CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 04-Aug-2017
Day Change Summary
Previous Current
03-Aug-2017 04-Aug-2017 Change Change % Previous Week
Open 1.1940 1.1960 0.0020 0.2% 1.1844
High 1.1977 1.1973 -0.0005 0.0% 1.1997
Low 1.1915 1.1813 -0.0103 -0.9% 1.1812
Close 1.1952 1.1849 -0.0104 -0.9% 1.1849
Range 0.0062 0.0160 0.0098 158.1% 0.0185
ATR 0.0085 0.0091 0.0005 6.2% 0.0000
Volume 718 1,774 1,056 147.1% 6,909
Daily Pivots for day following 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2358 1.2263 1.1937
R3 1.2198 1.2103 1.1893
R2 1.2038 1.2038 1.1878
R1 1.1943 1.1943 1.1863 1.1911
PP 1.1878 1.1878 1.1878 1.1862
S1 1.1783 1.1783 1.1834 1.1751
S2 1.1718 1.1718 1.1819
S3 1.1558 1.1623 1.1805
S4 1.1398 1.1463 1.1761
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2441 1.2330 1.1950
R3 1.2256 1.2145 1.1899
R2 1.2071 1.2071 1.1882
R1 1.1960 1.1960 1.1865 1.2015
PP 1.1886 1.1886 1.1886 1.1913
S1 1.1775 1.1775 1.1832 1.1830
S2 1.1701 1.1701 1.1815
S3 1.1516 1.1590 1.1798
S4 1.1331 1.1405 1.1747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1997 1.1812 0.0185 1.6% 0.0102 0.9% 20% False False 1,381
10 1.1997 1.1703 0.0294 2.5% 0.0099 0.8% 50% False False 1,316
20 1.1997 1.1465 0.0532 4.5% 0.0092 0.8% 72% False False 1,206
40 1.1997 1.1227 0.0770 6.5% 0.0080 0.7% 81% False False 941
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2653
2.618 1.2391
1.618 1.2231
1.000 1.2133
0.618 1.2071
HIGH 1.1973
0.618 1.1911
0.500 1.1893
0.382 1.1874
LOW 1.1813
0.618 1.1714
1.000 1.1653
1.618 1.1554
2.618 1.1394
4.250 1.1133
Fisher Pivots for day following 04-Aug-2017
Pivot 1 day 3 day
R1 1.1893 1.1905
PP 1.1878 1.1886
S1 1.1863 1.1867

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

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