CME Euro FX (E) Future December 2017

Trading Metrics calculated at close of trading on 12-Jul-2017

Day Change Summary
	Previous	Current
	11-Jul-2017	12-Jul-2017	Change	Change %	Previous Week
Open	1.1495	1.1567	0.0072	0.6%	1.1525
High	1.1578	1.1586	0.0008	0.1%	1.1538
Low	1.1481	1.1489	0.0008	0.1%	1.1413
Close	1.1575	1.1511	-0.0064	-0.5%	1.1501
Range	0.0097	0.0097	0.0000	0.0%	0.0125
ATR	0.0070	0.0071	0.0002	2.8%	0.0000
Volume	1,558	834	-724	-46.5%	3,949

Daily Pivots for day following 12-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1819	1.1762	1.1564
R3	1.1722	1.1665	1.1538
R2	1.1625	1.1625	1.1529
R1	1.1568	1.1568	1.1520	1.1548
PP	1.1528	1.1528	1.1528	1.1518
S1	1.1471	1.1471	1.1502	1.1451
S2	1.1431	1.1431	1.1493
S3	1.1334	1.1374	1.1484
S4	1.1237	1.1277	1.1458

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1859	1.1805	1.1570
R3	1.1734	1.1680	1.1535
R2	1.1609	1.1609	1.1524
R1	1.1555	1.1555	1.1512	1.1520
PP	1.1484	1.1484	1.1484	1.1466
S1	1.1430	1.1430	1.1490	1.1395
S2	1.1359	1.1359	1.1478
S3	1.1234	1.1305	1.1467
S4	1.1109	1.1180	1.1432

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1586	1.1429	0.0157	1.4%	0.0077	0.7%	52%	True	False	951
10	1.1586	1.1400	0.0186	1.6%	0.0074	0.6%	60%	True	False	1,055
20	1.1586	1.1227	0.0359	3.1%	0.0073	0.6%	79%	True	False	762

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	1.1998
2.618	1.1839
1.618	1.1742
1.000	1.1683
0.618	1.1645
HIGH	1.1586
0.618	1.1548
0.500	1.1537
0.382	1.1526
LOW	1.1489
0.618	1.1429
1.000	1.1392
1.618	1.1332
2.618	1.1235
4.250	1.1076

Fisher Pivots for day following 12-Jul-2017
Pivot	1 day	3 day
R1	1.1537	1.1533
PP	1.1528	1.1525
S1	1.1520	1.1518

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