CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 26-Oct-2017
Day Change Summary
Previous Current
25-Oct-2017 26-Oct-2017 Change Change % Previous Week
Open 1.1869 1.1914 0.0045 0.4% 1.1921
High 1.1918 1.1935 0.0017 0.1% 1.1958
Low 1.1855 1.1739 -0.0116 -1.0% 1.1836
Close 1.1907 1.1758 -0.0149 -1.3% 1.1882
Range 0.0063 0.0196 0.0133 210.3% 0.0123
ATR 0.0071 0.0080 0.0009 12.5% 0.0000
Volume 602 1,409 807 134.1% 1,970
Daily Pivots for day following 26-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.2397 1.2273 1.1865
R3 1.2201 1.2077 1.1811
R2 1.2006 1.2006 1.1793
R1 1.1882 1.1882 1.1775 1.1846
PP 1.1810 1.1810 1.1810 1.1793
S1 1.1686 1.1686 1.1740 1.1651
S2 1.1615 1.1615 1.1722
S3 1.1419 1.1491 1.1704
S4 1.1224 1.1295 1.1650
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 1.2259 1.2193 1.1949
R3 1.2137 1.2070 1.1915
R2 1.2014 1.2014 1.1904
R1 1.1948 1.1948 1.1893 1.1920
PP 1.1892 1.1892 1.1892 1.1878
S1 1.1825 1.1825 1.1870 1.1797
S2 1.1769 1.1769 1.1859
S3 1.1647 1.1703 1.1848
S4 1.1524 1.1580 1.1814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1958 1.1739 0.0219 1.9% 0.0089 0.8% 8% False True 639
10 1.1982 1.1739 0.0243 2.1% 0.0076 0.6% 8% False True 549
20 1.1985 1.1739 0.0246 2.1% 0.0069 0.6% 8% False True 478
40 1.2214 1.1739 0.0475 4.0% 0.0077 0.7% 4% False True 371
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 1.2765
2.618 1.2446
1.618 1.2251
1.000 1.2130
0.618 1.2055
HIGH 1.1935
0.618 1.1860
0.500 1.1837
0.382 1.1814
LOW 1.1739
0.618 1.1618
1.000 1.1544
1.618 1.1423
2.618 1.1227
4.250 1.0908
Fisher Pivots for day following 26-Oct-2017
Pivot 1 day 3 day
R1 1.1837 1.1837
PP 1.1810 1.1810
S1 1.1784 1.1784

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

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