CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 08-Nov-2017
Day Change Summary
Previous Current
07-Nov-2017 08-Nov-2017 Change Change % Previous Week
Open 1.1702 1.1693 -0.0009 -0.1% 1.1691
High 1.1705 1.1700 -0.0005 0.0% 1.1784
Low 1.1649 1.1675 0.0026 0.2% 1.1691
Close 1.1680 1.1688 0.0008 0.1% 1.1701
Range 0.0056 0.0026 -0.0031 -54.5% 0.0093
ATR 0.0071 0.0067 -0.0003 -4.6% 0.0000
Volume 893 2,363 1,470 164.6% 1,919
Daily Pivots for day following 08-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.1764 1.1751 1.1702
R3 1.1738 1.1726 1.1695
R2 1.1713 1.1713 1.1692
R1 1.1700 1.1700 1.1690 1.1694
PP 1.1687 1.1687 1.1687 1.1684
S1 1.1675 1.1675 1.1685 1.1668
S2 1.1662 1.1662 1.1683
S3 1.1636 1.1649 1.1680
S4 1.1611 1.1624 1.1673
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 1.1649 0.0135 1.2% 0.0056 0.5% 29% False False 1,008
10 1.1935 1.1649 0.0286 2.4% 0.0068 0.6% 14% False False 812
20 1.1985 1.1649 0.0336 2.9% 0.0065 0.6% 12% False False 635
40 1.2150 1.1649 0.0501 4.3% 0.0070 0.6% 8% False False 483
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 1.1808
2.618 1.1767
1.618 1.1741
1.000 1.1726
0.618 1.1716
HIGH 1.1700
0.618 1.1690
0.500 1.1687
0.382 1.1684
LOW 1.1675
0.618 1.1659
1.000 1.1649
1.618 1.1633
2.618 1.1608
4.250 1.1566
Fisher Pivots for day following 08-Nov-2017
Pivot 1 day 3 day
R1 1.1687 1.1685
PP 1.1687 1.1683
S1 1.1687 1.1681

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

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