CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 24-Jul-2017
Day Change Summary
Previous Current
21-Jul-2017 24-Jul-2017 Change Change % Previous Week
Open 1.1726 1.1755 0.0029 0.2% 1.1562
High 1.1776 1.1775 -0.0002 0.0% 1.1776
Low 1.1712 1.1718 0.0006 0.1% 1.1529
Close 1.1771 1.1735 -0.0036 -0.3% 1.1771
Range 0.0065 0.0057 -0.0008 -11.6% 0.0247
ATR 0.0079 0.0077 -0.0002 -2.0% 0.0000
Volume 1,286 387 -899 -69.9% 6,165
Daily Pivots for day following 24-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.1913 1.1881 1.1766
R3 1.1856 1.1824 1.1751
R2 1.1799 1.1799 1.1745
R1 1.1767 1.1767 1.1740 1.1755
PP 1.1742 1.1742 1.1742 1.1736
S1 1.1710 1.1710 1.1730 1.1698
S2 1.1685 1.1685 1.1725
S3 1.1628 1.1653 1.1719
S4 1.1571 1.1596 1.1704
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.2433 1.2349 1.1907
R3 1.2186 1.2102 1.1839
R2 1.1939 1.1939 1.1816
R1 1.1855 1.1855 1.1794 1.1897
PP 1.1692 1.1692 1.1692 1.1713
S1 1.1608 1.1608 1.1748 1.1650
S2 1.1445 1.1445 1.1726
S3 1.1198 1.1361 1.1703
S4 1.0951 1.1114 1.1635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1776 1.1566 0.0211 1.8% 0.0091 0.8% 81% False False 1,240
10 1.1776 1.1465 0.0311 2.7% 0.0086 0.7% 87% False False 1,098
20 1.1776 1.1279 0.0498 4.2% 0.0081 0.7% 92% False False 1,045
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2017
2.618 1.1924
1.618 1.1867
1.000 1.1832
0.618 1.1810
HIGH 1.1775
0.618 1.1753
0.500 1.1746
0.382 1.1739
LOW 1.1718
0.618 1.1682
1.000 1.1661
1.618 1.1625
2.618 1.1568
4.250 1.1475
Fisher Pivots for day following 24-Jul-2017
Pivot 1 day 3 day
R1 1.1746 1.1715
PP 1.1742 1.1694
S1 1.1739 1.1674

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

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