CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 11-Aug-2017
Day Change Summary
Previous Current
10-Aug-2017 11-Aug-2017 Change Change % Previous Week
Open 1.1843 1.1848 0.0005 0.0% 1.1857
High 1.1865 1.1927 0.0063 0.5% 1.1927
Low 1.1784 1.1829 0.0045 0.4% 1.1771
Close 1.1850 1.1905 0.0055 0.5% 1.1905
Range 0.0081 0.0099 0.0018 22.4% 0.0156
ATR 0.0087 0.0088 0.0001 0.9% 0.0000
Volume 1,352 2,130 778 57.5% 8,411
Daily Pivots for day following 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2182 1.2142 1.1959
R3 1.2084 1.2043 1.1932
R2 1.1985 1.1985 1.1923
R1 1.1945 1.1945 1.1914 1.1965
PP 1.1887 1.1887 1.1887 1.1897
S1 1.1846 1.1846 1.1895 1.1867
S2 1.1788 1.1788 1.1886
S3 1.1690 1.1748 1.1877
S4 1.1591 1.1649 1.1850
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2336 1.2276 1.1990
R3 1.2180 1.2120 1.1947
R2 1.2024 1.2024 1.1933
R1 1.1964 1.1964 1.1919 1.1994
PP 1.1868 1.1868 1.1868 1.1882
S1 1.1808 1.1808 1.1890 1.1838
S2 1.1712 1.1712 1.1876
S3 1.1556 1.1652 1.1862
S4 1.1400 1.1496 1.1819
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1927 1.1771 0.0156 1.3% 0.0080 0.7% 86% True False 1,682
10 1.1997 1.1771 0.0226 1.9% 0.0091 0.8% 59% False False 1,532
20 1.1997 1.1529 0.0468 3.9% 0.0092 0.8% 80% False False 1,387
40 1.1997 1.1227 0.0770 6.5% 0.0082 0.7% 88% False False 1,096
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2346
2.618 1.2185
1.618 1.2086
1.000 1.2026
0.618 1.1988
HIGH 1.1927
0.618 1.1889
0.500 1.1878
0.382 1.1866
LOW 1.1829
0.618 1.1768
1.000 1.1730
1.618 1.1669
2.618 1.1571
4.250 1.1410
Fisher Pivots for day following 11-Aug-2017
Pivot 1 day 3 day
R1 1.1896 1.1886
PP 1.1887 1.1868
S1 1.1878 1.1849

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.