CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 15-Dec-2017
Day Change Summary
Previous Current
14-Dec-2017 15-Dec-2017 Change Change % Previous Week
Open 1.1827 1.1767 -0.0060 -0.5% 1.1776
High 1.1865 1.1813 -0.0052 -0.4% 1.1865
Low 1.1772 1.1750 -0.0022 -0.2% 1.1722
Close 1.1794 1.1758 -0.0036 -0.3% 1.1758
Range 0.0093 0.0063 -0.0030 -31.9% 0.0143
ATR 0.0075 0.0075 -0.0001 -1.2% 0.0000
Volume 356,013 145,034 -210,979 -59.3% 1,445,304
Daily Pivots for day following 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.1963 1.1923 1.1793
R3 1.1900 1.1860 1.1775
R2 1.1837 1.1837 1.1770
R1 1.1797 1.1797 1.1764 1.1786
PP 1.1774 1.1774 1.1774 1.1768
S1 1.1734 1.1734 1.1752 1.1723
S2 1.1711 1.1711 1.1746
S3 1.1648 1.1671 1.1741
S4 1.1585 1.1608 1.1723
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2210 1.2127 1.1837
R3 1.2067 1.1984 1.1797
R2 1.1924 1.1924 1.1784
R1 1.1841 1.1841 1.1771 1.1811
PP 1.1781 1.1781 1.1781 1.1766
S1 1.1698 1.1698 1.1745 1.1668
S2 1.1638 1.1638 1.1732
S3 1.1495 1.1555 1.1719
S4 1.1352 1.1412 1.1679
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1865 1.1722 0.0143 1.2% 0.0076 0.6% 26% False False 289,060
10 1.1888 1.1722 0.0166 1.4% 0.0067 0.6% 22% False False 245,322
20 1.1975 1.1722 0.0254 2.2% 0.0076 0.6% 14% False False 235,055
40 1.1975 1.1579 0.0397 3.4% 0.0074 0.6% 45% False False 226,602
60 1.2060 1.1579 0.0481 4.1% 0.0074 0.6% 37% False False 220,070
80 1.2155 1.1579 0.0576 4.9% 0.0079 0.7% 31% False False 188,528
100 1.2155 1.1579 0.0576 4.9% 0.0081 0.7% 31% False False 151,170
120 1.2155 1.1400 0.0755 6.4% 0.0081 0.7% 47% False False 126,159
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2081
2.618 1.1978
1.618 1.1915
1.000 1.1876
0.618 1.1852
HIGH 1.1813
0.618 1.1789
0.500 1.1782
0.382 1.1774
LOW 1.1750
0.618 1.1711
1.000 1.1687
1.618 1.1648
2.618 1.1585
4.250 1.1482
Fisher Pivots for day following 15-Dec-2017
Pivot 1 day 3 day
R1 1.1782 1.1799
PP 1.1774 1.1785
S1 1.1766 1.1772

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

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