CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 14-Jul-2017
Day Change Summary
Previous Current
13-Jul-2017 14-Jul-2017 Change Change % Previous Week
Open 1.1531 1.1496 -0.0036 -0.3% 1.1498
High 1.1549 1.1565 0.0016 0.1% 1.1586
Low 1.1465 1.1486 0.0021 0.2% 1.1465
Close 1.1500 1.1560 0.0061 0.5% 1.1560
Range 0.0084 0.0079 -0.0005 -6.0% 0.0121
ATR 0.0072 0.0073 0.0000 0.7% 0.0000
Volume 1,243 800 -443 -35.6% 4,797
Daily Pivots for day following 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.1774 1.1746 1.1603
R3 1.1695 1.1667 1.1582
R2 1.1616 1.1616 1.1574
R1 1.1588 1.1588 1.1567 1.1602
PP 1.1537 1.1537 1.1537 1.1544
S1 1.1509 1.1509 1.1553 1.1523
S2 1.1458 1.1458 1.1546
S3 1.1379 1.1430 1.1538
S4 1.1300 1.1351 1.1517
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.1898 1.1850 1.1626
R3 1.1778 1.1729 1.1593
R2 1.1657 1.1657 1.1582
R1 1.1609 1.1609 1.1571 1.1633
PP 1.1537 1.1537 1.1537 1.1549
S1 1.1488 1.1488 1.1549 1.1513
S2 1.1416 1.1416 1.1538
S3 1.1296 1.1368 1.1527
S4 1.1175 1.1247 1.1494
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% 0.0079 0.7% 79% False False 959
10 1.1586 1.1413 0.0173 1.5% 0.0073 0.6% 85% False False 1,036
20 1.1586 1.1227 0.0359 3.1% 0.0072 0.6% 93% False False 806
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1901
2.618 1.1772
1.618 1.1693
1.000 1.1644
0.618 1.1614
HIGH 1.1565
0.618 1.1535
0.500 1.1526
0.382 1.1516
LOW 1.1486
0.618 1.1437
1.000 1.1407
1.618 1.1358
2.618 1.1279
4.250 1.1150
Fisher Pivots for day following 14-Jul-2017
Pivot 1 day 3 day
R1 1.1549 1.1548
PP 1.1537 1.1537
S1 1.1526 1.1525

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

View Archives - Comment on this page... - Back to Index of Symbols