CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 22-Sep-2017
Day Change Summary
Previous Current
21-Sep-2017 22-Sep-2017 Change Change % Previous Week
Open 1.2018 1.2073 0.0055 0.5% 1.2070
High 1.2074 1.2124 0.0051 0.4% 1.2150
Low 1.1987 1.2060 0.0074 0.6% 1.1984
Close 1.2052 1.2064 0.0013 0.1% 1.2064
Range 0.0087 0.0064 -0.0023 -26.4% 0.0166
ATR 0.0096 0.0094 -0.0002 -1.7% 0.0000
Volume 304 282 -22 -7.2% 1,282
Daily Pivots for day following 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.2275 1.2233 1.2099
R3 1.2211 1.2169 1.2082
R2 1.2147 1.2147 1.2076
R1 1.2105 1.2105 1.2070 1.2094
PP 1.2083 1.2083 1.2083 1.2077
S1 1.2041 1.2041 1.2058 1.2030
S2 1.2019 1.2019 1.2052
S3 1.1955 1.1977 1.2046
S4 1.1891 1.1913 1.2029
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.2564 1.2480 1.2155
R3 1.2398 1.2314 1.2110
R2 1.2232 1.2232 1.2094
R1 1.2148 1.2148 1.2079 1.2107
PP 1.2066 1.2066 1.2066 1.2045
S1 1.1982 1.1982 1.2049 1.1941
S2 1.1900 1.1900 1.2034
S3 1.1734 1.1816 1.2018
S4 1.1568 1.1650 1.1973
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2150 1.1984 0.0166 1.4% 0.0083 0.7% 48% False False 256
10 1.2150 1.1964 0.0186 1.5% 0.0082 0.7% 54% False False 232
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 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2396
2.618 1.2292
1.618 1.2228
1.000 1.2188
0.618 1.2164
HIGH 1.2124
0.618 1.2100
0.500 1.2092
0.382 1.2084
LOW 1.2060
0.618 1.2020
1.000 1.1996
1.618 1.1956
2.618 1.1892
4.250 1.1788
Fisher Pivots for day following 22-Sep-2017
Pivot 1 day 3 day
R1 1.2092 1.2067
PP 1.2083 1.2066
S1 1.2073 1.2065

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

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