CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 29-Nov-2017
Day Change Summary
Previous Current
28-Nov-2017 29-Nov-2017 Change Change % Previous Week
Open 1.1981 1.1934 -0.0048 -0.4% 1.1854
High 1.2002 1.1965 -0.0037 -0.3% 1.2027
Low 1.1911 1.1900 -0.0011 -0.1% 1.1800
Close 1.1920 1.1945 0.0025 0.2% 1.2012
Range 0.0092 0.0065 -0.0027 -29.0% 0.0227
ATR 0.0073 0.0072 -0.0001 -0.8% 0.0000
Volume 4,777 5,306 529 11.1% 9,470
Daily Pivots for day following 29-Nov-2017
Classic Woodie Camarilla DeMark
R4 1.2132 1.2103 1.1980
R3 1.2067 1.2038 1.1962
R2 1.2002 1.2002 1.1956
R1 1.1973 1.1973 1.1950 1.1987
PP 1.1937 1.1937 1.1937 1.1944
S1 1.1908 1.1908 1.1939 1.1922
S2 1.1872 1.1872 1.1933
S3 1.1807 1.1843 1.1927
S4 1.1742 1.1778 1.1909
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 1.2044 1.1821 0.0223 1.9% 0.0088 0.7% 56% False False 3,747
10 1.2044 1.1800 0.0244 2.0% 0.0072 0.6% 59% False False 2,708
20 1.2044 1.1649 0.0395 3.3% 0.0067 0.6% 75% False False 1,895
40 1.2044 1.1649 0.0395 3.3% 0.0067 0.6% 75% False False 1,193
60 1.2214 1.1649 0.0565 4.7% 0.0072 0.6% 52% False False 881
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2241
2.618 1.2135
1.618 1.2070
1.000 1.2030
0.618 1.2005
HIGH 1.1965
0.618 1.1940
0.500 1.1933
0.382 1.1925
LOW 1.1900
0.618 1.1860
1.000 1.1835
1.618 1.1795
2.618 1.1730
4.250 1.1624
Fisher Pivots for day following 29-Nov-2017
Pivot 1 day 3 day
R1 1.1941 1.1972
PP 1.1937 1.1963
S1 1.1933 1.1954

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

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