CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 14-Aug-2017
Day Change Summary
Previous Current
11-Aug-2017 14-Aug-2017 Change Change % Previous Week
Open 1.1848 1.1902 0.0055 0.5% 1.1857
High 1.1927 1.1918 -0.0010 -0.1% 1.1927
Low 1.1829 1.1850 0.0022 0.2% 1.1771
Close 1.1905 1.1864 -0.0041 -0.3% 1.1905
Range 0.0099 0.0068 -0.0031 -31.5% 0.0156
ATR 0.0088 0.0087 -0.0001 -1.7% 0.0000
Volume 2,130 449 -1,681 -78.9% 8,411
Daily Pivots for day following 14-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2080 1.2039 1.1901
R3 1.2012 1.1972 1.1882
R2 1.1945 1.1945 1.1876
R1 1.1904 1.1904 1.1870 1.1891
PP 1.1877 1.1877 1.1877 1.1870
S1 1.1837 1.1837 1.1857 1.1823
S2 1.1810 1.1810 1.1851
S3 1.1742 1.1769 1.1845
S4 1.1675 1.1702 1.1826
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2336 1.2276 1.1990
R3 1.2180 1.2120 1.1947
R2 1.2024 1.2024 1.1933
R1 1.1964 1.1964 1.1919 1.1994
PP 1.1868 1.1868 1.1868 1.1882
S1 1.1808 1.1808 1.1890 1.1838
S2 1.1712 1.1712 1.1876
S3 1.1556 1.1652 1.1862
S4 1.1400 1.1496 1.1819
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1927 1.1771 0.0156 1.3% 0.0086 0.7% 59% False False 1,567
10 1.1997 1.1771 0.0226 1.9% 0.0086 0.7% 41% False False 1,411
20 1.1997 1.1566 0.0431 3.6% 0.0093 0.8% 69% False False 1,392
40 1.1997 1.1227 0.0770 6.5% 0.0082 0.7% 83% False False 1,104
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0016
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2204
2.618 1.2094
1.618 1.2027
1.000 1.1985
0.618 1.1959
HIGH 1.1918
0.618 1.1892
0.500 1.1884
0.382 1.1876
LOW 1.1850
0.618 1.1808
1.000 1.1783
1.618 1.1741
2.618 1.1673
4.250 1.1563
Fisher Pivots for day following 14-Aug-2017
Pivot 1 day 3 day
R1 1.1884 1.1861
PP 1.1877 1.1858
S1 1.1870 1.1856

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

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