CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 14-Nov-2017
Day Change Summary
Previous Current
13-Nov-2017 14-Nov-2017 Change Change % Previous Week
Open 1.1678 1.1686 0.0008 0.1% 1.1640
High 1.1697 1.1826 0.0129 1.1% 1.1700
Low 1.1659 1.1683 0.0024 0.2% 1.1579
Close 1.1689 1.1815 0.0126 1.1% 1.1687
Range 0.0039 0.0144 0.0105 272.7% 0.0122
ATR 0.0068 0.0073 0.0005 7.9% 0.0000
Volume 136,647 291,584 154,937 113.4% 952,627
Daily Pivots for day following 14-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.2205 1.2154 1.1894
R3 1.2062 1.2010 1.1854
R2 1.1918 1.1918 1.1841
R1 1.1867 1.1867 1.1828 1.1892
PP 1.1775 1.1775 1.1775 1.1787
S1 1.1723 1.1723 1.1802 1.1749
S2 1.1631 1.1631 1.1789
S3 1.1488 1.1580 1.1776
S4 1.1344 1.1436 1.1736
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.2020 1.1975 1.1754
R3 1.1898 1.1853 1.1720
R2 1.1777 1.1777 1.1709
R1 1.1732 1.1732 1.1698 1.1754
PP 1.1655 1.1655 1.1655 1.1666
S1 1.1610 1.1610 1.1676 1.1633
S2 1.1534 1.1534 1.1665
S3 1.1412 1.1489 1.1654
S4 1.1291 1.1367 1.1620
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1826 1.1603 0.0223 1.9% 0.0068 0.6% 95% True False 201,023
10 1.1826 1.1579 0.0248 2.1% 0.0067 0.6% 96% True False 201,838
20 1.1895 1.1579 0.0316 2.7% 0.0074 0.6% 75% False False 215,469
40 1.2093 1.1579 0.0514 4.4% 0.0076 0.6% 46% False False 212,851
60 1.2155 1.1579 0.0576 4.9% 0.0080 0.7% 41% False False 165,271
80 1.2155 1.1579 0.0576 4.9% 0.0084 0.7% 41% False False 124,377
100 1.2155 1.1279 0.0876 7.4% 0.0083 0.7% 61% False False 99,710
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 False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.2436
2.618 1.2202
1.618 1.2058
1.000 1.1970
0.618 1.1915
HIGH 1.1826
0.618 1.1771
0.500 1.1754
0.382 1.1737
LOW 1.1683
0.618 1.1594
1.000 1.1539
1.618 1.1450
2.618 1.1307
4.250 1.1073
Fisher Pivots for day following 14-Nov-2017
Pivot 1 day 3 day
R1 1.1795 1.1788
PP 1.1775 1.1762
S1 1.1754 1.1735

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

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