CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 09-Aug-2017
Day Change Summary
Previous Current
08-Aug-2017 09-Aug-2017 Change Change % Previous Week
Open 1.1878 1.1830 -0.0048 -0.4% 1.1844
High 1.1906 1.1845 -0.0061 -0.5% 1.1997
Low 1.1798 1.1771 -0.0027 -0.2% 1.1812
Close 1.1836 1.1835 -0.0001 0.0% 1.1849
Range 0.0108 0.0074 -0.0034 -31.6% 0.0185
ATR 0.0089 0.0088 -0.0001 -1.2% 0.0000
Volume 1,060 2,846 1,786 168.5% 6,909
Daily Pivots for day following 09-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2037 1.2009 1.1875
R3 1.1964 1.1936 1.1855
R2 1.1890 1.1890 1.1848
R1 1.1862 1.1862 1.1841 1.1876
PP 1.1817 1.1817 1.1817 1.1824
S1 1.1789 1.1789 1.1828 1.1803
S2 1.1743 1.1743 1.1821
S3 1.1670 1.1715 1.1814
S4 1.1596 1.1642 1.1794
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 1.1977 1.1771 0.0206 1.7% 0.0089 0.7% 31% False True 1,484
10 1.1997 1.1740 0.0257 2.2% 0.0095 0.8% 37% False False 1,478
20 1.1997 1.1465 0.0532 4.5% 0.0091 0.8% 70% False False 1,315
40 1.1997 1.1227 0.0770 6.5% 0.0082 0.7% 79% False False 1,038
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2157
2.618 1.2037
1.618 1.1963
1.000 1.1918
0.618 1.1890
HIGH 1.1845
0.618 1.1816
0.500 1.1808
0.382 1.1799
LOW 1.1771
0.618 1.1726
1.000 1.1698
1.618 1.1652
2.618 1.1579
4.250 1.1459
Fisher Pivots for day following 09-Aug-2017
Pivot 1 day 3 day
R1 1.1826 1.1838
PP 1.1817 1.1837
S1 1.1808 1.1836

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

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