CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 27-Oct-2017
Day Change Summary
Previous Current
26-Oct-2017 27-Oct-2017 Change Change % Previous Week
Open 1.1914 1.1741 -0.0173 -1.5% 1.1871
High 1.1935 1.1742 -0.0193 -1.6% 1.1935
Low 1.1739 1.1674 -0.0066 -0.6% 1.1674
Close 1.1758 1.1696 -0.0062 -0.5% 1.1696
Range 0.0196 0.0069 -0.0127 -65.0% 0.0261
ATR 0.0080 0.0080 0.0000 0.4% 0.0000
Volume 1,409 602 -807 -57.3% 3,465
Daily Pivots for day following 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.1909 1.1871 1.1733
R3 1.1841 1.1802 1.1714
R2 1.1772 1.1772 1.1708
R1 1.1734 1.1734 1.1702 1.1719
PP 1.1704 1.1704 1.1704 1.1696
S1 1.1665 1.1665 1.1689 1.1650
S2 1.1635 1.1635 1.1683
S3 1.1567 1.1597 1.1677
S4 1.1498 1.1528 1.1658
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.2551 1.2384 1.1839
R3 1.2290 1.2123 1.1767
R2 1.2029 1.2029 1.1743
R1 1.1862 1.1862 1.1719 1.1815
PP 1.1768 1.1768 1.1768 1.1744
S1 1.1601 1.1601 1.1672 1.1554
S2 1.1507 1.1507 1.1648
S3 1.1246 1.1340 1.1624
S4 1.0985 1.1079 1.1552
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1935 1.1674 0.0261 2.2% 0.0085 0.7% 8% False True 693
10 1.1958 1.1674 0.0285 2.4% 0.0076 0.7% 8% False True 543
20 1.1985 1.1674 0.0311 2.7% 0.0070 0.6% 7% False True 497
40 1.2214 1.1674 0.0540 4.6% 0.0077 0.7% 4% False True 378
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2033
2.618 1.1921
1.618 1.1853
1.000 1.1811
0.618 1.1784
HIGH 1.1742
0.618 1.1716
0.500 1.1708
0.382 1.1700
LOW 1.1674
0.618 1.1631
1.000 1.1605
1.618 1.1563
2.618 1.1494
4.250 1.1382
Fisher Pivots for day following 27-Oct-2017
Pivot 1 day 3 day
R1 1.1708 1.1804
PP 1.1704 1.1768
S1 1.1700 1.1732

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

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