CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 16-Oct-2017
Day Change Summary
Previous Current
13-Oct-2017 16-Oct-2017 Change Change % Previous Week
Open 1.1950 1.1921 -0.0029 -0.2% 1.1852
High 1.1982 1.1924 -0.0058 -0.5% 1.1985
Low 1.1916 1.1888 -0.0028 -0.2% 1.1835
Close 1.1925 1.1898 -0.0027 -0.2% 1.1925
Range 0.0067 0.0037 -0.0030 -45.1% 0.0150
ATR 0.0077 0.0074 -0.0003 -3.6% 0.0000
Volume 666 510 -156 -23.4% 2,871
Daily Pivots for day following 16-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.2013 1.1992 1.1918
R3 1.1976 1.1955 1.1908
R2 1.1940 1.1940 1.1905
R1 1.1919 1.1919 1.1901 1.1911
PP 1.1903 1.1903 1.1903 1.1899
S1 1.1882 1.1882 1.1895 1.1875
S2 1.1867 1.1867 1.1891
S3 1.1830 1.1846 1.1888
S4 1.1794 1.1809 1.1878
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.2365 1.2295 1.2008
R3 1.2215 1.2145 1.1966
R2 1.2065 1.2065 1.1953
R1 1.1995 1.1995 1.1939 1.2030
PP 1.1915 1.1915 1.1915 1.1932
S1 1.1845 1.1845 1.1911 1.1880
S2 1.1765 1.1765 1.1898
S3 1.1615 1.1695 1.1884
S4 1.1465 1.1545 1.1843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1985 1.1853 0.0132 1.1% 0.0060 0.5% 34% False False 611
10 1.1985 1.1780 0.0205 1.7% 0.0060 0.5% 58% False False 474
20 1.2150 1.1780 0.0370 3.1% 0.0073 0.6% 32% False False 387
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2079
2.618 1.2020
1.618 1.1983
1.000 1.1961
0.618 1.1947
HIGH 1.1924
0.618 1.1910
0.500 1.1906
0.382 1.1901
LOW 1.1888
0.618 1.1865
1.000 1.1851
1.618 1.1828
2.618 1.1792
4.250 1.1732
Fisher Pivots for day following 16-Oct-2017
Pivot 1 day 3 day
R1 1.1906 1.1936
PP 1.1903 1.1923
S1 1.1901 1.1911

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

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