CME Euro FX (E) Future September 2017


Trading Metrics calculated at close of trading on 24-May-2017
Day Change Summary
Previous Current
23-May-2017 24-May-2017 Change Change % Previous Week
Open 1.1301 1.1250 -0.0051 -0.5% 1.0988
High 1.1336 1.1288 -0.0048 -0.4% 1.1280
Low 1.1244 1.1237 -0.0007 -0.1% 1.0988
Close 1.1252 1.1266 0.0014 0.1% 1.1274
Range 0.0092 0.0051 -0.0041 -44.6% 0.0292
ATR 0.0082 0.0080 -0.0002 -2.7% 0.0000
Volume 2,615 2,916 301 11.5% 10,040
Daily Pivots for day following 24-May-2017
Classic Woodie Camarilla DeMark
R4 1.1416 1.1392 1.1294
R3 1.1365 1.1341 1.1280
R2 1.1314 1.1314 1.1275
R1 1.1290 1.1290 1.1271 1.1302
PP 1.1263 1.1263 1.1263 1.1269
S1 1.1239 1.1239 1.1261 1.1251
S2 1.1212 1.1212 1.1257
S3 1.1161 1.1188 1.1252
S4 1.1110 1.1137 1.1238
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 1.1336 1.1145 0.0191 1.7% 0.0090 0.8% 64% False False 2,436
10 1.1336 1.0910 0.0426 3.8% 0.0085 0.8% 84% False False 1,934
20 1.1336 1.0910 0.0426 3.8% 0.0077 0.7% 84% False False 1,430
40 1.1336 1.0656 0.0680 6.0% 0.0072 0.6% 90% False False 941
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1504
2.618 1.1421
1.618 1.1370
1.000 1.1339
0.618 1.1319
HIGH 1.1288
0.618 1.1268
0.500 1.1262
0.382 1.1256
LOW 1.1237
0.618 1.1205
1.000 1.1186
1.618 1.1154
2.618 1.1103
4.250 1.1020
Fisher Pivots for day following 24-May-2017
Pivot 1 day 3 day
R1 1.1265 1.1282
PP 1.1263 1.1277
S1 1.1262 1.1271

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

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