CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 01-Sep-2017
Day Change Summary
Previous Current
31-Aug-2017 01-Sep-2017 Change Change % Previous Week
Open 1.1962 1.1987 0.0025 0.2% 1.2013
High 1.1980 1.2047 0.0067 0.6% 1.2141
Low 1.1890 1.1916 0.0026 0.2% 1.1890
Close 1.1970 1.1934 -0.0037 -0.3% 1.1934
Range 0.0090 0.0131 0.0041 45.6% 0.0252
ATR 0.0095 0.0098 0.0003 2.7% 0.0000
Volume 7,394 7,732 338 4.6% 28,545
Daily Pivots for day following 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.2358 1.2277 1.2006
R3 1.2227 1.2146 1.1970
R2 1.2096 1.2096 1.1958
R1 1.2015 1.2015 1.1946 1.1990
PP 1.1965 1.1965 1.1965 1.1953
S1 1.1884 1.1884 1.1921 1.1859
S2 1.1834 1.1834 1.1909
S3 1.1703 1.1753 1.1897
S4 1.1572 1.1622 1.1861
Weekly Pivots for week ending 01-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.2743 1.2590 1.2072
R3 1.2491 1.2338 1.2003
R2 1.2240 1.2240 1.1980
R1 1.2087 1.2087 1.1957 1.2037
PP 1.1988 1.1988 1.1988 1.1963
S1 1.1835 1.1835 1.1910 1.1786
S2 1.1737 1.1737 1.1887
S3 1.1485 1.1584 1.1864
S4 1.1234 1.1332 1.1795
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2141 1.1890 0.0252 2.1% 0.0103 0.9% 17% False False 5,709
10 1.2141 1.1806 0.0335 2.8% 0.0097 0.8% 38% False False 4,013
20 1.2141 1.1738 0.0403 3.4% 0.0092 0.8% 49% False False 2,958
40 1.2141 1.1465 0.0676 5.7% 0.0092 0.8% 69% False False 2,082
60 1.2141 1.1227 0.0914 7.7% 0.0084 0.7% 77% False False 1,613
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2603
2.618 1.2389
1.618 1.2258
1.000 1.2178
0.618 1.2127
HIGH 1.2047
0.618 1.1996
0.500 1.1981
0.382 1.1966
LOW 1.1916
0.618 1.1835
1.000 1.1785
1.618 1.1704
2.618 1.1573
4.250 1.1359
Fisher Pivots for day following 01-Sep-2017
Pivot 1 day 3 day
R1 1.1981 1.1972
PP 1.1965 1.1959
S1 1.1949 1.1946

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

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