CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 08-Sep-2017
Day Change Summary
Previous Current
07-Sep-2017 08-Sep-2017 Change Change % Previous Week
Open 1.1984 1.2082 0.0099 0.8% 1.1941
High 1.2123 1.2155 0.0032 0.3% 1.2155
Low 1.1977 1.2077 0.0101 0.8% 1.1934
Close 1.2068 1.2090 0.0022 0.2% 1.2090
Range 0.0146 0.0078 -0.0069 -46.9% 0.0221
ATR 0.0096 0.0095 -0.0001 -0.7% 0.0000
Volume 59,578 36,946 -22,632 -38.0% 114,942
Daily Pivots for day following 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.2340 1.2292 1.2133
R3 1.2262 1.2215 1.2111
R2 1.2185 1.2185 1.2104
R1 1.2137 1.2137 1.2097 1.2161
PP 1.2107 1.2107 1.2107 1.2119
S1 1.2060 1.2060 1.2083 1.2084
S2 1.2030 1.2030 1.2076
S3 1.1952 1.1982 1.2069
S4 1.1875 1.1905 1.2047
Weekly Pivots for week ending 08-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.2722 1.2627 1.2212
R3 1.2501 1.2406 1.2151
R2 1.2280 1.2280 1.2131
R1 1.2185 1.2185 1.2110 1.2233
PP 1.2059 1.2059 1.2059 1.2083
S1 1.1964 1.1964 1.2070 1.2012
S2 1.1838 1.1838 1.2049
S3 1.1617 1.1743 1.2029
S4 1.1396 1.1522 1.1968
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2155 1.1916 0.0239 2.0% 0.0095 0.8% 73% True False 24,534
10 1.2155 1.1845 0.0310 2.6% 0.0103 0.8% 79% True False 14,817
20 1.2155 1.1738 0.0417 3.4% 0.0094 0.8% 85% True False 8,391
40 1.2155 1.1486 0.0669 5.5% 0.0092 0.8% 90% True False 4,856
60 1.2155 1.1227 0.0928 7.7% 0.0086 0.7% 93% True False 3,500
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2484
2.618 1.2357
1.618 1.2280
1.000 1.2232
0.618 1.2202
HIGH 1.2155
0.618 1.2125
0.500 1.2116
0.382 1.2107
LOW 1.2077
0.618 1.2029
1.000 1.2000
1.618 1.1952
2.618 1.1874
4.250 1.1748
Fisher Pivots for day following 08-Sep-2017
Pivot 1 day 3 day
R1 1.2116 1.2080
PP 1.2107 1.2071
S1 1.2099 1.2061

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

View Archives - Comment on this page... - Back to Index of Symbols