CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 18-Apr-2017
Day Change Summary
Previous Current
17-Apr-2017 18-Apr-2017 Change Change % Previous Week
Open 1.0690 1.0722 0.0032 0.3% 1.0665
High 1.0753 1.0818 0.0065 0.6% 1.0760
Low 1.0687 1.0721 0.0034 0.3% 1.0656
Close 1.0726 1.0814 0.0088 0.8% 1.0706
Range 0.0066 0.0097 0.0032 48.1% 0.0104
ATR 0.0067 0.0069 0.0002 3.3% 0.0000
Volume 119 388 269 226.1% 1,317
Daily Pivots for day following 18-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.1075 1.1041 1.0867
R3 1.0978 1.0944 1.0840
R2 1.0881 1.0881 1.0831
R1 1.0847 1.0847 1.0822 1.0864
PP 1.0784 1.0784 1.0784 1.0792
S1 1.0750 1.0750 1.0805 1.0767
S2 1.0687 1.0687 1.0796
S3 1.0590 1.0653 1.0787
S4 1.0493 1.0556 1.0760
Weekly Pivots for week ending 14-Apr-2017
Classic Woodie Camarilla DeMark
R4 1.1019 1.0966 1.0763
R3 1.0915 1.0862 1.0734
R2 1.0811 1.0811 1.0725
R1 1.0758 1.0758 1.0715 1.0785
PP 1.0707 1.0707 1.0707 1.0720
S1 1.0654 1.0654 1.0696 1.0681
S2 1.0603 1.0603 1.0686
S3 1.0499 1.0550 1.0677
S4 1.0395 1.0446 1.0648
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0818 1.0665 0.0153 1.4% 0.0073 0.7% 97% True False 265
10 1.0818 1.0656 0.0162 1.5% 0.0064 0.6% 98% True False 310
20 1.0999 1.0656 0.0343 3.2% 0.0064 0.6% 46% False False 364
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 0.0012
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.1230
2.618 1.1071
1.618 1.0974
1.000 1.0915
0.618 1.0877
HIGH 1.0818
0.618 1.0780
0.500 1.0769
0.382 1.0758
LOW 1.0721
0.618 1.0661
1.000 1.0624
1.618 1.0564
2.618 1.0467
4.250 1.0308
Fisher Pivots for day following 18-Apr-2017
Pivot 1 day 3 day
R1 1.0799 1.0793
PP 1.0784 1.0773
S1 1.0769 1.0752

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

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