CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 17-Jul-2017
Day Change Summary
Previous Current
14-Jul-2017 17-Jul-2017 Change Change % Previous Week
Open 1.1496 1.1562 0.0067 0.6% 1.1498
High 1.1565 1.1580 0.0015 0.1% 1.1586
Low 1.1486 1.1529 0.0043 0.4% 1.1465
Close 1.1560 1.1575 0.0015 0.1% 1.1560
Range 0.0079 0.0051 -0.0028 -35.4% 0.0121
ATR 0.0073 0.0071 -0.0002 -2.1% 0.0000
Volume 800 350 -450 -56.3% 4,797
Daily Pivots for day following 17-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.1714 1.1695 1.1603
R3 1.1663 1.1644 1.1589
R2 1.1612 1.1612 1.1584
R1 1.1593 1.1593 1.1579 1.1603
PP 1.1561 1.1561 1.1561 1.1566
S1 1.1542 1.1542 1.1570 1.1552
S2 1.1510 1.1510 1.1565
S3 1.1459 1.1491 1.1560
S4 1.1408 1.1440 1.1546
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.1898 1.1850 1.1626
R3 1.1778 1.1729 1.1593
R2 1.1657 1.1657 1.1582
R1 1.1609 1.1609 1.1571 1.1633
PP 1.1537 1.1537 1.1537 1.1549
S1 1.1488 1.1488 1.1549 1.1513
S2 1.1416 1.1416 1.1538
S3 1.1296 1.1368 1.1527
S4 1.1175 1.1247 1.1494
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1586 1.1465 0.0121 1.0% 0.0082 0.7% 91% False False 957
10 1.1586 1.1413 0.0173 1.5% 0.0073 0.6% 94% False False 909
20 1.1586 1.1227 0.0359 3.1% 0.0071 0.6% 97% False False 816
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1797
2.618 1.1714
1.618 1.1663
1.000 1.1631
0.618 1.1612
HIGH 1.1580
0.618 1.1561
0.500 1.1555
0.382 1.1548
LOW 1.1529
0.618 1.1497
1.000 1.1478
1.618 1.1446
2.618 1.1395
4.250 1.1312
Fisher Pivots for day following 17-Jul-2017
Pivot 1 day 3 day
R1 1.1568 1.1557
PP 1.1561 1.1540
S1 1.1555 1.1523

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

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