CME Euro FX (E) Future March 2018

Trading Metrics calculated at close of trading on 27-Oct-2017

Day Change Summary
	Previous	Current
	26-Oct-2017	27-Oct-2017	Change	Change %	Previous Week
Open	1.1914	1.1741	-0.0173	-1.5%	1.1871
High	1.1935	1.1742	-0.0193	-1.6%	1.1935
Low	1.1739	1.1674	-0.0066	-0.6%	1.1674
Close	1.1758	1.1696	-0.0062	-0.5%	1.1696
Range	0.0196	0.0069	-0.0127	-65.0%	0.0261
ATR	0.0080	0.0080	0.0000	0.4%	0.0000
Volume	1,409	602	-807	-57.3%	3,465

Daily Pivots for day following 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.1909	1.1871	1.1733
R3	1.1841	1.1802	1.1714
R2	1.1772	1.1772	1.1708
R1	1.1734	1.1734	1.1702	1.1719
PP	1.1704	1.1704	1.1704	1.1696
S1	1.1665	1.1665	1.1689	1.1650
S2	1.1635	1.1635	1.1683
S3	1.1567	1.1597	1.1677
S4	1.1498	1.1528	1.1658

Weekly Pivots for week ending 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2551	1.2384	1.1839
R3	1.2290	1.2123	1.1767
R2	1.2029	1.2029	1.1743
R1	1.1862	1.1862	1.1719	1.1815
PP	1.1768	1.1768	1.1768	1.1744
S1	1.1601	1.1601	1.1672	1.1554
S2	1.1507	1.1507	1.1648
S3	1.1246	1.1340	1.1624
S4	1.0985	1.1079	1.1552

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1935	1.1674	0.0261	2.2%	0.0085	0.7%	8%	False	True	693
10	1.1958	1.1674	0.0285	2.4%	0.0076	0.7%	8%	False	True	543
20	1.1985	1.1674	0.0311	2.7%	0.0070	0.6%	7%	False	True	497
40	1.2214	1.1674	0.0540	4.6%	0.0077	0.7%	4%	False	True	378

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2033
2.618	1.1921
1.618	1.1853
1.000	1.1811
0.618	1.1784
HIGH	1.1742
0.618	1.1716
0.500	1.1708
0.382	1.1700
LOW	1.1674
0.618	1.1631
1.000	1.1605
1.618	1.1563
2.618	1.1494
4.250	1.1382

Fisher Pivots for day following 27-Oct-2017
Pivot	1 day	3 day
R1	1.1708	1.1804
PP	1.1704	1.1768
S1	1.1700	1.1732

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