CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 05-Jul-2017
Day Change Summary
Previous Current
03-Jul-2017 05-Jul-2017 Change Change % Previous Week
Open 1.1525 1.1469 -0.0056 -0.5% 1.1305
High 1.1526 1.1477 -0.0050 -0.4% 1.1549
Low 1.1457 1.1413 -0.0044 -0.4% 1.1279
Close 1.1458 1.1442 -0.0017 -0.1% 1.1523
Range 0.0070 0.0064 -0.0006 -8.6% 0.0270
ATR 0.0069 0.0069 0.0000 -0.6% 0.0000
Volume 642 1,303 661 103.0% 5,603
Daily Pivots for day following 05-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.1634 1.1601 1.1476
R3 1.1571 1.1538 1.1459
R2 1.1507 1.1507 1.1453
R1 1.1474 1.1474 1.1447 1.1459
PP 1.1444 1.1444 1.1444 1.1436
S1 1.1411 1.1411 1.1436 1.1396
S2 1.1380 1.1380 1.1430
S3 1.1317 1.1347 1.1424
S4 1.1253 1.1284 1.1407
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 1.2260 1.2162 1.1672
R3 1.1990 1.1892 1.1597
R2 1.1720 1.1720 1.1573
R1 1.1622 1.1622 1.1548 1.1671
PP 1.1450 1.1450 1.1450 1.1475
S1 1.1352 1.1352 1.1498 1.1401
S2 1.1180 1.1180 1.1474
S3 1.0910 1.1082 1.1449
S4 1.0640 1.0812 1.1375
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1549 1.1400 0.0149 1.3% 0.0070 0.6% 28% False False 1,159
10 1.1549 1.1237 0.0312 2.7% 0.0071 0.6% 66% False False 839
20 1.1549 1.1227 0.0322 2.8% 0.0068 0.6% 67% False False 613
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1746
2.618 1.1643
1.618 1.1579
1.000 1.1540
0.618 1.1516
HIGH 1.1477
0.618 1.1452
0.500 1.1445
0.382 1.1437
LOW 1.1413
0.618 1.1374
1.000 1.1350
1.618 1.1310
2.618 1.1247
4.250 1.1143
Fisher Pivots for day following 05-Jul-2017
Pivot 1 day 3 day
R1 1.1445 1.1480
PP 1.1444 1.1467
S1 1.1443 1.1454

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

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