CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 21-Mar-2018
Day Change Summary
Previous Current
20-Mar-2018 21-Mar-2018 Change Change % Previous Week
Open 1.2520 1.2418 -0.0102 -0.8% 1.2499
High 1.2525 1.2522 -0.0003 0.0% 1.2592
Low 1.2419 1.2418 -0.0001 0.0% 1.2439
Close 1.2426 1.2501 0.0076 0.6% 1.2462
Range 0.0106 0.0104 -0.0002 -1.9% 0.0153
ATR 0.0078 0.0080 0.0002 2.3% 0.0000
Volume 190 283 93 48.9% 858
Daily Pivots for day following 21-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2791 1.2749 1.2558
R3 1.2687 1.2646 1.2529
R2 1.2584 1.2584 1.2520
R1 1.2542 1.2542 1.2510 1.2563
PP 1.2480 1.2480 1.2480 1.2491
S1 1.2439 1.2439 1.2492 1.2460
S2 1.2377 1.2377 1.2482
S3 1.2273 1.2335 1.2473
S4 1.2170 1.2232 1.2444
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2957 1.2862 1.2546
R3 1.2804 1.2709 1.2504
R2 1.2651 1.2651 1.2490
R1 1.2556 1.2556 1.2476 1.2527
PP 1.2498 1.2498 1.2498 1.2483
S1 1.2403 1.2403 1.2448 1.2374
S2 1.2345 1.2345 1.2434
S3 1.2192 1.2250 1.2420
S4 1.2039 1.2097 1.2378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2560 1.2418 0.0142 1.1% 0.0090 0.7% 59% False True 142
10 1.2619 1.2418 0.0201 1.6% 0.0081 0.6% 41% False True 165
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 True
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2961
2.618 1.2792
1.618 1.2689
1.000 1.2625
0.618 1.2585
HIGH 1.2522
0.618 1.2482
0.500 1.2470
0.382 1.2458
LOW 1.2418
0.618 1.2354
1.000 1.2315
1.618 1.2251
2.618 1.2147
4.250 1.1978
Fisher Pivots for day following 21-Mar-2018
Pivot 1 day 3 day
R1 1.2491 1.2493
PP 1.2480 1.2484
S1 1.2470 1.2476

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

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