CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 17-Nov-2017
Day Change Summary
Previous Current
16-Nov-2017 17-Nov-2017 Change Change % Previous Week
Open 1.1860 1.1866 0.0006 0.1% 1.1750
High 1.1886 1.1906 0.0021 0.2% 1.1950
Low 1.1846 1.1862 0.0016 0.1% 1.1728
Close 1.1854 1.1885 0.0031 0.3% 1.1885
Range 0.0040 0.0044 0.0005 11.4% 0.0222
ATR 0.0068 0.0067 -0.0001 -1.7% 0.0000
Volume 1,372 640 -732 -53.4% 6,740
Daily Pivots for day following 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.2016 1.1995 1.1909
R3 1.1972 1.1951 1.1897
R2 1.1928 1.1928 1.1893
R1 1.1907 1.1907 1.1889 1.1918
PP 1.1884 1.1884 1.1884 1.1890
S1 1.1863 1.1863 1.1881 1.1874
S2 1.1840 1.1840 1.1877
S3 1.1796 1.1819 1.1873
S4 1.1752 1.1775 1.1861
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.2520 1.2425 1.2007
R3 1.2298 1.2203 1.1946
R2 1.2076 1.2076 1.1926
R1 1.1981 1.1981 1.1905 1.2029
PP 1.1854 1.1854 1.1854 1.1878
S1 1.1759 1.1759 1.1865 1.1807
S2 1.1632 1.1632 1.1844
S3 1.1410 1.1537 1.1824
S4 1.1188 1.1315 1.1763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1950 1.1728 0.0222 1.9% 0.0067 0.6% 71% False False 1,348
10 1.1950 1.1649 0.0302 2.5% 0.0057 0.5% 78% False False 1,375
20 1.1950 1.1649 0.0302 2.5% 0.0065 0.5% 78% False False 957
40 1.2056 1.1649 0.0407 3.4% 0.0067 0.6% 58% False False 682
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2093
2.618 1.2021
1.618 1.1977
1.000 1.1950
0.618 1.1933
HIGH 1.1906
0.618 1.1889
0.500 1.1884
0.382 1.1879
LOW 1.1862
0.618 1.1835
1.000 1.1818
1.618 1.1791
2.618 1.1747
4.250 1.1675
Fisher Pivots for day following 17-Nov-2017
Pivot 1 day 3 day
R1 1.1885 1.1898
PP 1.1884 1.1894
S1 1.1884 1.1889

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

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