CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 10-Aug-2017
Day Change Summary
Previous Current
09-Aug-2017 10-Aug-2017 Change Change % Previous Week
Open 1.1830 1.1843 0.0013 0.1% 1.1844
High 1.1845 1.1865 0.0020 0.2% 1.1997
Low 1.1771 1.1784 0.0013 0.1% 1.1812
Close 1.1835 1.1850 0.0015 0.1% 1.1849
Range 0.0074 0.0081 0.0007 9.5% 0.0185
ATR 0.0088 0.0087 -0.0001 -0.6% 0.0000
Volume 2,846 1,352 -1,494 -52.5% 6,909
Daily Pivots for day following 10-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2074 1.2042 1.1894
R3 1.1994 1.1962 1.1872
R2 1.1913 1.1913 1.1864
R1 1.1881 1.1881 1.1857 1.1897
PP 1.1833 1.1833 1.1833 1.1841
S1 1.1801 1.1801 1.1842 1.1817
S2 1.1752 1.1752 1.1835
S3 1.1672 1.1720 1.1827
S4 1.1591 1.1640 1.1805
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 1.1973 1.1771 0.0202 1.7% 0.0092 0.8% 39% False False 1,611
10 1.1997 1.1760 0.0237 2.0% 0.0091 0.8% 38% False False 1,465
20 1.1997 1.1486 0.0511 4.3% 0.0091 0.8% 71% False False 1,320
40 1.1997 1.1227 0.0770 6.5% 0.0082 0.7% 81% False False 1,054
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2207
2.618 1.2075
1.618 1.1995
1.000 1.1945
0.618 1.1914
HIGH 1.1865
0.618 1.1834
0.500 1.1824
0.382 1.1815
LOW 1.1784
0.618 1.1734
1.000 1.1704
1.618 1.1654
2.618 1.1573
4.250 1.1442
Fisher Pivots for day following 10-Aug-2017
Pivot 1 day 3 day
R1 1.1841 1.1846
PP 1.1833 1.1842
S1 1.1824 1.1838

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

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