CME Euro FX (E) Future March 2018


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 1.1891 1.1880 -0.0012 -0.1% 1.1852
High 1.1900 1.1908 0.0008 0.1% 1.1985
Low 1.1843 1.1836 -0.0007 -0.1% 1.1835
Close 1.1876 1.1908 0.0032 0.3% 1.1925
Range 0.0057 0.0072 0.0015 26.3% 0.0150
ATR 0.0073 0.0073 0.0000 -0.1% 0.0000
Volume 467 273 -194 -41.5% 2,871
Daily Pivots for day following 18-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.2100 1.2076 1.1947
R3 1.2028 1.2004 1.1927
R2 1.1956 1.1956 1.1921
R1 1.1932 1.1932 1.1914 1.1944
PP 1.1884 1.1884 1.1884 1.1890
S1 1.1860 1.1860 1.1901 1.1872
S2 1.1812 1.1812 1.1894
S3 1.1740 1.1788 1.1888
S4 1.1668 1.1716 1.1868
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.2365 1.2295 1.2008
R3 1.2215 1.2145 1.1966
R2 1.2065 1.2065 1.1953
R1 1.1995 1.1995 1.1939 1.2030
PP 1.1915 1.1915 1.1915 1.1932
S1 1.1845 1.1845 1.1911 1.1880
S2 1.1765 1.1765 1.1898
S3 1.1615 1.1695 1.1884
S4 1.1465 1.1545 1.1843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1985 1.1836 0.0149 1.3% 0.0056 0.5% 48% False True 482
10 1.1985 1.1780 0.0205 1.7% 0.0060 0.5% 62% False False 508
20 1.2124 1.1780 0.0344 2.9% 0.0068 0.6% 37% False False 402
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2214
2.618 1.2096
1.618 1.2024
1.000 1.1980
0.618 1.1952
HIGH 1.1908
0.618 1.1880
0.500 1.1872
0.382 1.1863
LOW 1.1836
0.618 1.1791
1.000 1.1764
1.618 1.1719
2.618 1.1647
4.250 1.1530
Fisher Pivots for day following 18-Oct-2017
Pivot 1 day 3 day
R1 1.1896 1.1898
PP 1.1884 1.1889
S1 1.1872 1.1880

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

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