CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 06-Oct-2017
Day Change Summary
Previous Current
05-Oct-2017 06-Oct-2017 Change Change % Previous Week
Open 1.1861 1.1821 -0.0040 -0.3% 1.1918
High 1.1886 1.1848 -0.0038 -0.3% 1.1928
Low 1.1810 1.1780 -0.0030 -0.3% 1.1780
Close 1.1816 1.1844 0.0029 0.2% 1.1844
Range 0.0076 0.0068 -0.0008 -10.6% 0.0148
ATR 0.0085 0.0084 -0.0001 -1.5% 0.0000
Volume 658 308 -350 -53.2% 1,644
Daily Pivots for day following 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.2026 1.2003 1.1881
R3 1.1959 1.1935 1.1863
R2 1.1891 1.1891 1.1856
R1 1.1868 1.1868 1.1850 1.1880
PP 1.1824 1.1824 1.1824 1.1830
S1 1.1800 1.1800 1.1838 1.1812
S2 1.1756 1.1756 1.1832
S3 1.1689 1.1733 1.1825
S4 1.1621 1.1665 1.1807
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.2293 1.2216 1.1925
R3 1.2146 1.2069 1.1885
R2 1.1998 1.1998 1.1871
R1 1.1921 1.1921 1.1858 1.1886
PP 1.1851 1.1851 1.1851 1.1833
S1 1.1774 1.1774 1.1830 1.1738
S2 1.1703 1.1703 1.1817
S3 1.1556 1.1626 1.1803
S4 1.1408 1.1479 1.1763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1928 1.1780 0.0148 1.2% 0.0069 0.6% 43% False True 328
10 1.2056 1.1780 0.0276 2.3% 0.0075 0.6% 23% False True 333
20 1.2150 1.1780 0.0370 3.1% 0.0079 0.7% 17% False True 283
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2134
2.618 1.2024
1.618 1.1957
1.000 1.1915
0.618 1.1889
HIGH 1.1848
0.618 1.1822
0.500 1.1814
0.382 1.1806
LOW 1.1780
0.618 1.1738
1.000 1.1713
1.618 1.1671
2.618 1.1603
4.250 1.1493
Fisher Pivots for day following 06-Oct-2017
Pivot 1 day 3 day
R1 1.1834 1.1842
PP 1.1824 1.1841
S1 1.1814 1.1839

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

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