CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 23-Oct-2017
Day Change Summary
Previous Current
20-Oct-2017 23-Oct-2017 Change Change % Previous Week
Open 1.1950 1.1871 -0.0079 -0.7% 1.1921
High 1.1958 1.1876 -0.0082 -0.7% 1.1958
Low 1.1868 1.1829 -0.0039 -0.3% 1.1836
Close 1.1882 1.1840 -0.0042 -0.4% 1.1882
Range 0.0090 0.0047 -0.0043 -48.0% 0.0123
ATR 0.0074 0.0073 -0.0002 -2.1% 0.0000
Volume 332 445 113 34.0% 1,970
Daily Pivots for day following 23-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.1988 1.1960 1.1865
R3 1.1941 1.1914 1.1852
R2 1.1895 1.1895 1.1848
R1 1.1867 1.1867 1.1844 1.1858
PP 1.1848 1.1848 1.1848 1.1843
S1 1.1821 1.1821 1.1835 1.1811
S2 1.1802 1.1802 1.1831
S3 1.1755 1.1774 1.1827
S4 1.1709 1.1728 1.1814
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.2259 1.2193 1.1949
R3 1.2137 1.2070 1.1915
R2 1.2014 1.2014 1.1904
R1 1.1948 1.1948 1.1893 1.1920
PP 1.1892 1.1892 1.1892 1.1878
S1 1.1825 1.1825 1.1870 1.1797
S2 1.1769 1.1769 1.1859
S3 1.1647 1.1703 1.1848
S4 1.1524 1.1580 1.1814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1958 1.1829 0.0129 1.1% 0.0070 0.6% 8% False True 381
10 1.1985 1.1829 0.0156 1.3% 0.0065 0.5% 7% False True 496
20 1.1985 1.1780 0.0205 1.7% 0.0067 0.6% 29% False False 400
40 1.2214 1.1780 0.0434 3.7% 0.0076 0.6% 14% False False 328
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2073
2.618 1.1997
1.618 1.1951
1.000 1.1922
0.618 1.1904
HIGH 1.1876
0.618 1.1858
0.500 1.1852
0.382 1.1847
LOW 1.1829
0.618 1.1800
1.000 1.1783
1.618 1.1754
2.618 1.1707
4.250 1.1631
Fisher Pivots for day following 23-Oct-2017
Pivot 1 day 3 day
R1 1.1852 1.1894
PP 1.1848 1.1876
S1 1.1844 1.1858

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

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