CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 31-Jul-2017
Day Change Summary
Previous Current
28-Jul-2017 31-Jul-2017 Change Change % Previous Week
Open 1.1770 1.1844 0.0074 0.6% 1.1755
High 1.1852 1.1933 0.0081 0.7% 1.1865
Low 1.1760 1.1812 0.0052 0.4% 1.1703
Close 1.1850 1.1919 0.0070 0.6% 1.1850
Range 0.0092 0.0122 0.0030 32.1% 0.0162
ATR 0.0085 0.0088 0.0003 3.1% 0.0000
Volume 1,466 1,654 188 12.8% 6,260
Daily Pivots for day following 31-Jul-2017
Classic Woodie Camarilla DeMark
R4 1.2252 1.2207 1.1986
R3 1.2131 1.2086 1.1952
R2 1.2009 1.2009 1.1941
R1 1.1964 1.1964 1.1930 1.1987
PP 1.1888 1.1888 1.1888 1.1899
S1 1.1843 1.1843 1.1908 1.1865
S2 1.1766 1.1766 1.1897
S3 1.1645 1.1721 1.1886
S4 1.1523 1.1600 1.1852
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 1.1933 1.1703 0.0230 1.9% 0.0109 0.9% 94% True False 1,505
10 1.1933 1.1566 0.0368 3.1% 0.0100 0.8% 96% True False 1,372
20 1.1933 1.1413 0.0520 4.4% 0.0087 0.7% 97% True False 1,141
40 1.1933 1.1227 0.0706 5.9% 0.0076 0.6% 98% True False 837
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2449
2.618 1.2251
1.618 1.2130
1.000 1.2055
0.618 1.2008
HIGH 1.1933
0.618 1.1887
0.500 1.1872
0.382 1.1858
LOW 1.1812
0.618 1.1736
1.000 1.1690
1.618 1.1615
2.618 1.1493
4.250 1.1295
Fisher Pivots for day following 31-Jul-2017
Pivot 1 day 3 day
R1 1.1903 1.1892
PP 1.1888 1.1864
S1 1.1872 1.1837

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

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