CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 15-Nov-2017
Day Change Summary
Previous Current
14-Nov-2017 15-Nov-2017 Change Change % Previous Week
Open 1.1755 1.1883 0.0128 1.1% 1.1700
High 1.1895 1.1950 0.0056 0.5% 1.1768
Low 1.1755 1.1875 0.0120 1.0% 1.1649
Close 1.1885 1.1883 -0.0002 0.0% 1.1756
Range 0.0140 0.0075 -0.0065 -46.2% 0.0119
ATR 0.0069 0.0070 0.0000 0.6% 0.0000
Volume 1,409 2,444 1,035 73.5% 7,017
Daily Pivots for day following 15-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.2128 1.2080 1.1924
R3 1.2053 1.2005 1.1903
R2 1.1978 1.1978 1.1896
R1 1.1930 1.1930 1.1889 1.1916
PP 1.1903 1.1903 1.1903 1.1896
S1 1.1855 1.1855 1.1876 1.1841
S2 1.1828 1.1828 1.1869
S3 1.1753 1.1780 1.1862
S4 1.1678 1.1705 1.1841
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 1.1950 1.1680 0.0270 2.3% 0.0074 0.6% 75% True False 1,509
10 1.1950 1.1649 0.0302 2.5% 0.0065 0.5% 78% True False 1,258
20 1.1958 1.1649 0.0310 2.6% 0.0069 0.6% 76% False False 892
40 1.2124 1.1649 0.0476 4.0% 0.0069 0.6% 49% False False 647
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2269
2.618 1.2146
1.618 1.2071
1.000 1.2025
0.618 1.1996
HIGH 1.1950
0.618 1.1921
0.500 1.1913
0.382 1.1904
LOW 1.1875
0.618 1.1829
1.000 1.1800
1.618 1.1754
2.618 1.1679
4.250 1.1556
Fisher Pivots for day following 15-Nov-2017
Pivot 1 day 3 day
R1 1.1913 1.1868
PP 1.1903 1.1854
S1 1.1893 1.1839

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

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