CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 23-Aug-2017
Day Change Summary
Previous Current
22-Aug-2017 23-Aug-2017 Change Change % Previous Week
Open 1.1883 1.1836 -0.0047 -0.4% 1.1902
High 1.1898 1.1896 -0.0002 0.0% 1.1918
Low 1.1820 1.1814 -0.0006 0.0% 1.1738
Close 1.1826 1.1893 0.0068 0.6% 1.1834
Range 0.0079 0.0082 0.0004 4.5% 0.0180
ATR 0.0089 0.0089 -0.0001 -0.6% 0.0000
Volume 1,613 2,284 671 41.6% 10,633
Daily Pivots for day following 23-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2114 1.2085 1.1938
R3 1.2032 1.2003 1.1916
R2 1.1950 1.1950 1.1908
R1 1.1921 1.1921 1.1901 1.1936
PP 1.1868 1.1868 1.1868 1.1875
S1 1.1839 1.1839 1.1885 1.1854
S2 1.1786 1.1786 1.1878
S3 1.1704 1.1757 1.1870
S4 1.1622 1.1675 1.1848
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2368 1.2281 1.1933
R3 1.2189 1.2101 1.1883
R2 1.2009 1.2009 1.1867
R1 1.1922 1.1922 1.1850 1.1876
PP 1.1830 1.1830 1.1830 1.1807
S1 1.1742 1.1742 1.1818 1.1696
S2 1.1650 1.1650 1.1801
S3 1.1471 1.1563 1.1785
S4 1.1291 1.1383 1.1735
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1903 1.1738 0.0165 1.4% 0.0090 0.8% 94% False False 2,215
10 1.1927 1.1738 0.0189 1.6% 0.0090 0.8% 82% False False 2,004
20 1.1997 1.1738 0.0259 2.2% 0.0092 0.8% 60% False False 1,741
40 1.1997 1.1400 0.0597 5.0% 0.0086 0.7% 83% False False 1,422
60 1.1997 1.1227 0.0770 6.5% 0.0079 0.7% 87% False False 1,072
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2245
2.618 1.2111
1.618 1.2029
1.000 1.1978
0.618 1.1947
HIGH 1.1896
0.618 1.1865
0.500 1.1855
0.382 1.1845
LOW 1.1814
0.618 1.1763
1.000 1.1732
1.618 1.1681
2.618 1.1599
4.250 1.1466
Fisher Pivots for day following 23-Aug-2017
Pivot 1 day 3 day
R1 1.1880 1.1880
PP 1.1868 1.1867
S1 1.1855 1.1854

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

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