CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 20-Sep-2017
Day Change Summary
Previous Current
19-Sep-2017 20-Sep-2017 Change Change % Previous Week
Open 1.2011 1.2055 0.0044 0.4% 1.2082
High 1.2065 1.2093 0.0028 0.2% 1.2092
Low 1.2008 1.1918 -0.0091 -0.8% 1.1895
Close 1.2055 1.1947 -0.0109 -0.9% 1.1998
Range 0.0057 0.0175 0.0119 209.7% 0.0197
ATR 0.0088 0.0094 0.0006 7.1% 0.0000
Volume 199,854 265,602 65,748 32.9% 888,275
Daily Pivots for day following 20-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.2511 1.2404 1.2043
R3 1.2336 1.2229 1.1995
R2 1.2161 1.2161 1.1979
R1 1.2054 1.2054 1.1963 1.2020
PP 1.1986 1.1986 1.1986 1.1969
S1 1.1879 1.1879 1.1930 1.1845
S2 1.1811 1.1811 1.1914
S3 1.1636 1.1704 1.1898
S4 1.1461 1.1529 1.1850
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.2584 1.2487 1.2106
R3 1.2388 1.2291 1.2052
R2 1.2191 1.2191 1.2034
R1 1.2094 1.2094 1.2016 1.2045
PP 1.1995 1.1995 1.1995 1.1970
S1 1.1898 1.1898 1.1979 1.1848
S2 1.1798 1.1798 1.1961
S3 1.1602 1.1701 1.1943
S4 1.1405 1.1505 1.1889
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2093 1.1895 0.0198 1.7% 0.0092 0.8% 26% True False 217,351
10 1.2155 1.1895 0.0260 2.2% 0.0094 0.8% 20% False False 161,135
20 1.2155 1.1814 0.0341 2.9% 0.0093 0.8% 39% False False 83,312
40 1.2155 1.1703 0.0452 3.8% 0.0094 0.8% 54% False False 42,512
60 1.2155 1.1286 0.0869 7.3% 0.0090 0.8% 76% False False 28,701
80 1.2155 1.1227 0.0928 7.8% 0.0083 0.7% 78% False False 21,610
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 0.0018
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 1.2836
2.618 1.2551
1.618 1.2376
1.000 1.2268
0.618 1.2201
HIGH 1.2093
0.618 1.2026
0.500 1.2005
0.382 1.1984
LOW 1.1918
0.618 1.1809
1.000 1.1743
1.618 1.1634
2.618 1.1459
4.250 1.1174
Fisher Pivots for day following 20-Sep-2017
Pivot 1 day 3 day
R1 1.2005 1.2005
PP 1.1986 1.1986
S1 1.1966 1.1966

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

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