CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 30-Oct-2017
Day Change Summary
Previous Current
27-Oct-2017 30-Oct-2017 Change Change % Previous Week
Open 1.1741 1.1691 -0.0051 -0.4% 1.1871
High 1.1742 1.1754 0.0012 0.1% 1.1935
Low 1.1674 1.1691 0.0017 0.1% 1.1674
Close 1.1696 1.1735 0.0040 0.3% 1.1696
Range 0.0069 0.0064 -0.0005 -7.3% 0.0261
ATR 0.0080 0.0079 -0.0001 -1.5% 0.0000
Volume 602 265 -337 -56.0% 3,465
Daily Pivots for day following 30-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.1917 1.1890 1.1770
R3 1.1854 1.1826 1.1752
R2 1.1790 1.1790 1.1747
R1 1.1763 1.1763 1.1741 1.1776
PP 1.1727 1.1727 1.1727 1.1733
S1 1.1699 1.1699 1.1729 1.1713
S2 1.1663 1.1663 1.1723
S3 1.1600 1.1636 1.1718
S4 1.1536 1.1572 1.1700
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% 0.0088 0.7% 24% False False 657
10 1.1958 1.1674 0.0285 2.4% 0.0079 0.7% 22% False False 519
20 1.1985 1.1674 0.0311 2.7% 0.0069 0.6% 20% False False 496
40 1.2214 1.1674 0.0540 4.6% 0.0075 0.6% 11% False False 372
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2024
2.618 1.1920
1.618 1.1857
1.000 1.1818
0.618 1.1793
HIGH 1.1754
0.618 1.1730
0.500 1.1722
0.382 1.1715
LOW 1.1691
0.618 1.1651
1.000 1.1627
1.618 1.1588
2.618 1.1524
4.250 1.1421
Fisher Pivots for day following 30-Oct-2017
Pivot 1 day 3 day
R1 1.1731 1.1804
PP 1.1727 1.1781
S1 1.1722 1.1758

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

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