CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 17-Aug-2017
Day Change Summary
Previous Current
16-Aug-2017 17-Aug-2017 Change Change % Previous Week
Open 1.1811 1.1848 0.0038 0.3% 1.1857
High 1.1856 1.1865 0.0009 0.1% 1.1927
Low 1.1760 1.1738 -0.0022 -0.2% 1.1771
Close 1.1846 1.1817 -0.0030 -0.2% 1.1905
Range 0.0097 0.0127 0.0031 31.6% 0.0156
ATR 0.0089 0.0091 0.0003 3.1% 0.0000
Volume 2,855 3,711 856 30.0% 8,411
Daily Pivots for day following 17-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2188 1.2129 1.1886
R3 1.2061 1.2002 1.1851
R2 1.1934 1.1934 1.1840
R1 1.1875 1.1875 1.1828 1.1841
PP 1.1807 1.1807 1.1807 1.1789
S1 1.1748 1.1748 1.1805 1.1714
S2 1.1680 1.1680 1.1793
S3 1.1553 1.1621 1.1782
S4 1.1426 1.1494 1.1747
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 1.1738 0.0189 1.6% 0.0099 0.8% 42% False True 2,265
10 1.1973 1.1738 0.0235 2.0% 0.0096 0.8% 33% False True 1,938
20 1.1997 1.1703 0.0294 2.5% 0.0093 0.8% 39% False False 1,603
40 1.1997 1.1248 0.0749 6.3% 0.0086 0.7% 76% False False 1,295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2405
2.618 1.2197
1.618 1.2070
1.000 1.1992
0.618 1.1943
HIGH 1.1865
0.618 1.1816
0.500 1.1802
0.382 1.1787
LOW 1.1738
0.618 1.1660
1.000 1.1611
1.618 1.1533
2.618 1.1406
4.250 1.1198
Fisher Pivots for day following 17-Aug-2017
Pivot 1 day 3 day
R1 1.1812 1.1813
PP 1.1807 1.1809
S1 1.1802 1.1805

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

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