CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 16-Aug-2017
Day Change Summary
Previous Current
15-Aug-2017 16-Aug-2017 Change Change % Previous Week
Open 1.1857 1.1811 -0.0047 -0.4% 1.1857
High 1.1872 1.1856 -0.0016 -0.1% 1.1927
Low 1.1767 1.1760 -0.0007 -0.1% 1.1771
Close 1.1813 1.1846 0.0034 0.3% 1.1905
Range 0.0105 0.0097 -0.0009 -8.1% 0.0156
ATR 0.0088 0.0089 0.0001 0.7% 0.0000
Volume 2,183 2,855 672 30.8% 8,411
Daily Pivots for day following 16-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2110 1.2075 1.1899
R3 1.2014 1.1978 1.1873
R2 1.1917 1.1917 1.1864
R1 1.1882 1.1882 1.1855 1.1899
PP 1.1821 1.1821 1.1821 1.1829
S1 1.1785 1.1785 1.1837 1.1803
S2 1.1724 1.1724 1.1828
S3 1.1628 1.1689 1.1819
S4 1.1531 1.1592 1.1793
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 1.1760 0.0168 1.4% 0.0090 0.8% 52% False True 1,793
10 1.1977 1.1760 0.0218 1.8% 0.0089 0.8% 40% False True 1,639
20 1.1997 1.1572 0.0425 3.6% 0.0095 0.8% 65% False False 1,496
40 1.1997 1.1237 0.0760 6.4% 0.0084 0.7% 80% False False 1,210
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2266
2.618 1.2109
1.618 1.2012
1.000 1.1953
0.618 1.1916
HIGH 1.1856
0.618 1.1819
0.500 1.1808
0.382 1.1796
LOW 1.1760
0.618 1.1700
1.000 1.1663
1.618 1.1603
2.618 1.1507
4.250 1.1349
Fisher Pivots for day following 16-Aug-2017
Pivot 1 day 3 day
R1 1.1833 1.1844
PP 1.1821 1.1841
S1 1.1808 1.1839

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

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