CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 27-Sep-2017
Day Change Summary
Previous Current
26-Sep-2017 27-Sep-2017 Change Change % Previous Week
Open 1.1901 1.1846 -0.0055 -0.5% 1.1995
High 1.1916 1.1849 -0.0067 -0.6% 1.2093
Low 1.1811 1.1771 -0.0040 -0.3% 1.1918
Close 1.1853 1.1811 -0.0042 -0.4% 1.1998
Range 0.0106 0.0079 -0.0027 -25.6% 0.0175
ATR 0.0094 0.0093 -0.0001 -0.9% 0.0000
Volume 268,602 253,130 -15,472 -5.8% 1,054,789
Daily Pivots for day following 27-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.2046 1.2007 1.1854
R3 1.1967 1.1928 1.1833
R2 1.1889 1.1889 1.1825
R1 1.1850 1.1850 1.1818 1.1830
PP 1.1810 1.1810 1.1810 1.1800
S1 1.1771 1.1771 1.1804 1.1752
S2 1.1732 1.1732 1.1797
S3 1.1653 1.1693 1.1789
S4 1.1575 1.1614 1.1768
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.2528 1.2438 1.2094
R3 1.2353 1.2263 1.2046
R2 1.2178 1.2178 1.2030
R1 1.2088 1.2088 1.2014 1.2133
PP 1.2003 1.2003 1.2003 1.2025
S1 1.1913 1.1913 1.1981 1.1958
S2 1.1828 1.1828 1.1965
S3 1.1653 1.1738 1.1949
S4 1.1478 1.1563 1.1901
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2060 1.1771 0.0289 2.4% 0.0089 0.8% 14% False True 238,653
10 1.2093 1.1771 0.0322 2.7% 0.0091 0.8% 13% False True 228,002
20 1.2155 1.1771 0.0384 3.3% 0.0092 0.8% 11% False True 142,187
40 1.2155 1.1738 0.0417 3.5% 0.0092 0.8% 18% False False 72,161
60 1.2155 1.1413 0.0742 6.3% 0.0090 0.8% 54% False False 48,494
80 1.2155 1.1227 0.0928 7.9% 0.0084 0.7% 63% False False 36,510
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2183
2.618 1.2055
1.618 1.1976
1.000 1.1928
0.618 1.1898
HIGH 1.1849
0.618 1.1819
0.500 1.1810
0.382 1.1800
LOW 1.1771
0.618 1.1722
1.000 1.1692
1.618 1.1643
2.618 1.1565
4.250 1.1437
Fisher Pivots for day following 27-Sep-2017
Pivot 1 day 3 day
R1 1.1811 1.1881
PP 1.1810 1.1858
S1 1.1810 1.1834

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

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