CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 24-Nov-2017
Day Change Summary
Previous Current
22-Nov-2017 24-Nov-2017 Change Change % Previous Week
Open 1.1824 1.1902 0.0078 0.7% 1.1854
High 1.1912 1.2027 0.0115 1.0% 1.2027
Low 1.1821 1.1898 0.0077 0.7% 1.1800
Close 1.1910 1.2012 0.0102 0.9% 1.2012
Range 0.0091 0.0129 0.0038 41.2% 0.0227
ATR 0.0068 0.0072 0.0004 6.4% 0.0000
Volume 3,130 2,449 -681 -21.8% 9,470
Daily Pivots for day following 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.2364 1.2317 1.2083
R3 1.2236 1.2188 1.2047
R2 1.2107 1.2107 1.2036
R1 1.2060 1.2060 1.2024 1.2084
PP 1.1979 1.1979 1.1979 1.1991
S1 1.1931 1.1931 1.2000 1.1955
S2 1.1850 1.1850 1.1988
S3 1.1722 1.1803 1.1977
S4 1.1593 1.1674 1.1941
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.2627 1.2547 1.2137
R3 1.2400 1.2320 1.2074
R2 1.2173 1.2173 1.2054
R1 1.2093 1.2093 1.2033 1.2133
PP 1.1946 1.1946 1.1946 1.1966
S1 1.1866 1.1866 1.1991 1.1906
S2 1.1719 1.1719 1.1970
S3 1.1492 1.1639 1.1950
S4 1.1265 1.1412 1.1887
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2027 1.1800 0.0227 1.9% 0.0077 0.6% 94% True False 2,022
10 1.2027 1.1715 0.0312 2.6% 0.0073 0.6% 95% True False 1,761
20 1.2027 1.1649 0.0378 3.1% 0.0064 0.5% 96% True False 1,287
40 1.2027 1.1649 0.0378 3.1% 0.0067 0.6% 96% True False 883
60 1.2214 1.1649 0.0565 4.7% 0.0073 0.6% 64% False False 676
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2573
2.618 1.2363
1.618 1.2234
1.000 1.2155
0.618 1.2106
HIGH 1.2027
0.618 1.1977
0.500 1.1962
0.382 1.1947
LOW 1.1898
0.618 1.1819
1.000 1.1770
1.618 1.1690
2.618 1.1562
4.250 1.1352
Fisher Pivots for day following 24-Nov-2017
Pivot 1 day 3 day
R1 1.1995 1.1979
PP 1.1979 1.1946
S1 1.1962 1.1913

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

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