CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 04-Dec-2017
Day Change Summary
Previous Current
01-Dec-2017 04-Dec-2017 Change Change % Previous Week
Open 1.1901 1.1879 -0.0022 -0.2% 1.1948
High 1.1950 1.1888 -0.0063 -0.5% 1.1975
Low 1.1860 1.1838 -0.0022 -0.2% 1.1819
Close 1.1903 1.1866 -0.0037 -0.3% 1.1903
Range 0.0090 0.0050 -0.0041 -45.0% 0.0157
ATR 0.0080 0.0079 -0.0001 -1.3% 0.0000
Volume 289,430 170,174 -119,256 -41.2% 1,183,149
Daily Pivots for day following 04-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2012 1.1989 1.1893
R3 1.1963 1.1939 1.1880
R2 1.1913 1.1913 1.1875
R1 1.1890 1.1890 1.1871 1.1877
PP 1.1864 1.1864 1.1864 1.1857
S1 1.1840 1.1840 1.1861 1.1827
S2 1.1814 1.1814 1.1857
S3 1.1765 1.1791 1.1852
S4 1.1715 1.1741 1.1839
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2368 1.2292 1.1989
R3 1.2212 1.2136 1.1946
R2 1.2055 1.2055 1.1932
R1 1.1979 1.1979 1.1917 1.1939
PP 1.1899 1.1899 1.1899 1.1879
S1 1.1823 1.1823 1.1889 1.1783
S2 1.1742 1.1742 1.1874
S3 1.1586 1.1666 1.1860
S4 1.1429 1.1510 1.1817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1950 1.1819 0.0132 1.1% 0.0085 0.7% 36% False False 230,918
10 1.1975 1.1728 0.0247 2.1% 0.0085 0.7% 56% False False 222,128
20 1.1975 1.1579 0.0397 3.3% 0.0073 0.6% 73% False False 213,381
40 1.1975 1.1579 0.0397 3.3% 0.0073 0.6% 73% False False 212,248
60 1.2093 1.1579 0.0514 4.3% 0.0077 0.6% 56% False False 210,834
80 1.2155 1.1579 0.0576 4.9% 0.0081 0.7% 50% False False 160,223
100 1.2155 1.1486 0.0669 5.6% 0.0083 0.7% 57% False False 128,442
120 1.2155 1.1227 0.0928 7.8% 0.0081 0.7% 69% False False 107,167
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0024
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2098
2.618 1.2017
1.618 1.1968
1.000 1.1937
0.618 1.1918
HIGH 1.1888
0.618 1.1869
0.500 1.1863
0.382 1.1857
LOW 1.1838
0.618 1.1807
1.000 1.1789
1.618 1.1758
2.618 1.1708
4.250 1.1628
Fisher Pivots for day following 04-Dec-2017
Pivot 1 day 3 day
R1 1.1865 1.1884
PP 1.1864 1.1878
S1 1.1863 1.1872

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

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