CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 22-Nov-2017
Day Change Summary
Previous Current
21-Nov-2017 22-Nov-2017 Change Change % Previous Week
Open 1.1822 1.1824 0.0002 0.0% 1.1750
High 1.1841 1.1912 0.0072 0.6% 1.1950
Low 1.1800 1.1821 0.0022 0.2% 1.1728
Close 1.1830 1.1910 0.0081 0.7% 1.1885
Range 0.0041 0.0091 0.0050 122.0% 0.0222
ATR 0.0066 0.0068 0.0002 2.7% 0.0000
Volume 1,643 3,130 1,487 90.5% 6,740
Daily Pivots for day following 22-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.2154 1.2123 1.1960
R3 1.2063 1.2032 1.1935
R2 1.1972 1.1972 1.1927
R1 1.1941 1.1941 1.1918 1.1957
PP 1.1881 1.1881 1.1881 1.1889
S1 1.1850 1.1850 1.1902 1.1866
S2 1.1790 1.1790 1.1893
S3 1.1699 1.1759 1.1885
S4 1.1608 1.1668 1.1860
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 1.1912 1.1800 0.0113 0.9% 0.0060 0.5% 98% True False 1,806
10 1.1950 1.1680 0.0270 2.3% 0.0067 0.6% 85% False False 1,658
20 1.1950 1.1649 0.0302 2.5% 0.0067 0.6% 87% False False 1,235
40 1.1985 1.1649 0.0336 2.8% 0.0065 0.5% 78% False False 827
60 1.2214 1.1649 0.0565 4.7% 0.0072 0.6% 46% False False 641
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2299
2.618 1.2150
1.618 1.2059
1.000 1.2003
0.618 1.1968
HIGH 1.1912
0.618 1.1877
0.500 1.1867
0.382 1.1856
LOW 1.1821
0.618 1.1765
1.000 1.1730
1.618 1.1674
2.618 1.1583
4.250 1.1434
Fisher Pivots for day following 22-Nov-2017
Pivot 1 day 3 day
R1 1.1896 1.1892
PP 1.1881 1.1874
S1 1.1867 1.1856

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

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