CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 06-Nov-2017
Day Change Summary
Previous Current
03-Nov-2017 06-Nov-2017 Change Change % Previous Week
Open 1.1749 1.1700 -0.0049 -0.4% 1.1691
High 1.1784 1.1713 -0.0071 -0.6% 1.1784
Low 1.1693 1.1675 -0.0018 -0.2% 1.1691
Close 1.1701 1.1699 -0.0002 0.0% 1.1701
Range 0.0091 0.0038 -0.0053 -58.6% 0.0093
ATR 0.0074 0.0072 -0.0003 -3.5% 0.0000
Volume 379 942 563 148.5% 1,919
Daily Pivots for day following 06-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.1808 1.1791 1.1720
R3 1.1771 1.1754 1.1709
R2 1.1733 1.1733 1.1706
R1 1.1716 1.1716 1.1702 1.1706
PP 1.1696 1.1696 1.1696 1.1690
S1 1.1679 1.1679 1.1696 1.1668
S2 1.1658 1.1658 1.1692
S3 1.1621 1.1641 1.1689
S4 1.1583 1.1604 1.1678
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.2004 1.1945 1.1752
R3 1.1911 1.1852 1.1726
R2 1.1818 1.1818 1.1718
R1 1.1759 1.1759 1.1709 1.1789
PP 1.1725 1.1725 1.1725 1.1740
S1 1.1666 1.1666 1.1692 1.1696
S2 1.1632 1.1632 1.1683
S3 1.1539 1.1573 1.1675
S4 1.1446 1.1480 1.1649
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1784 1.1675 0.0109 0.9% 0.0055 0.5% 22% False True 519
10 1.1935 1.1674 0.0261 2.2% 0.0071 0.6% 10% False False 588
20 1.1985 1.1674 0.0311 2.7% 0.0068 0.6% 8% False False 542
40 1.2150 1.1674 0.0476 4.1% 0.0072 0.6% 5% False False 414
Crabel Price Patterns
NR True
NR4 True
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1872
2.618 1.1811
1.618 1.1773
1.000 1.1750
0.618 1.1736
HIGH 1.1713
0.618 1.1698
0.500 1.1694
0.382 1.1689
LOW 1.1675
0.618 1.1652
1.000 1.1638
1.618 1.1614
2.618 1.1577
4.250 1.1516
Fisher Pivots for day following 06-Nov-2017
Pivot 1 day 3 day
R1 1.1697 1.1729
PP 1.1696 1.1719
S1 1.1694 1.1709

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

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