CME Euro FX (E) Future March 2018

Trading Metrics calculated at close of trading on 28-Sep-2017

Day Change Summary
	Previous	Current
	27-Sep-2017	28-Sep-2017	Change	Change %	Previous Week
Open	1.1908	1.1868	-0.0040	-0.3%	1.2070
High	1.1911	1.1918	0.0007	0.1%	1.2150
Low	1.1838	1.1841	0.0003	0.0%	1.1984
Close	1.1877	1.1907	0.0030	0.3%	1.2064
Range	0.0073	0.0077	0.0004	5.5%	0.0166
ATR	0.0095	0.0093	-0.0001	-1.3%	0.0000
Volume	339	208	-131	-38.6%	1,282

Daily Pivots for day following 28-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2119	1.2090	1.1949
R3	1.2042	1.2013	1.1928
R2	1.1965	1.1965	1.1921
R1	1.1936	1.1936	1.1914	1.1951
PP	1.1888	1.1888	1.1888	1.1896
S1	1.1859	1.1859	1.1899	1.1874
S2	1.1811	1.1811	1.1892
S3	1.1734	1.1782	1.1885
S4	1.1657	1.1705	1.1864

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	1.2124	1.1838	0.0287	2.4%	0.0084	0.7%	24%	False	False	349
10	1.2150	1.1838	0.0312	2.6%	0.0085	0.7%	22%	False	False	281
20	1.2214	1.1838	0.0376	3.2%	0.0084	0.7%	18%	False	False	263

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2245
2.618	1.2119
1.618	1.2042
1.000	1.1995
0.618	1.1965
HIGH	1.1918
0.618	1.1888
0.500	1.1879
0.382	1.1870
LOW	1.1841
0.618	1.1793
1.000	1.1764
1.618	1.1716
2.618	1.1639
4.250	1.1513

Fisher Pivots for day following 28-Sep-2017
Pivot	1 day	3 day
R1	1.1897	1.1909
PP	1.1888	1.1908
S1	1.1879	1.1907

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols