CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 10-Nov-2017
Day Change Summary
Previous Current
09-Nov-2017 10-Nov-2017 Change Change % Previous Week
Open 1.1685 1.1734 0.0049 0.4% 1.1700
High 1.1745 1.1768 0.0023 0.2% 1.1768
Low 1.1680 1.1715 0.0035 0.3% 1.1649
Close 1.1738 1.1756 0.0018 0.2% 1.1756
Range 0.0065 0.0053 -0.0012 -18.6% 0.0119
ATR 0.0067 0.0066 -0.0001 -1.6% 0.0000
Volume 1,418 1,401 -17 -1.2% 7,017
Daily Pivots for day following 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.1904 1.1882 1.1785
R3 1.1851 1.1830 1.1770
R2 1.1799 1.1799 1.1766
R1 1.1777 1.1777 1.1761 1.1788
PP 1.1746 1.1746 1.1746 1.1752
S1 1.1725 1.1725 1.1751 1.1736
S2 1.1694 1.1694 1.1746
S3 1.1641 1.1672 1.1742
S4 1.1589 1.1620 1.1727
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.2081 1.2038 1.1821
R3 1.1962 1.1919 1.1789
R2 1.1843 1.1843 1.1778
R1 1.1800 1.1800 1.1767 1.1821
PP 1.1724 1.1724 1.1724 1.1735
S1 1.1681 1.1681 1.1745 1.1702
S2 1.1605 1.1605 1.1734
S3 1.1486 1.1562 1.1723
S4 1.1367 1.1443 1.1691
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1768 1.1649 0.0119 1.0% 0.0047 0.4% 90% True False 1,403
10 1.1784 1.1649 0.0135 1.1% 0.0054 0.5% 80% False False 893
20 1.1958 1.1649 0.0310 2.6% 0.0065 0.6% 35% False False 718
40 1.2150 1.1649 0.0501 4.3% 0.0069 0.6% 21% False False 546
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1991
2.618 1.1905
1.618 1.1852
1.000 1.1820
0.618 1.1800
HIGH 1.1768
0.618 1.1747
0.500 1.1741
0.382 1.1735
LOW 1.1715
0.618 1.1683
1.000 1.1663
1.618 1.1630
2.618 1.1578
4.250 1.1492
Fisher Pivots for day following 10-Nov-2017
Pivot 1 day 3 day
R1 1.1751 1.1744
PP 1.1746 1.1733
S1 1.1741 1.1721

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

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