CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 03-Nov-2017
Day Change Summary
Previous Current
02-Nov-2017 03-Nov-2017 Change Change % Previous Week
Open 1.1716 1.1749 0.0033 0.3% 1.1691
High 1.1780 1.1784 0.0004 0.0% 1.1784
Low 1.1711 1.1693 -0.0018 -0.1% 1.1691
Close 1.1755 1.1701 -0.0054 -0.5% 1.1701
Range 0.0070 0.0091 0.0021 30.2% 0.0093
ATR 0.0073 0.0074 0.0001 1.7% 0.0000
Volume 463 379 -84 -18.1% 1,919
Daily Pivots for day following 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.1997 1.1939 1.1750
R3 1.1907 1.1849 1.1725
R2 1.1816 1.1816 1.1717
R1 1.1758 1.1758 1.1709 1.1742
PP 1.1726 1.1726 1.1726 1.1718
S1 1.1668 1.1668 1.1692 1.1652
S2 1.1635 1.1635 1.1684
S3 1.1545 1.1577 1.1676
S4 1.1454 1.1487 1.1651
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.2004 1.1945 1.1752
R3 1.1911 1.1852 1.1726
R2 1.1818 1.1818 1.1718
R1 1.1759 1.1759 1.1709 1.1789
PP 1.1725 1.1725 1.1725 1.1740
S1 1.1666 1.1666 1.1692 1.1696
S2 1.1632 1.1632 1.1683
S3 1.1539 1.1573 1.1675
S4 1.1446 1.1480 1.1649
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1784 1.1691 0.0093 0.8% 0.0060 0.5% 11% True False 383
10 1.1935 1.1674 0.0261 2.2% 0.0072 0.6% 10% False False 538
20 1.1985 1.1674 0.0311 2.7% 0.0068 0.6% 9% False False 511
40 1.2150 1.1674 0.0476 4.1% 0.0073 0.6% 6% False False 397
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 0.0010
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2168
2.618 1.2020
1.618 1.1930
1.000 1.1874
0.618 1.1839
HIGH 1.1784
0.618 1.1749
0.500 1.1738
0.382 1.1728
LOW 1.1693
0.618 1.1637
1.000 1.1603
1.618 1.1547
2.618 1.1456
4.250 1.1308
Fisher Pivots for day following 03-Nov-2017
Pivot 1 day 3 day
R1 1.1738 1.1738
PP 1.1726 1.1726
S1 1.1713 1.1713

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

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