CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 16-Nov-2017
Day Change Summary
Previous Current
15-Nov-2017 16-Nov-2017 Change Change % Previous Week
Open 1.1883 1.1860 -0.0023 -0.2% 1.1700
High 1.1950 1.1886 -0.0065 -0.5% 1.1768
Low 1.1875 1.1846 -0.0029 -0.2% 1.1649
Close 1.1883 1.1854 -0.0029 -0.2% 1.1756
Range 0.0075 0.0040 -0.0036 -47.3% 0.0119
ATR 0.0070 0.0068 -0.0002 -3.1% 0.0000
Volume 2,444 1,372 -1,072 -43.9% 7,017
Daily Pivots for day following 16-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.1980 1.1957 1.1876
R3 1.1941 1.1917 1.1865
R2 1.1901 1.1901 1.1861
R1 1.1878 1.1878 1.1858 1.1870
PP 1.1862 1.1862 1.1862 1.1858
S1 1.1838 1.1838 1.1850 1.1830
S2 1.1822 1.1822 1.1847
S3 1.1783 1.1799 1.1843
S4 1.1743 1.1759 1.1832
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 1.1715 0.0235 2.0% 0.0069 0.6% 59% False False 1,500
10 1.1950 1.1649 0.0302 2.5% 0.0062 0.5% 68% False False 1,349
20 1.1958 1.1649 0.0309 2.6% 0.0067 0.6% 67% False False 941
40 1.2124 1.1649 0.0476 4.0% 0.0068 0.6% 43% False False 673
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2053
2.618 1.1989
1.618 1.1949
1.000 1.1925
0.618 1.1910
HIGH 1.1886
0.618 1.1870
0.500 1.1866
0.382 1.1861
LOW 1.1846
0.618 1.1822
1.000 1.1807
1.618 1.1782
2.618 1.1743
4.250 1.1678
Fisher Pivots for day following 16-Nov-2017
Pivot 1 day 3 day
R1 1.1866 1.1854
PP 1.1862 1.1853
S1 1.1858 1.1853

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

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