CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 04-Apr-2018
Day Change Summary
Previous Current
03-Apr-2018 04-Apr-2018 Change Change % Previous Week
Open 1.2456 1.2430 -0.0026 -0.2% 1.2528
High 1.2485 1.2470 -0.0016 -0.1% 1.2639
Low 1.2410 1.2416 0.0006 0.0% 1.2442
Close 1.2425 1.2440 0.0015 0.1% 1.2448
Range 0.0075 0.0054 -0.0021 -28.0% 0.0198
ATR 0.0080 0.0078 -0.0002 -2.3% 0.0000
Volume 160 271 111 69.4% 1,036
Daily Pivots for day following 04-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2604 1.2576 1.2469
R3 1.2550 1.2522 1.2454
R2 1.2496 1.2496 1.2449
R1 1.2468 1.2468 1.2444 1.2482
PP 1.2442 1.2442 1.2442 1.2449
S1 1.2414 1.2414 1.2435 1.2428
S2 1.2388 1.2388 1.2430
S3 1.2334 1.2360 1.2425
S4 1.2280 1.2306 1.2410
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 1.2579 1.2410 0.0169 1.4% 0.0070 0.6% 17% False False 240
10 1.2639 1.2410 0.0229 1.8% 0.0081 0.6% 13% False False 234
20 1.2639 1.2410 0.0229 1.8% 0.0079 0.6% 13% False False 196
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2699
2.618 1.2611
1.618 1.2557
1.000 1.2524
0.618 1.2503
HIGH 1.2470
0.618 1.2449
0.500 1.2443
0.382 1.2436
LOW 1.2416
0.618 1.2382
1.000 1.2362
1.618 1.2328
2.618 1.2274
4.250 1.2186
Fisher Pivots for day following 04-Apr-2018
Pivot 1 day 3 day
R1 1.2443 1.2455
PP 1.2442 1.2450
S1 1.2441 1.2445

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

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