CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 15-Nov-2017
Day Change Summary
Previous Current
14-Nov-2017 15-Nov-2017 Change Change % Previous Week
Open 1.1686 1.1817 0.0131 1.1% 1.1640
High 1.1826 1.1882 0.0056 0.5% 1.1700
Low 1.1683 1.1806 0.0123 1.1% 1.1579
Close 1.1815 1.1813 -0.0002 0.0% 1.1687
Range 0.0144 0.0076 -0.0068 -47.0% 0.0122
ATR 0.0073 0.0074 0.0000 0.3% 0.0000
Volume 291,584 289,868 -1,716 -0.6% 952,627
Daily Pivots for day following 15-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.2061 1.2013 1.1855
R3 1.1985 1.1937 1.1834
R2 1.1909 1.1909 1.1827
R1 1.1861 1.1861 1.1820 1.1847
PP 1.1833 1.1833 1.1833 1.1826
S1 1.1785 1.1785 1.1806 1.1771
S2 1.1757 1.1757 1.1799
S3 1.1681 1.1709 1.1792
S4 1.1605 1.1633 1.1771
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 1.1882 1.1609 0.0273 2.3% 0.0077 0.6% 75% True False 229,059
10 1.1882 1.1579 0.0303 2.6% 0.0069 0.6% 77% True False 212,281
20 1.1895 1.1579 0.0316 2.7% 0.0074 0.6% 74% False False 220,432
40 1.2060 1.1579 0.0481 4.1% 0.0074 0.6% 49% False False 213,457
60 1.2155 1.1579 0.0576 4.9% 0.0080 0.7% 41% False False 170,076
80 1.2155 1.1579 0.0576 4.9% 0.0084 0.7% 41% False False 127,985
100 1.2155 1.1286 0.0869 7.4% 0.0083 0.7% 61% False False 102,603
120 1.2155 1.1227 0.0928 7.9% 0.0080 0.7% 63% False False 85,559
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2205
2.618 1.2080
1.618 1.2004
1.000 1.1958
0.618 1.1928
HIGH 1.1882
0.618 1.1852
0.500 1.1844
0.382 1.1835
LOW 1.1806
0.618 1.1759
1.000 1.1730
1.618 1.1683
2.618 1.1607
4.250 1.1483
Fisher Pivots for day following 15-Nov-2017
Pivot 1 day 3 day
R1 1.1844 1.1799
PP 1.1833 1.1784
S1 1.1823 1.1770

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

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