CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 05-May-2017
Day Change Summary
Previous Current
04-May-2017 05-May-2017 Change Change % Previous Week
Open 1.0964 1.1056 0.0092 0.8% 1.0980
High 1.1062 1.1075 0.0014 0.1% 1.1075
Low 1.0950 1.1028 0.0078 0.7% 1.0950
Close 1.1053 1.1064 0.0011 0.1% 1.1064
Range 0.0112 0.0048 -0.0065 -57.6% 0.0126
ATR 0.0075 0.0073 -0.0002 -2.6% 0.0000
Volume 1,021 1,033 12 1.2% 3,487
Daily Pivots for day following 05-May-2017
Classic Woodie Camarilla DeMark
R4 1.1198 1.1179 1.1090
R3 1.1151 1.1131 1.1077
R2 1.1103 1.1103 1.1073
R1 1.1084 1.1084 1.1068 1.1093
PP 1.1056 1.1056 1.1056 1.1060
S1 1.1036 1.1036 1.1060 1.1046
S2 1.1008 1.1008 1.1055
S3 1.0961 1.0989 1.1051
S4 1.0913 1.0941 1.1038
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 1.1406 1.1361 1.1133
R3 1.1281 1.1235 1.1099
R2 1.1155 1.1155 1.1087
R1 1.1110 1.1110 1.1076 1.1132
PP 1.1030 1.1030 1.1030 1.1041
S1 1.0984 1.0984 1.1052 1.1007
S2 1.0904 1.0904 1.1041
S3 1.0779 1.0859 1.1029
S4 1.0653 1.0733 1.0995
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1075 1.0950 0.0126 1.1% 0.0059 0.5% 91% True False 697
10 1.1075 1.0902 0.0173 1.6% 0.0073 0.7% 94% True False 849
20 1.1075 1.0656 0.0420 3.8% 0.0069 0.6% 97% True False 600
40 1.1075 1.0656 0.0420 3.8% 0.0068 0.6% 97% True False 472
Crabel Price Patterns
NR True
NR4 False
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1277
2.618 1.1199
1.618 1.1152
1.000 1.1123
0.618 1.1104
HIGH 1.1075
0.618 1.1057
0.500 1.1051
0.382 1.1046
LOW 1.1028
0.618 1.0998
1.000 1.0980
1.618 1.0951
2.618 1.0903
4.250 1.0826
Fisher Pivots for day following 05-May-2017
Pivot 1 day 3 day
R1 1.1060 1.1047
PP 1.1056 1.1030
S1 1.1051 1.1012

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

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