CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 01-Aug-2017
Day Change Summary
Previous Current
31-Jul-2017 01-Aug-2017 Change Change % Previous Week
Open 1.1844 1.1918 0.0074 0.6% 1.1755
High 1.1933 1.1926 -0.0008 -0.1% 1.1865
Low 1.1812 1.1873 0.0062 0.5% 1.1703
Close 1.1919 1.1890 -0.0030 -0.2% 1.1850
Range 0.0122 0.0053 -0.0069 -56.8% 0.0162
ATR 0.0088 0.0085 -0.0003 -2.9% 0.0000
Volume 1,654 1,017 -637 -38.5% 6,260
Daily Pivots for day following 01-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2054 1.2024 1.1918
R3 1.2001 1.1972 1.1904
R2 1.1949 1.1949 1.1899
R1 1.1919 1.1919 1.1894 1.1908
PP 1.1896 1.1896 1.1896 1.1890
S1 1.1867 1.1867 1.1885 1.1855
S2 1.1844 1.1844 1.1880
S3 1.1791 1.1814 1.1875
S4 1.1739 1.1762 1.1861
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% 0.0104 0.9% 81% False False 1,462
10 1.1933 1.1572 0.0362 3.0% 0.0094 0.8% 88% False False 1,234
20 1.1933 1.1413 0.0520 4.4% 0.0086 0.7% 92% False False 1,160
40 1.1933 1.1227 0.0706 5.9% 0.0076 0.6% 94% False False 859
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2149
2.618 1.2063
1.618 1.2010
1.000 1.1978
0.618 1.1958
HIGH 1.1926
0.618 1.1905
0.500 1.1899
0.382 1.1893
LOW 1.1873
0.618 1.1841
1.000 1.1821
1.618 1.1788
2.618 1.1736
4.250 1.1650
Fisher Pivots for day following 01-Aug-2017
Pivot 1 day 3 day
R1 1.1899 1.1875
PP 1.1896 1.1861
S1 1.1893 1.1847

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

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