CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 27-Jul-2017
Day Change Summary
Previous Current
26-Jul-2017 27-Jul-2017 Change Change % Previous Week
Open 1.1732 1.1834 0.0102 0.9% 1.1562
High 1.1830 1.1865 0.0035 0.3% 1.1776
Low 1.1703 1.1740 0.0037 0.3% 1.1529
Close 1.1794 1.1773 -0.0022 -0.2% 1.1771
Range 0.0127 0.0125 -0.0002 -1.6% 0.0247
ATR 0.0081 0.0084 0.0003 3.9% 0.0000
Volume 1,696 1,480 -216 -12.7% 6,165
Daily Pivots for day following 27-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.2168 1.2095 1.1841
R3 1.2043 1.1970 1.1807
R2 1.1918 1.1918 1.1795
R1 1.1845 1.1845 1.1784 1.1819
PP 1.1793 1.1793 1.1793 1.1779
S1 1.1720 1.1720 1.1761 1.1694
S2 1.1668 1.1668 1.1750
S3 1.1543 1.1595 1.1738
S4 1.1418 1.1470 1.1704
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 1.1865 1.1703 0.0162 1.4% 0.0091 0.8% 43% True False 1,216
10 1.1865 1.1486 0.0379 3.2% 0.0092 0.8% 76% True False 1,175
20 1.1865 1.1413 0.0452 3.8% 0.0082 0.7% 80% True False 1,114
40 1.1865 1.1227 0.0638 5.4% 0.0074 0.6% 86% True False 768
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 True
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2396
2.618 1.2192
1.618 1.2067
1.000 1.1990
0.618 1.1942
HIGH 1.1865
0.618 1.1817
0.500 1.1803
0.382 1.1788
LOW 1.1740
0.618 1.1663
1.000 1.1615
1.618 1.1538
2.618 1.1413
4.250 1.1209
Fisher Pivots for day following 27-Jul-2017
Pivot 1 day 3 day
R1 1.1803 1.1784
PP 1.1793 1.1780
S1 1.1783 1.1776

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

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