CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 29-Mar-2018
Day Change Summary
Previous Current
28-Mar-2018 29-Mar-2018 Change Change % Previous Week
Open 1.2579 1.2460 -0.0119 -0.9% 1.2447
High 1.2579 1.2490 -0.0089 -0.7% 1.2555
Low 1.2461 1.2442 -0.0019 -0.2% 1.2418
Close 1.2471 1.2448 -0.0023 -0.2% 1.2537
Range 0.0119 0.0049 -0.0070 -59.1% 0.0137
ATR 0.0085 0.0083 -0.0003 -3.1% 0.0000
Volume 398 280 -118 -29.6% 1,088
Daily Pivots for day following 29-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2605 1.2575 1.2475
R3 1.2557 1.2527 1.2461
R2 1.2508 1.2508 1.2457
R1 1.2478 1.2478 1.2452 1.2469
PP 1.2460 1.2460 1.2460 1.2455
S1 1.2430 1.2430 1.2444 1.2421
S2 1.2411 1.2411 1.2439
S3 1.2363 1.2381 1.2435
S4 1.2314 1.2333 1.2421
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2914 1.2863 1.2612
R3 1.2777 1.2726 1.2575
R2 1.2640 1.2640 1.2562
R1 1.2589 1.2589 1.2550 1.2615
PP 1.2503 1.2503 1.2503 1.2516
S1 1.2452 1.2452 1.2524 1.2478
S2 1.2366 1.2366 1.2512
S3 1.2229 1.2315 1.2499
S4 1.2092 1.2178 1.2462
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2639 1.2442 0.0198 1.6% 0.0084 0.7% 3% False True 247
10 1.2639 1.2418 0.0221 1.8% 0.0090 0.7% 14% False False 218
20 1.2639 1.2418 0.0221 1.8% 0.0079 0.6% 14% False False 182
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 0.0012
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.2696
2.618 1.2617
1.618 1.2568
1.000 1.2539
0.618 1.2520
HIGH 1.2490
0.618 1.2471
0.500 1.2466
0.382 1.2460
LOW 1.2442
0.618 1.2412
1.000 1.2393
1.618 1.2363
2.618 1.2315
4.250 1.2235
Fisher Pivots for day following 29-Mar-2018
Pivot 1 day 3 day
R1 1.2466 1.2540
PP 1.2460 1.2510
S1 1.2454 1.2479

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

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