CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 18-Aug-2017
Day Change Summary
Previous Current
17-Aug-2017 18-Aug-2017 Change Change % Previous Week
Open 1.1848 1.1806 -0.0043 -0.4% 1.1902
High 1.1865 1.1850 -0.0016 -0.1% 1.1918
Low 1.1738 1.1784 0.0046 0.4% 1.1738
Close 1.1817 1.1834 0.0018 0.1% 1.1834
Range 0.0127 0.0066 -0.0062 -48.4% 0.0180
ATR 0.0091 0.0090 -0.0002 -2.0% 0.0000
Volume 3,711 1,435 -2,276 -61.3% 10,633
Daily Pivots for day following 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2019 1.1992 1.1870
R3 1.1954 1.1927 1.1852
R2 1.1888 1.1888 1.1846
R1 1.1861 1.1861 1.1840 1.1875
PP 1.1823 1.1823 1.1823 1.1829
S1 1.1796 1.1796 1.1828 1.1809
S2 1.1757 1.1757 1.1822
S3 1.1692 1.1730 1.1816
S4 1.1626 1.1665 1.1798
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 1.2368 1.2281 1.1933
R3 1.2189 1.2101 1.1883
R2 1.2009 1.2009 1.1867
R1 1.1922 1.1922 1.1850 1.1876
PP 1.1830 1.1830 1.1830 1.1807
S1 1.1742 1.1742 1.1818 1.1696
S2 1.1650 1.1650 1.1801
S3 1.1471 1.1563 1.1785
S4 1.1291 1.1383 1.1735
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1918 1.1738 0.0180 1.5% 0.0092 0.8% 53% False False 2,126
10 1.1927 1.1738 0.0189 1.6% 0.0086 0.7% 51% False False 1,904
20 1.1997 1.1703 0.0294 2.5% 0.0093 0.8% 45% False False 1,610
40 1.1997 1.1253 0.0744 6.3% 0.0087 0.7% 78% False False 1,327
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 0.0020
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2128
2.618 1.2021
1.618 1.1955
1.000 1.1915
0.618 1.1890
HIGH 1.1850
0.618 1.1824
0.500 1.1817
0.382 1.1809
LOW 1.1784
0.618 1.1744
1.000 1.1719
1.618 1.1678
2.618 1.1613
4.250 1.1506
Fisher Pivots for day following 18-Aug-2017
Pivot 1 day 3 day
R1 1.1828 1.1823
PP 1.1823 1.1812
S1 1.1817 1.1802

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

View Archives - Comment on this page... - Back to Index of Symbols