CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 28-Jul-2017
Day Change Summary
Previous Current
27-Jul-2017 28-Jul-2017 Change Change % Previous Week
Open 1.1834 1.1770 -0.0064 -0.5% 1.1755
High 1.1865 1.1852 -0.0013 -0.1% 1.1865
Low 1.1740 1.1760 0.0020 0.2% 1.1703
Close 1.1773 1.1850 0.0077 0.7% 1.1850
Range 0.0125 0.0092 -0.0033 -26.4% 0.0162
ATR 0.0084 0.0085 0.0001 0.6% 0.0000
Volume 1,480 1,466 -14 -0.9% 6,260
Daily Pivots for day following 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.2097 1.2065 1.1900
R3 1.2005 1.1973 1.1875
R2 1.1913 1.1913 1.1866
R1 1.1881 1.1881 1.1858 1.1897
PP 1.1821 1.1821 1.1821 1.1828
S1 1.1789 1.1789 1.1841 1.1805
S2 1.1729 1.1729 1.1833
S3 1.1637 1.1697 1.1824
S4 1.1545 1.1605 1.1799
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.2292 1.2233 1.1939
R3 1.2130 1.2071 1.1894
R2 1.1968 1.1968 1.1879
R1 1.1909 1.1909 1.1864 1.1938
PP 1.1806 1.1806 1.1806 1.1821
S1 1.1747 1.1747 1.1835 1.1776
S2 1.1644 1.1644 1.1820
S3 1.1482 1.1585 1.1805
S4 1.1320 1.1423 1.1760
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% 0.0096 0.8% 90% False False 1,252
10 1.1865 1.1529 0.0336 2.8% 0.0093 0.8% 95% False False 1,242
20 1.1865 1.1413 0.0452 3.8% 0.0083 0.7% 97% False False 1,139
40 1.1865 1.1227 0.0638 5.4% 0.0075 0.6% 98% False False 801
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2243
2.618 1.2093
1.618 1.2001
1.000 1.1944
0.618 1.1909
HIGH 1.1852
0.618 1.1817
0.500 1.1806
0.382 1.1795
LOW 1.1760
0.618 1.1703
1.000 1.1668
1.618 1.1611
2.618 1.1519
4.250 1.1369
Fisher Pivots for day following 28-Jul-2017
Pivot 1 day 3 day
R1 1.1835 1.1828
PP 1.1821 1.1806
S1 1.1806 1.1784

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

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