CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 07-Aug-2017
Day Change Summary
Previous Current
04-Aug-2017 07-Aug-2017 Change Change % Previous Week
Open 1.1960 1.1857 -0.0104 -0.9% 1.1844
High 1.1973 1.1897 -0.0076 -0.6% 1.1997
Low 1.1813 1.1857 0.0044 0.4% 1.1812
Close 1.1849 1.1878 0.0030 0.2% 1.1849
Range 0.0160 0.0040 -0.0120 -75.0% 0.0185
ATR 0.0091 0.0088 -0.0003 -3.4% 0.0000
Volume 1,774 1,023 -751 -42.3% 6,909
Daily Pivots for day following 07-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.1997 1.1978 1.1900
R3 1.1957 1.1938 1.1889
R2 1.1917 1.1917 1.1885
R1 1.1898 1.1898 1.1882 1.1907
PP 1.1877 1.1877 1.1877 1.1882
S1 1.1858 1.1858 1.1874 1.1867
S2 1.1837 1.1837 1.1871
S3 1.1797 1.1818 1.1867
S4 1.1757 1.1778 1.1856
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2441 1.2330 1.1950
R3 1.2256 1.2145 1.1899
R2 1.2071 1.2071 1.1882
R1 1.1960 1.1960 1.1865 1.2015
PP 1.1886 1.1886 1.1886 1.1913
S1 1.1775 1.1775 1.1832 1.1830
S2 1.1701 1.1701 1.1815
S3 1.1516 1.1590 1.1798
S4 1.1331 1.1405 1.1747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1997 1.1813 0.0184 1.5% 0.0086 0.7% 36% False False 1,255
10 1.1997 1.1703 0.0294 2.5% 0.0098 0.8% 60% False False 1,380
20 1.1997 1.1465 0.0532 4.5% 0.0092 0.8% 78% False False 1,239
40 1.1997 1.1227 0.0770 6.5% 0.0080 0.7% 85% False False 958
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 0.0017
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.2067
2.618 1.2001
1.618 1.1961
1.000 1.1937
0.618 1.1921
HIGH 1.1897
0.618 1.1881
0.500 1.1877
0.382 1.1872
LOW 1.1857
0.618 1.1832
1.000 1.1817
1.618 1.1792
2.618 1.1752
4.250 1.1687
Fisher Pivots for day following 07-Aug-2017
Pivot 1 day 3 day
R1 1.1878 1.1895
PP 1.1877 1.1889
S1 1.1877 1.1884

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

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