CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 31-Oct-2017
Day Change Summary
Previous Current
30-Oct-2017 31-Oct-2017 Change Change % Previous Week
Open 1.1691 1.1743 0.0052 0.4% 1.1871
High 1.1754 1.1753 -0.0002 0.0% 1.1935
Low 1.1691 1.1724 0.0034 0.3% 1.1674
Close 1.1735 1.1747 0.0012 0.1% 1.1696
Range 0.0064 0.0029 -0.0035 -55.1% 0.0261
ATR 0.0079 0.0075 -0.0004 -4.6% 0.0000
Volume 265 132 -133 -50.2% 3,465
Daily Pivots for day following 31-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.1827 1.1815 1.1763
R3 1.1798 1.1787 1.1755
R2 1.1770 1.1770 1.1752
R1 1.1758 1.1758 1.1750 1.1764
PP 1.1741 1.1741 1.1741 1.1744
S1 1.1730 1.1730 1.1744 1.1736
S2 1.1713 1.1713 1.1742
S3 1.1684 1.1701 1.1739
S4 1.1656 1.1673 1.1731
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% 0.0084 0.7% 28% False False 602
10 1.1958 1.1674 0.0285 2.4% 0.0076 0.6% 26% False False 485
20 1.1985 1.1674 0.0311 2.6% 0.0067 0.6% 24% False False 491
40 1.2214 1.1674 0.0540 4.6% 0.0074 0.6% 14% False False 374
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 1.1874
2.618 1.1827
1.618 1.1799
1.000 1.1781
0.618 1.1770
HIGH 1.1753
0.618 1.1742
0.500 1.1738
0.382 1.1735
LOW 1.1724
0.618 1.1706
1.000 1.1696
1.618 1.1678
2.618 1.1649
4.250 1.1603
Fisher Pivots for day following 31-Oct-2017
Pivot 1 day 3 day
R1 1.1744 1.1736
PP 1.1741 1.1725
S1 1.1738 1.1714

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

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