CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 07-Jul-2017
Day Change Summary
Previous Current
06-Jul-2017 07-Jul-2017 Change Change % Previous Week
Open 1.1438 1.1520 0.0082 0.7% 1.1525
High 1.1524 1.1538 0.0015 0.1% 1.1538
Low 1.1429 1.1479 0.0050 0.4% 1.1413
Close 1.1522 1.1501 -0.0021 -0.2% 1.1501
Range 0.0095 0.0060 -0.0035 -37.0% 0.0125
ATR 0.0071 0.0070 -0.0001 -1.1% 0.0000
Volume 707 1,297 590 83.5% 3,949
Daily Pivots for day following 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.1684 1.1652 1.1534
R3 1.1625 1.1593 1.1517
R2 1.1565 1.1565 1.1512
R1 1.1533 1.1533 1.1506 1.1520
PP 1.1506 1.1506 1.1506 1.1499
S1 1.1474 1.1474 1.1496 1.1460
S2 1.1446 1.1446 1.1490
S3 1.1387 1.1414 1.1485
S4 1.1327 1.1355 1.1468
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.1859 1.1805 1.1570
R3 1.1734 1.1680 1.1535
R2 1.1609 1.1609 1.1524
R1 1.1555 1.1555 1.1512 1.1520
PP 1.1484 1.1484 1.1484 1.1466
S1 1.1430 1.1430 1.1490 1.1395
S2 1.1359 1.1359 1.1478
S3 1.1234 1.1305 1.1467
S4 1.1109 1.1180 1.1432
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1547 1.1413 0.0134 1.2% 0.0068 0.6% 66% False False 1,113
10 1.1549 1.1253 0.0296 2.6% 0.0079 0.7% 84% False False 991
20 1.1549 1.1227 0.0322 2.8% 0.0068 0.6% 85% False False 676
Crabel Price Patterns
NR True
NR4 True
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 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1791
2.618 1.1694
1.618 1.1634
1.000 1.1598
0.618 1.1575
HIGH 1.1538
0.618 1.1515
0.500 1.1508
0.382 1.1501
LOW 1.1479
0.618 1.1442
1.000 1.1419
1.618 1.1382
2.618 1.1323
4.250 1.1226
Fisher Pivots for day following 07-Jul-2017
Pivot 1 day 3 day
R1 1.1508 1.1493
PP 1.1506 1.1484
S1 1.1503 1.1476

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

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