CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 13-Jul-2017
Day Change Summary
Previous Current
12-Jul-2017 13-Jul-2017 Change Change % Previous Week
Open 1.1567 1.1531 -0.0036 -0.3% 1.1525
High 1.1586 1.1549 -0.0037 -0.3% 1.1538
Low 1.1489 1.1465 -0.0024 -0.2% 1.1413
Close 1.1511 1.1500 -0.0012 -0.1% 1.1501
Range 0.0097 0.0084 -0.0013 -13.4% 0.0125
ATR 0.0071 0.0072 0.0001 1.3% 0.0000
Volume 834 1,243 409 49.0% 3,949
Daily Pivots for day following 13-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.1757 1.1712 1.1546
R3 1.1673 1.1628 1.1523
R2 1.1589 1.1589 1.1515
R1 1.1544 1.1544 1.1507 1.1524
PP 1.1505 1.1505 1.1505 1.1495
S1 1.1460 1.1460 1.1492 1.1440
S2 1.1421 1.1421 1.1484
S3 1.1337 1.1376 1.1476
S4 1.1253 1.1292 1.1453
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 1.1586 1.1465 0.0121 1.0% 0.0075 0.6% 29% False True 1,058
10 1.1586 1.1413 0.0173 1.5% 0.0073 0.6% 50% False False 1,053
20 1.1586 1.1227 0.0359 3.1% 0.0072 0.6% 76% False False 787
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1906
2.618 1.1769
1.618 1.1685
1.000 1.1633
0.618 1.1601
HIGH 1.1549
0.618 1.1517
0.500 1.1507
0.382 1.1497
LOW 1.1465
0.618 1.1413
1.000 1.1381
1.618 1.1329
2.618 1.1245
4.250 1.1108
Fisher Pivots for day following 13-Jul-2017
Pivot 1 day 3 day
R1 1.1507 1.1525
PP 1.1505 1.1517
S1 1.1502 1.1508

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

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