CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 30-Nov-2017
Day Change Summary
Previous Current
29-Nov-2017 30-Nov-2017 Change Change % Previous Week
Open 1.1861 1.1861 0.0001 0.0% 1.1787
High 1.1896 1.1942 0.0047 0.4% 1.1959
Low 1.1829 1.1819 -0.0011 -0.1% 1.1728
Close 1.1875 1.1908 0.0034 0.3% 1.1942
Range 0.0067 0.0124 0.0057 85.7% 0.0231
ATR 0.0076 0.0079 0.0003 4.5% 0.0000
Volume 198,240 271,925 73,685 37.2% 867,959
Daily Pivots for day following 30-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.2260 1.2208 1.1976
R3 1.2137 1.2084 1.1942
R2 1.2013 1.2013 1.1931
R1 1.1961 1.1961 1.1919 1.1987
PP 1.1890 1.1890 1.1890 1.1903
S1 1.1837 1.1837 1.1897 1.1863
S2 1.1766 1.1766 1.1885
S3 1.1643 1.1714 1.1874
S4 1.1519 1.1590 1.1840
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.2569 1.2487 1.2069
R3 1.2338 1.2256 1.2006
R2 1.2107 1.2107 1.1984
R1 1.2025 1.2025 1.1963 1.2066
PP 1.1876 1.1876 1.1876 1.1897
S1 1.1794 1.1794 1.1921 1.1835
S2 1.1645 1.1645 1.1900
S3 1.1414 1.1563 1.1878
S4 1.1183 1.1332 1.1815
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1975 1.1819 0.0157 1.3% 0.0096 0.8% 57% False True 231,431
10 1.1975 1.1728 0.0247 2.1% 0.0081 0.7% 73% False False 213,729
20 1.1975 1.1579 0.0397 3.3% 0.0075 0.6% 83% False False 213,005
40 1.1975 1.1579 0.0397 3.3% 0.0074 0.6% 83% False False 211,763
60 1.2155 1.1579 0.0576 4.8% 0.0078 0.7% 57% False False 204,782
80 1.2155 1.1579 0.0576 4.8% 0.0081 0.7% 57% False False 154,530
100 1.2155 1.1465 0.0690 5.8% 0.0083 0.7% 64% False False 123,867
120 1.2155 1.1227 0.0928 7.8% 0.0081 0.7% 73% False False 103,345
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2467
2.618 1.2265
1.618 1.2142
1.000 1.2066
0.618 1.2018
HIGH 1.1942
0.618 1.1895
0.500 1.1880
0.382 1.1866
LOW 1.1819
0.618 1.1742
1.000 1.1695
1.618 1.1619
2.618 1.1495
4.250 1.1294
Fisher Pivots for day following 30-Nov-2017
Pivot 1 day 3 day
R1 1.1899 1.1899
PP 1.1890 1.1890
S1 1.1880 1.1880

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

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