CME Euro FX (E) Future December 2017


Trading Metrics calculated at close of trading on 18-Oct-2017
Day Change Summary
Previous Current
17-Oct-2017 18-Oct-2017 Change Change % Previous Week
Open 1.1836 1.1804 -0.0032 -0.3% 1.1779
High 1.1836 1.1843 0.0007 0.1% 1.1921
Low 1.1774 1.1767 -0.0007 -0.1% 1.1762
Close 1.1809 1.1841 0.0032 0.3% 1.1858
Range 0.0062 0.0076 0.0014 22.6% 0.0159
ATR 0.0075 0.0075 0.0000 0.1% 0.0000
Volume 181,596 190,602 9,006 5.0% 958,698
Daily Pivots for day following 18-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.2045 1.2019 1.1883
R3 1.1969 1.1943 1.1862
R2 1.1893 1.1893 1.1855
R1 1.1867 1.1867 1.1848 1.1880
PP 1.1817 1.1817 1.1817 1.1824
S1 1.1791 1.1791 1.1834 1.1804
S2 1.1741 1.1741 1.1827
S3 1.1665 1.1715 1.1820
S4 1.1589 1.1639 1.1799
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.2324 1.2250 1.1945
R3 1.2165 1.2091 1.1902
R2 1.2006 1.2006 1.1887
R1 1.1932 1.1932 1.1873 1.1969
PP 1.1847 1.1847 1.1847 1.1866
S1 1.1773 1.1773 1.1843 1.1810
S2 1.1688 1.1688 1.1829
S3 1.1529 1.1614 1.1814
S4 1.1370 1.1455 1.1771
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1921 1.1767 0.0154 1.3% 0.0060 0.5% 48% False True 183,510
10 1.1921 1.1712 0.0209 1.8% 0.0065 0.6% 62% False False 192,460
20 1.2060 1.1712 0.0348 2.9% 0.0073 0.6% 37% False False 206,483
40 1.2155 1.1712 0.0443 3.7% 0.0083 0.7% 29% False False 144,898
60 1.2155 1.1703 0.0452 3.8% 0.0087 0.7% 31% False False 97,169
80 1.2155 1.1286 0.0869 7.3% 0.0086 0.7% 64% False False 73,146
100 1.2155 1.1227 0.0928 7.8% 0.0081 0.7% 66% False False 58,585
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2166
2.618 1.2042
1.618 1.1966
1.000 1.1919
0.618 1.1890
HIGH 1.1843
0.618 1.1814
0.500 1.1805
0.382 1.1796
LOW 1.1767
0.618 1.1720
1.000 1.1691
1.618 1.1644
2.618 1.1568
4.250 1.1444
Fisher Pivots for day following 18-Oct-2017
Pivot 1 day 3 day
R1 1.1829 1.1832
PP 1.1817 1.1822
S1 1.1805 1.1813

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

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