CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 03-Apr-2018
Day Change Summary
Previous Current
02-Apr-2018 03-Apr-2018 Change Change % Previous Week
Open 1.2476 1.2456 -0.0020 -0.2% 1.2528
High 1.2500 1.2485 -0.0015 -0.1% 1.2639
Low 1.2446 1.2410 -0.0036 -0.3% 1.2442
Close 1.2458 1.2425 -0.0033 -0.3% 1.2448
Range 0.0054 0.0075 0.0021 38.9% 0.0198
ATR 0.0081 0.0080 0.0000 -0.5% 0.0000
Volume 95 160 65 68.4% 1,036
Daily Pivots for day following 03-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2665 1.2620 1.2466
R3 1.2590 1.2545 1.2446
R2 1.2515 1.2515 1.2439
R1 1.2470 1.2470 1.2432 1.2455
PP 1.2440 1.2440 1.2440 1.2433
S1 1.2395 1.2395 1.2418 1.2380
S2 1.2365 1.2365 1.2411
S3 1.2290 1.2320 1.2404
S4 1.2215 1.2245 1.2384
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 1.2410 0.0229 1.8% 0.0079 0.6% 7% False True 215
10 1.2639 1.2410 0.0229 1.8% 0.0086 0.7% 7% False True 226
20 1.2639 1.2410 0.0229 1.8% 0.0080 0.6% 7% False True 189
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2804
2.618 1.2681
1.618 1.2606
1.000 1.2560
0.618 1.2531
HIGH 1.2485
0.618 1.2456
0.500 1.2448
0.382 1.2439
LOW 1.2410
0.618 1.2364
1.000 1.2335
1.618 1.2289
2.618 1.2214
4.250 1.2091
Fisher Pivots for day following 03-Apr-2018
Pivot 1 day 3 day
R1 1.2448 1.2455
PP 1.2440 1.2445
S1 1.2433 1.2435

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

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