CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 03-Aug-2017
Day Change Summary
Previous Current
02-Aug-2017 03-Aug-2017 Change Change % Previous Week
Open 1.1896 1.1940 0.0045 0.4% 1.1755
High 1.1997 1.1977 -0.0020 -0.2% 1.1865
Low 1.1881 1.1915 0.0034 0.3% 1.1703
Close 1.1948 1.1952 0.0004 0.0% 1.1850
Range 0.0116 0.0062 -0.0054 -46.3% 0.0162
ATR 0.0087 0.0085 -0.0002 -2.1% 0.0000
Volume 1,746 718 -1,028 -58.9% 6,260
Daily Pivots for day following 03-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2134 1.2105 1.1986
R3 1.2072 1.2043 1.1969
R2 1.2010 1.2010 1.1963
R1 1.1981 1.1981 1.1958 1.1996
PP 1.1948 1.1948 1.1948 1.1955
S1 1.1919 1.1919 1.1946 1.1934
S2 1.1886 1.1886 1.1941
S3 1.1824 1.1857 1.1935
S4 1.1762 1.1795 1.1918
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 1.1997 1.1760 0.0237 2.0% 0.0089 0.7% 81% False False 1,320
10 1.1997 1.1703 0.0294 2.5% 0.0090 0.8% 85% False False 1,268
20 1.1997 1.1465 0.0532 4.4% 0.0087 0.7% 92% False False 1,182
40 1.1997 1.1227 0.0770 6.4% 0.0078 0.7% 94% False False 906
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2241
2.618 1.2139
1.618 1.2077
1.000 1.2039
0.618 1.2015
HIGH 1.1977
0.618 1.1953
0.500 1.1946
0.382 1.1939
LOW 1.1915
0.618 1.1877
1.000 1.1853
1.618 1.1815
2.618 1.1753
4.250 1.1652
Fisher Pivots for day following 03-Aug-2017
Pivot 1 day 3 day
R1 1.1950 1.1946
PP 1.1948 1.1941
S1 1.1946 1.1935

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

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