CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 11-Oct-2017
Day Change Summary
Previous Current
10-Oct-2017 11-Oct-2017 Change Change % Previous Week
Open 1.1853 1.1928 0.0075 0.6% 1.1918
High 1.1930 1.1978 0.0048 0.4% 1.1928
Low 1.1853 1.1906 0.0053 0.4% 1.1780
Close 1.1914 1.1964 0.0050 0.4% 1.1844
Range 0.0078 0.0072 -0.0006 -7.1% 0.0148
ATR 0.0080 0.0079 -0.0001 -0.7% 0.0000
Volume 699 686 -13 -1.9% 1,644
Daily Pivots for day following 11-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.2165 1.2137 1.2004
R3 1.2093 1.2065 1.1984
R2 1.2021 1.2021 1.1977
R1 1.1993 1.1993 1.1971 1.2007
PP 1.1949 1.1949 1.1949 1.1956
S1 1.1921 1.1921 1.1957 1.1935
S2 1.1877 1.1877 1.1951
S3 1.1805 1.1849 1.1944
S4 1.1733 1.1777 1.1924
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 1.1978 1.1780 0.0198 1.7% 0.0065 0.5% 93% True False 535
10 1.1978 1.1780 0.0198 1.7% 0.0066 0.5% 93% True False 378
20 1.2150 1.1780 0.0370 3.1% 0.0075 0.6% 50% False False 330
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2284
2.618 1.2166
1.618 1.2094
1.000 1.2050
0.618 1.2022
HIGH 1.1978
0.618 1.1950
0.500 1.1942
0.382 1.1933
LOW 1.1906
0.618 1.1861
1.000 1.1834
1.618 1.1789
2.618 1.1717
4.250 1.1600
Fisher Pivots for day following 11-Oct-2017
Pivot 1 day 3 day
R1 1.1957 1.1945
PP 1.1949 1.1925
S1 1.1942 1.1906

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

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