CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 17-Jan-2018
Day Change Summary
Previous Current
16-Jan-2018 17-Jan-2018 Change Change % Previous Week
Open 1.2250 1.2302 0.0052 0.4% 1.2081
High 1.2343 1.2369 0.0026 0.2% 1.2266
Low 1.2233 1.2223 -0.0011 -0.1% 1.1964
Close 1.2317 1.2284 -0.0033 -0.3% 1.2229
Range 0.0110 0.0146 0.0037 33.3% 0.0302
ATR 0.0086 0.0091 0.0004 4.9% 0.0000
Volume 546,081 324,261 -221,820 -40.6% 1,399,334
Daily Pivots for day following 17-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2730 1.2653 1.2364
R3 1.2584 1.2507 1.2324
R2 1.2438 1.2438 1.2310
R1 1.2361 1.2361 1.2297 1.2326
PP 1.2292 1.2292 1.2292 1.2274
S1 1.2215 1.2215 1.2270 1.2180
S2 1.2146 1.2146 1.2257
S3 1.2000 1.2069 1.2243
S4 1.1854 1.1923 1.2203
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.3057 1.2944 1.2394
R3 1.2756 1.2643 1.2311
R2 1.2454 1.2454 1.2284
R1 1.2341 1.2341 1.2256 1.2398
PP 1.2153 1.2153 1.2153 1.2181
S1 1.2040 1.2040 1.2201 1.2096
S2 1.1851 1.1851 1.2173
S3 1.1550 1.1738 1.2146
S4 1.1248 1.1437 1.2063
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2369 1.1971 0.0398 3.2% 0.0134 1.1% 79% True False 374,676
10 1.2369 1.1964 0.0405 3.3% 0.0104 0.8% 79% True False 286,443
20 1.2369 1.1829 0.0540 4.4% 0.0084 0.7% 84% True False 221,910
40 1.2369 1.1797 0.0572 4.7% 0.0079 0.6% 85% True False 141,125
60 1.2369 1.1649 0.0720 5.9% 0.0075 0.6% 88% True False 94,397
80 1.2369 1.1649 0.0720 5.9% 0.0073 0.6% 88% True False 70,899
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2989
2.618 1.2751
1.618 1.2605
1.000 1.2515
0.618 1.2459
HIGH 1.2369
0.618 1.2313
0.500 1.2296
0.382 1.2278
LOW 1.2223
0.618 1.2132
1.000 1.2077
1.618 1.1986
2.618 1.1840
4.250 1.1602
Fisher Pivots for day following 17-Jan-2018
Pivot 1 day 3 day
R1 1.2296 1.2263
PP 1.2292 1.2243
S1 1.2288 1.2223

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

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