CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 13-Dec-2017
Day Change Summary
Previous Current
12-Dec-2017 13-Dec-2017 Change Change % Previous Week
Open 1.1777 1.1742 -0.0036 -0.3% 1.1879
High 1.1797 1.1835 0.0038 0.3% 1.1888
Low 1.1722 1.1733 0.0011 0.1% 1.1735
Close 1.1742 1.1824 0.0083 0.7% 1.1772
Range 0.0076 0.0103 0.0027 35.8% 0.0153
ATR 0.0072 0.0074 0.0002 3.0% 0.0000
Volume 308,603 423,777 115,174 37.3% 1,007,924
Daily Pivots for day following 13-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2105 1.2067 1.1880
R3 1.2002 1.1964 1.1852
R2 1.1900 1.1900 1.1843
R1 1.1862 1.1862 1.1833 1.1881
PP 1.1797 1.1797 1.1797 1.1807
S1 1.1759 1.1759 1.1815 1.1778
S2 1.1695 1.1695 1.1805
S3 1.1592 1.1657 1.1796
S4 1.1490 1.1554 1.1768
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2257 1.2168 1.1856
R3 1.2104 1.2015 1.1814
R2 1.1951 1.1951 1.1800
R1 1.1862 1.1862 1.1786 1.1830
PP 1.1798 1.1798 1.1798 1.1782
S1 1.1709 1.1709 1.1758 1.1677
S2 1.1645 1.1645 1.1744
S3 1.1492 1.1556 1.1730
S4 1.1339 1.1403 1.1688
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1835 1.1722 0.0114 1.0% 0.0063 0.5% 90% True False 279,730
10 1.1950 1.1722 0.0229 1.9% 0.0073 0.6% 45% False False 251,353
20 1.1975 1.1722 0.0254 2.1% 0.0074 0.6% 40% False False 233,438
40 1.1975 1.1579 0.0397 3.4% 0.0074 0.6% 62% False False 224,454
60 1.2093 1.1579 0.0514 4.3% 0.0075 0.6% 48% False False 219,713
80 1.2155 1.1579 0.0576 4.9% 0.0079 0.7% 43% False False 182,313
100 1.2155 1.1579 0.0576 4.9% 0.0082 0.7% 43% False False 146,189
120 1.2155 1.1279 0.0876 7.4% 0.0082 0.7% 62% False False 121,998
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 0.0017
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2271
2.618 1.2103
1.618 1.2001
1.000 1.1938
0.618 1.1898
HIGH 1.1835
0.618 1.1796
0.500 1.1784
0.382 1.1772
LOW 1.1733
0.618 1.1669
1.000 1.1630
1.618 1.1567
2.618 1.1464
4.250 1.1297
Fisher Pivots for day following 13-Dec-2017
Pivot 1 day 3 day
R1 1.1811 1.1809
PP 1.1797 1.1794
S1 1.1784 1.1778

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

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