CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 22-May-2017
Day Change Summary
Previous Current
19-May-2017 22-May-2017 Change Change % Previous Week
Open 1.1180 1.1274 0.0094 0.8% 1.0988
High 1.1280 1.1332 0.0052 0.5% 1.1280
Low 1.1168 1.1229 0.0061 0.5% 1.0988
Close 1.1274 1.1305 0.0031 0.3% 1.1274
Range 0.0112 0.0103 -0.0009 -8.1% 0.0292
ATR 0.0079 0.0081 0.0002 2.1% 0.0000
Volume 1,500 2,361 861 57.4% 10,040
Daily Pivots for day following 22-May-2017
Classic Woodie Camarilla DeMark
R4 1.1596 1.1553 1.1361
R3 1.1493 1.1450 1.1333
R2 1.1391 1.1391 1.1323
R1 1.1348 1.1348 1.1314 1.1369
PP 1.1288 1.1288 1.1288 1.1299
S1 1.1245 1.1245 1.1295 1.1267
S2 1.1186 1.1186 1.1286
S3 1.1083 1.1143 1.1276
S4 1.0981 1.1040 1.1248
Weekly Pivots for week ending 19-May-2017
Classic Woodie Camarilla DeMark
R4 1.2055 1.1956 1.1434
R3 1.1763 1.1664 1.1354
R2 1.1472 1.1472 1.1327
R1 1.1373 1.1373 1.1300 1.1422
PP 1.1180 1.1180 1.1180 1.1205
S1 1.1081 1.1081 1.1247 1.1131
S2 1.0889 1.0889 1.1220
S3 1.0597 1.0790 1.1193
S4 1.0306 1.0498 1.1113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1332 1.1048 0.0284 2.5% 0.0102 0.9% 90% True False 2,314
10 1.1332 1.0910 0.0422 3.7% 0.0082 0.7% 94% True False 1,627
20 1.1332 1.0910 0.0422 3.7% 0.0079 0.7% 94% True False 1,248
40 1.1332 1.0656 0.0676 6.0% 0.0072 0.6% 96% True False 832
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1767
2.618 1.1600
1.618 1.1497
1.000 1.1434
0.618 1.1395
HIGH 1.1332
0.618 1.1292
0.500 1.1280
0.382 1.1268
LOW 1.1229
0.618 1.1166
1.000 1.1127
1.618 1.1063
2.618 1.0961
4.250 1.0793
Fisher Pivots for day following 22-May-2017
Pivot 1 day 3 day
R1 1.1296 1.1282
PP 1.1288 1.1260
S1 1.1280 1.1238

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

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