CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 06-Nov-2017
Day Change Summary
Previous Current
03-Nov-2017 06-Nov-2017 Change Change % Previous Week
Open 1.1684 1.1640 -0.0045 -0.4% 1.1633
High 1.1723 1.1650 -0.0073 -0.6% 1.1723
Low 1.1625 1.1606 -0.0020 -0.2% 1.1624
Close 1.1634 1.1633 -0.0002 0.0% 1.1634
Range 0.0098 0.0044 -0.0054 -54.9% 0.0099
ATR 0.0078 0.0076 -0.0002 -3.1% 0.0000
Volume 231,121 172,355 -58,766 -25.4% 1,022,727
Daily Pivots for day following 06-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.1761 1.1741 1.1657
R3 1.1717 1.1697 1.1645
R2 1.1673 1.1673 1.1641
R1 1.1653 1.1653 1.1637 1.1641
PP 1.1629 1.1629 1.1629 1.1623
S1 1.1609 1.1609 1.1628 1.1597
S2 1.1585 1.1585 1.1624
S3 1.1541 1.1565 1.1620
S4 1.1497 1.1521 1.1608
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.1956 1.1893 1.1688
R3 1.1857 1.1795 1.1661
R2 1.1759 1.1759 1.1652
R1 1.1696 1.1696 1.1643 1.1728
PP 1.1660 1.1660 1.1660 1.1676
S1 1.1598 1.1598 1.1625 1.1629
S2 1.1562 1.1562 1.1616
S3 1.1463 1.1499 1.1607
S4 1.1365 1.1401 1.1580
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1723 1.1606 0.0117 1.0% 0.0061 0.5% 23% False True 197,005
10 1.1869 1.1604 0.0265 2.3% 0.0077 0.7% 11% False False 230,284
20 1.1921 1.1604 0.0317 2.7% 0.0073 0.6% 9% False False 214,396
40 1.2093 1.1604 0.0489 4.2% 0.0077 0.7% 6% False False 211,487
60 1.2155 1.1604 0.0551 4.7% 0.0083 0.7% 5% False False 145,341
80 1.2155 1.1529 0.0626 5.4% 0.0085 0.7% 17% False False 109,352
100 1.2155 1.1227 0.0928 8.0% 0.0082 0.7% 44% False False 87,643
Crabel Price Patterns
NR True
NR4 True
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 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1837
2.618 1.1765
1.618 1.1721
1.000 1.1694
0.618 1.1677
HIGH 1.1650
0.618 1.1633
0.500 1.1628
0.382 1.1622
LOW 1.1606
0.618 1.1578
1.000 1.1562
1.618 1.1534
2.618 1.1490
4.250 1.1419
Fisher Pivots for day following 06-Nov-2017
Pivot 1 day 3 day
R1 1.1631 1.1664
PP 1.1629 1.1654
S1 1.1628 1.1643

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

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