CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 29-Sep-2017
Day Change Summary
Previous Current
28-Sep-2017 29-Sep-2017 Change Change % Previous Week
Open 1.1868 1.1898 0.0030 0.2% 1.2045
High 1.1918 1.1945 0.0028 0.2% 1.2056
Low 1.1841 1.1891 0.0051 0.4% 1.1838
Close 1.1907 1.1930 0.0024 0.2% 1.1930
Range 0.0077 0.0054 -0.0023 -29.9% 0.0218
ATR 0.0093 0.0091 -0.0003 -3.0% 0.0000
Volume 208 227 19 9.1% 1,691
Daily Pivots for day following 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.2084 1.2061 1.1960
R3 1.2030 1.2007 1.1945
R2 1.1976 1.1976 1.1940
R1 1.1953 1.1953 1.1935 1.1965
PP 1.1922 1.1922 1.1922 1.1928
S1 1.1899 1.1899 1.1925 1.1911
S2 1.1868 1.1868 1.1920
S3 1.1814 1.1845 1.1915
S4 1.1760 1.1791 1.1900
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 1.2595 1.2481 1.2050
R3 1.2377 1.2263 1.1990
R2 1.2159 1.2159 1.1970
R1 1.2045 1.2045 1.1950 1.1993
PP 1.1941 1.1941 1.1941 1.1915
S1 1.1827 1.1827 1.1910 1.1775
S2 1.1723 1.1723 1.1890
S3 1.1505 1.1609 1.1870
S4 1.1287 1.1391 1.1810
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2056 1.1838 0.0218 1.8% 0.0082 0.7% 42% False False 338
10 1.2150 1.1838 0.0312 2.6% 0.0082 0.7% 30% False False 297
20 1.2214 1.1838 0.0376 3.2% 0.0083 0.7% 25% False False 259
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0015
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2175
2.618 1.2086
1.618 1.2032
1.000 1.1999
0.618 1.1978
HIGH 1.1945
0.618 1.1924
0.500 1.1918
0.382 1.1912
LOW 1.1891
0.618 1.1858
1.000 1.1837
1.618 1.1804
2.618 1.1750
4.250 1.1662
Fisher Pivots for day following 29-Sep-2017
Pivot 1 day 3 day
R1 1.1926 1.1917
PP 1.1922 1.1904
S1 1.1918 1.1891

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

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