.2162 1.1672
R3 1.1990 1.1892 1.1597
R2 1.1720 1.1720 1.1573
R1 1.1622 1.1622 1.1548 1.1671
PP 1.1450 1.1450 1.1450 1.1475
S1 1.1352 1.1352 1.1498 1.1401
S2 1.1180 1.1180 1.1474
S3 1.0910 1.1082 1.1449
S4 1.0640 1.0812 1.1375
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1549 1.1279 0.0270 2.3% 0.0087 0.8% 91% False False 1,120
10 1.1549 1.1227 0.0322 2.8% 0.0070 0.6% 92% False False 722
20 1.1549 1.1227 0.0322 2.8% 0.0065 0.6% 92% False False 532
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1770
2.618 1.1684
1.618 1.1632
1.000 1.1600
0.618 1.1579
HIGH 1.1547
0.618 1.1527
0.500 1.1521
0.382 1.1515
LOW 1.1495
0.618 1.1462
1.000 1.1442
1.618 1.1410
2.618 1.1357
4.250 1.1271
Fisher Pivots for day following 30-Jun-2017
Pivot 1 day 3 day
R1 1.1522 1.1507
PP 1.1522 1.1491
S1 1.1521 1.1474

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

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