CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 17-Nov-2017
Day Change Summary
Previous Current
16-Nov-2017 17-Nov-2017 Change Change % Previous Week
Open 1.1802 1.1790 -0.0013 -0.1% 1.1678
High 1.1820 1.1840 0.0020 0.2% 1.1882
Low 1.1775 1.1783 0.0008 0.1% 1.1659
Close 1.1784 1.1815 0.0031 0.3% 1.1815
Range 0.0045 0.0057 0.0012 27.0% 0.0223
ATR 0.0072 0.0070 -0.0001 -1.5% 0.0000
Volume 178,838 196,780 17,942 10.0% 1,093,717
Daily Pivots for day following 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.1982 1.1955 1.1846
R3 1.1926 1.1899 1.1831
R2 1.1869 1.1869 1.1825
R1 1.1842 1.1842 1.1820 1.1856
PP 1.1813 1.1813 1.1813 1.1819
S1 1.1786 1.1786 1.1810 1.1799
S2 1.1756 1.1756 1.1805
S3 1.1700 1.1729 1.1799
S4 1.1643 1.1673 1.1784
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.2454 1.2358 1.1938
R3 1.2231 1.2135 1.1876
R2 1.2008 1.2008 1.1856
R1 1.1912 1.1912 1.1835 1.1960
PP 1.1785 1.1785 1.1785 1.1809
S1 1.1689 1.1689 1.1795 1.1737
S2 1.1562 1.1562 1.1774
S3 1.1339 1.1466 1.1754
S4 1.1116 1.1243 1.1692
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1882 1.1659 0.0223 1.9% 0.0072 0.6% 70% False False 218,743
10 1.1882 1.1579 0.0303 2.6% 0.0062 0.5% 78% False False 204,634
20 1.1882 1.1579 0.0303 2.6% 0.0070 0.6% 78% False False 217,600
40 1.1991 1.1579 0.0413 3.5% 0.0072 0.6% 57% False False 212,142
60 1.2155 1.1579 0.0576 4.9% 0.0080 0.7% 41% False False 176,282
80 1.2155 1.1579 0.0576 4.9% 0.0082 0.7% 41% False False 132,640
100 1.2155 1.1413 0.0742 6.3% 0.0082 0.7% 54% False False 106,335
120 1.2155 1.1227 0.0928 7.9% 0.0079 0.7% 63% False False 88,683
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2080
2.618 1.1987
1.618 1.1931
1.000 1.1896
0.618 1.1874
HIGH 1.1840
0.618 1.1818
0.500 1.1811
0.382 1.1805
LOW 1.1783
0.618 1.1748
1.000 1.1727
1.618 1.1692
2.618 1.1635
4.250 1.1543
Fisher Pivots for day following 17-Nov-2017
Pivot 1 day 3 day
R1 1.1814 1.1828
PP 1.1813 1.1824
S1 1.1811 1.1819

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

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