CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 20-Nov-2017
Day Change Summary
Previous Current
17-Nov-2017 20-Nov-2017 Change Change % Previous Week
Open 1.1866 1.1854 -0.0012 -0.1% 1.1750
High 1.1906 1.1895 -0.0012 -0.1% 1.1950
Low 1.1862 1.1812 -0.0050 -0.4% 1.1728
Close 1.1885 1.1820 -0.0066 -0.6% 1.1885
Range 0.0044 0.0083 0.0039 87.5% 0.0222
ATR 0.0067 0.0068 0.0001 1.7% 0.0000
Volume 640 2,248 1,608 251.3% 6,740
Daily Pivots for day following 20-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.2090 1.2037 1.1865
R3 1.2007 1.1955 1.1842
R2 1.1925 1.1925 1.1835
R1 1.1872 1.1872 1.1827 1.1857
PP 1.1842 1.1842 1.1842 1.1835
S1 1.1790 1.1790 1.1812 1.1775
S2 1.1760 1.1760 1.1804
S3 1.1677 1.1707 1.1797
S4 1.1595 1.1625 1.1774
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.2520 1.2425 1.2007
R3 1.2298 1.2203 1.1946
R2 1.2076 1.2076 1.1926
R1 1.1981 1.1981 1.1905 1.2029
PP 1.1854 1.1854 1.1854 1.1878
S1 1.1759 1.1759 1.1865 1.1807
S2 1.1632 1.1632 1.1844
S3 1.1410 1.1537 1.1824
S4 1.1188 1.1315 1.1763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1950 1.1755 0.0195 1.6% 0.0076 0.6% 33% False False 1,622
10 1.1950 1.1649 0.0302 2.6% 0.0062 0.5% 57% False False 1,506
20 1.1950 1.1649 0.0302 2.6% 0.0066 0.6% 57% False False 1,047
40 1.1985 1.1649 0.0336 2.8% 0.0067 0.6% 51% False False 723
60 1.2214 1.1649 0.0565 4.8% 0.0073 0.6% 30% False False 568
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2245
2.618 1.2110
1.618 1.2028
1.000 1.1977
0.618 1.1945
HIGH 1.1895
0.618 1.1863
0.500 1.1853
0.382 1.1844
LOW 1.1812
0.618 1.1761
1.000 1.1730
1.618 1.1679
2.618 1.1596
4.250 1.1461
Fisher Pivots for day following 20-Nov-2017
Pivot 1 day 3 day
R1 1.1853 1.1859
PP 1.1842 1.1846
S1 1.1831 1.1833

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

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