CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 20-Oct-2017
Day Change Summary
Previous Current
19-Oct-2017 20-Oct-2017 Change Change % Previous Week
Open 1.1828 1.1883 0.0055 0.5% 1.1851
High 1.1895 1.1894 -0.0001 0.0% 1.1895
Low 1.1804 1.1798 -0.0007 -0.1% 1.1767
Close 1.1866 1.1815 -0.0051 -0.4% 1.1815
Range 0.0091 0.0096 0.0006 6.1% 0.0128
ATR 0.0076 0.0078 0.0001 1.8% 0.0000
Volume 224,515 207,750 -16,765 -7.5% 957,945
Daily Pivots for day following 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.2123 1.2065 1.1867
R3 1.2027 1.1969 1.1841
R2 1.1931 1.1931 1.1832
R1 1.1873 1.1873 1.1823 1.1854
PP 1.1835 1.1835 1.1835 1.1826
S1 1.1777 1.1777 1.1806 1.1758
S2 1.1739 1.1739 1.1797
S3 1.1643 1.1681 1.1788
S4 1.1547 1.1585 1.1762
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.2208 1.2139 1.1885
R3 1.2080 1.2011 1.1850
R2 1.1953 1.1953 1.1838
R1 1.1884 1.1884 1.1826 1.1855
PP 1.1825 1.1825 1.1825 1.1811
S1 1.1756 1.1756 1.1803 1.1727
S2 1.1698 1.1698 1.1791
S3 1.1570 1.1629 1.1779
S4 1.1443 1.1501 1.1744
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1895 1.1767 0.0128 1.1% 0.0073 0.6% 37% False False 191,589
10 1.1921 1.1762 0.0159 1.3% 0.0069 0.6% 33% False False 191,664
20 1.1991 1.1712 0.0279 2.4% 0.0074 0.6% 37% False False 206,684
40 1.2155 1.1712 0.0443 3.7% 0.0085 0.7% 23% False False 155,623
60 1.2155 1.1712 0.0443 3.7% 0.0086 0.7% 23% False False 104,320
80 1.2155 1.1413 0.0742 6.3% 0.0085 0.7% 54% False False 78,519
100 1.2155 1.1227 0.0928 7.9% 0.0081 0.7% 63% False False 62,899
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.2302
2.618 1.2145
1.618 1.2049
1.000 1.1990
0.618 1.1953
HIGH 1.1894
0.618 1.1857
0.500 1.1846
0.382 1.1834
LOW 1.1798
0.618 1.1738
1.000 1.1702
1.618 1.1642
2.618 1.1546
4.250 1.1390
Fisher Pivots for day following 20-Oct-2017
Pivot 1 day 3 day
R1 1.1846 1.1831
PP 1.1835 1.1825
S1 1.1825 1.1820

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

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