CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 07-Dec-2017
Day Change Summary
Previous Current
06-Dec-2017 07-Dec-2017 Change Change % Previous Week
Open 1.1908 1.1885 -0.0023 -0.2% 1.2010
High 1.1928 1.1895 -0.0033 -0.3% 1.2044
Low 1.1862 1.1852 -0.0011 -0.1% 1.1890
Close 1.1872 1.1854 -0.0018 -0.2% 1.1973
Range 0.0066 0.0044 -0.0022 -33.6% 0.0154
ATR 0.0075 0.0073 -0.0002 -3.0% 0.0000
Volume 34,347 54,672 20,325 59.2% 26,750
Daily Pivots for day following 07-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.1997 1.1969 1.1878
R3 1.1954 1.1926 1.1866
R2 1.1910 1.1910 1.1862
R1 1.1882 1.1882 1.1858 1.1875
PP 1.1867 1.1867 1.1867 1.1863
S1 1.1839 1.1839 1.1850 1.1831
S2 1.1823 1.1823 1.1846
S3 1.1780 1.1795 1.1842
S4 1.1736 1.1752 1.1830
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2429 1.2355 1.2057
R3 1.2276 1.2201 1.2015
R2 1.2122 1.2122 1.2001
R1 1.2048 1.2048 1.1987 1.2008
PP 1.1969 1.1969 1.1969 1.1949
S1 1.1894 1.1894 1.1959 1.1855
S2 1.1815 1.1815 1.1945
S3 1.1662 1.1741 1.1931
S4 1.1508 1.1587 1.1889
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2018 1.1852 0.0167 1.4% 0.0064 0.5% 2% False True 25,027
10 1.2044 1.1852 0.0192 1.6% 0.0079 0.7% 1% False True 14,643
20 1.2044 1.1680 0.0364 3.1% 0.0073 0.6% 48% False False 8,150
40 1.2044 1.1649 0.0395 3.3% 0.0069 0.6% 52% False False 4,393
60 1.2150 1.1649 0.0501 4.2% 0.0071 0.6% 41% False False 3,038
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0022
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2080
2.618 1.2009
1.618 1.1965
1.000 1.1939
0.618 1.1922
HIGH 1.1895
0.618 1.1878
0.500 1.1873
0.382 1.1868
LOW 1.1852
0.618 1.1825
1.000 1.1808
1.618 1.1781
2.618 1.1738
4.250 1.1667
Fisher Pivots for day following 07-Dec-2017
Pivot 1 day 3 day
R1 1.1873 1.1904
PP 1.1867 1.1887
S1 1.1860 1.1871

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

View Archives - Comment on this page... - Back to Index of Symbols