CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 08-Nov-2017
Day Change Summary
Previous Current
07-Nov-2017 08-Nov-2017 Change Change % Previous Week
Open 1.1636 1.1616 -0.0020 -0.2% 1.1633
High 1.1641 1.1636 -0.0005 0.0% 1.1723
Low 1.1579 1.1603 0.0025 0.2% 1.1624
Close 1.1612 1.1620 0.0008 0.1% 1.1634
Range 0.0062 0.0033 -0.0030 -47.6% 0.0099
ATR 0.0075 0.0072 -0.0003 -4.0% 0.0000
Volume 203,388 149,685 -53,703 -26.4% 1,022,727
Daily Pivots for day following 08-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.1717 1.1701 1.1637
R3 1.1684 1.1668 1.1628
R2 1.1652 1.1652 1.1625
R1 1.1636 1.1636 1.1622 1.1644
PP 1.1619 1.1619 1.1619 1.1623
S1 1.1603 1.1603 1.1617 1.1611
S2 1.1587 1.1587 1.1614
S3 1.1554 1.1571 1.1611
S4 1.1522 1.1538 1.1602
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 1.1579 0.0144 1.2% 0.0062 0.5% 28% False False 195,502
10 1.1869 1.1579 0.0290 2.5% 0.0075 0.6% 14% False False 227,057
20 1.1921 1.1579 0.0343 2.9% 0.0070 0.6% 12% False False 209,045
40 1.2093 1.1579 0.0514 4.4% 0.0075 0.6% 8% False False 211,994
60 1.2155 1.1579 0.0576 5.0% 0.0081 0.7% 7% False False 151,182
80 1.2155 1.1572 0.0583 5.0% 0.0084 0.7% 8% False False 113,731
100 1.2155 1.1227 0.0928 8.0% 0.0082 0.7% 42% False False 91,168
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 110 trading days
Fibonacci Retracements and Extensions
4.250 1.1774
2.618 1.1721
1.618 1.1688
1.000 1.1668
0.618 1.1656
HIGH 1.1636
0.618 1.1623
0.500 1.1619
0.382 1.1615
LOW 1.1603
0.618 1.1583
1.000 1.1571
1.618 1.1550
2.618 1.1518
4.250 1.1465
Fisher Pivots for day following 08-Nov-2017
Pivot 1 day 3 day
R1 1.1619 1.1618
PP 1.1619 1.1616
S1 1.1619 1.1614

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

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