CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 02-Apr-2018
Day Change Summary
Previous Current
29-Mar-2018 02-Apr-2018 Change Change % Previous Week
Open 1.2460 1.2476 0.0016 0.1% 1.2528
High 1.2490 1.2500 0.0010 0.1% 1.2639
Low 1.2442 1.2446 0.0005 0.0% 1.2442
Close 1.2448 1.2458 0.0010 0.1% 1.2448
Range 0.0049 0.0054 0.0006 11.3% 0.0198
ATR 0.0083 0.0081 -0.0002 -2.5% 0.0000
Volume 280 95 -185 -66.1% 1,036
Daily Pivots for day following 02-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2630 1.2598 1.2488
R3 1.2576 1.2544 1.2473
R2 1.2522 1.2522 1.2468
R1 1.2490 1.2490 1.2463 1.2479
PP 1.2468 1.2468 1.2468 1.2463
S1 1.2436 1.2436 1.2453 1.2425
S2 1.2414 1.2414 1.2448
S3 1.2360 1.2382 1.2443
S4 1.2306 1.2328 1.2428
Weekly Pivots for week ending 30-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.3102 1.2973 1.2557
R3 1.2905 1.2775 1.2502
R2 1.2707 1.2707 1.2484
R1 1.2578 1.2578 1.2466 1.2544
PP 1.2510 1.2510 1.2510 1.2493
S1 1.2380 1.2380 1.2430 1.2346
S2 1.2312 1.2312 1.2412
S3 1.2115 1.2183 1.2394
S4 1.1917 1.1985 1.2339
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% 8% False False 226
10 1.2639 1.2418 0.0221 1.8% 0.0088 0.7% 18% False False 221
20 1.2639 1.2418 0.0221 1.8% 0.0078 0.6% 18% False False 182
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2730
2.618 1.2641
1.618 1.2587
1.000 1.2554
0.618 1.2533
HIGH 1.2500
0.618 1.2479
0.500 1.2473
0.382 1.2467
LOW 1.2446
0.618 1.2413
1.000 1.2392
1.618 1.2359
2.618 1.2305
4.250 1.2217
Fisher Pivots for day following 02-Apr-2018
Pivot 1 day 3 day
R1 1.2473 1.2510
PP 1.2468 1.2493
S1 1.2463 1.2475

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

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