CME Euro FX (E) Future December 2017

Trading Metrics calculated at close of trading on 05-Jul-2017

Day Change Summary
	Previous	Current
	03-Jul-2017	05-Jul-2017	Change	Change %	Previous Week
Open	1.1525	1.1469	-0.0056	-0.5%	1.1305
High	1.1526	1.1477	-0.0050	-0.4%	1.1549
Low	1.1457	1.1413	-0.0044	-0.4%	1.1279
Close	1.1458	1.1442	-0.0017	-0.1%	1.1523
Range	0.0070	0.0064	-0.0006	-8.6%	0.0270
ATR	0.0069	0.0069	0.0000	-0.6%	0.0000
Volume	642	1,303	661	103.0%	5,603

Daily Pivots for day following 05-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1634	1.1601	1.1476
R3	1.1571	1.1538	1.1459
R2	1.1507	1.1507	1.1453
R1	1.1474	1.1474	1.1447	1.1459
PP	1.1444	1.1444	1.1444	1.1436
S1	1.1411	1.1411	1.1436	1.1396
S2	1.1380	1.1380	1.1430
S3	1.1317	1.1347	1.1424
S4	1.1253	1.1284	1.1407

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	1.1400	0.0149	1.3%	0.0070	0.6%	28%	False	False	1,159
10	1.1549	1.1237	0.0312	2.7%	0.0071	0.6%	66%	False	False	839
20	1.1549	1.1227	0.0322	2.8%	0.0068	0.6%	67%	False	False	613

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.1746
2.618	1.1643
1.618	1.1579
1.000	1.1540
0.618	1.1516
HIGH	1.1477
0.618	1.1452
0.500	1.1445
0.382	1.1437
LOW	1.1413
0.618	1.1374
1.000	1.1350
1.618	1.1310
2.618	1.1247
4.250	1.1143

Fisher Pivots for day following 05-Jul-2017
Pivot	1 day	3 day
R1	1.1445	1.1480
PP	1.1444	1.1467
S1	1.1443	1.1454

Download as Excel Spreadsheet

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

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