CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 03-Nov-2017
Day Change Summary
Previous Current
02-Nov-2017 03-Nov-2017 Change Change % Previous Week
Open 1.1651 1.1684 0.0033 0.3% 1.1633
High 1.1715 1.1723 0.0008 0.1% 1.1723
Low 1.1640 1.1625 -0.0015 -0.1% 1.1624
Close 1.1688 1.1634 -0.0054 -0.5% 1.1634
Range 0.0075 0.0098 0.0023 30.9% 0.0099
ATR 0.0077 0.0078 0.0001 2.0% 0.0000
Volume 220,965 231,121 10,156 4.6% 1,022,727
Daily Pivots for day following 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.1953 1.1891 1.1688
R3 1.1856 1.1794 1.1661
R2 1.1758 1.1758 1.1652
R1 1.1696 1.1696 1.1643 1.1678
PP 1.1661 1.1661 1.1661 1.1652
S1 1.1599 1.1599 1.1625 1.1581
S2 1.1563 1.1563 1.1616
S3 1.1466 1.1501 1.1607
S4 1.1368 1.1404 1.1580
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.1956 1.1893 1.1688
R3 1.1857 1.1795 1.1661
R2 1.1759 1.1759 1.1652
R1 1.1696 1.1696 1.1643 1.1728
PP 1.1660 1.1660 1.1660 1.1676
S1 1.1598 1.1598 1.1625 1.1629
S2 1.1562 1.1562 1.1616
S3 1.1463 1.1499 1.1607
S4 1.1365 1.1401 1.1580
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1723 1.1624 0.0099 0.8% 0.0066 0.6% 10% True False 204,545
10 1.1869 1.1604 0.0265 2.3% 0.0077 0.7% 11% False False 230,566
20 1.1921 1.1604 0.0317 2.7% 0.0073 0.6% 9% False False 211,115
40 1.2093 1.1604 0.0489 4.2% 0.0078 0.7% 6% False False 209,560
60 1.2155 1.1604 0.0551 4.7% 0.0084 0.7% 5% False False 142,504
80 1.2155 1.1486 0.0669 5.7% 0.0085 0.7% 22% False False 107,208
100 1.2155 1.1227 0.0928 8.0% 0.0083 0.7% 44% False False 85,924
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2137
2.618 1.1978
1.618 1.1880
1.000 1.1820
0.618 1.1783
HIGH 1.1723
0.618 1.1685
0.500 1.1674
0.382 1.1662
LOW 1.1625
0.618 1.1565
1.000 1.1528
1.618 1.1467
2.618 1.1370
4.250 1.1211
Fisher Pivots for day following 03-Nov-2017
Pivot 1 day 3 day
R1 1.1674 1.1674
PP 1.1661 1.1661
S1 1.1647 1.1647

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

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