CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 21-Jul-2017
Day Change Summary
Previous Current
20-Jul-2017 21-Jul-2017 Change Change % Previous Week
Open 1.1615 1.1726 0.0111 1.0% 1.1562
High 1.1750 1.1776 0.0026 0.2% 1.1776
Low 1.1572 1.1712 0.0140 1.2% 1.1529
Close 1.1717 1.1771 0.0055 0.5% 1.1771
Range 0.0179 0.0065 -0.0114 -63.9% 0.0247
ATR 0.0080 0.0079 -0.0001 -1.4% 0.0000
Volume 1,583 1,286 -297 -18.8% 6,165
Daily Pivots for day following 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.1946 1.1923 1.1806
R3 1.1882 1.1859 1.1789
R2 1.1817 1.1817 1.1783
R1 1.1794 1.1794 1.1777 1.1806
PP 1.1753 1.1753 1.1753 1.1759
S1 1.1730 1.1730 1.1765 1.1741
S2 1.1688 1.1688 1.1759
S3 1.1624 1.1665 1.1753
S4 1.1559 1.1601 1.1736
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.2433 1.2349 1.1907
R3 1.2186 1.2102 1.1839
R2 1.1939 1.1939 1.1816
R1 1.1855 1.1855 1.1794 1.1897
PP 1.1692 1.1692 1.1692 1.1713
S1 1.1608 1.1608 1.1748 1.1650
S2 1.1445 1.1445 1.1726
S3 1.1198 1.1361 1.1703
S4 1.0951 1.1114 1.1635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1776 1.1529 0.0247 2.1% 0.0090 0.8% 98% True False 1,233
10 1.1776 1.1465 0.0311 2.6% 0.0084 0.7% 98% True False 1,096
20 1.1776 1.1253 0.0523 4.4% 0.0081 0.7% 99% True False 1,043
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2050
2.618 1.1945
1.618 1.1880
1.000 1.1841
0.618 1.1816
HIGH 1.1776
0.618 1.1751
0.500 1.1744
0.382 1.1736
LOW 1.1712
0.618 1.1672
1.000 1.1647
1.618 1.1607
2.618 1.1543
4.250 1.1437
Fisher Pivots for day following 21-Jul-2017
Pivot 1 day 3 day
R1 1.1762 1.1739
PP 1.1753 1.1706
S1 1.1744 1.1674

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

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