CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 05-Apr-2018
Day Change Summary
Previous Current
04-Apr-2018 05-Apr-2018 Change Change % Previous Week
Open 1.2430 1.2431 0.0001 0.0% 1.2528
High 1.2470 1.2442 -0.0028 -0.2% 1.2639
Low 1.2416 1.2374 -0.0042 -0.3% 1.2442
Close 1.2440 1.2391 -0.0049 -0.4% 1.2448
Range 0.0054 0.0068 0.0014 25.9% 0.0198
ATR 0.0078 0.0078 -0.0001 -1.0% 0.0000
Volume 271 268 -3 -1.1% 1,036
Daily Pivots for day following 05-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2606 1.2567 1.2428
R3 1.2538 1.2499 1.2410
R2 1.2470 1.2470 1.2403
R1 1.2431 1.2431 1.2397 1.2417
PP 1.2402 1.2402 1.2402 1.2395
S1 1.2363 1.2363 1.2385 1.2349
S2 1.2334 1.2334 1.2379
S3 1.2266 1.2295 1.2372
S4 1.2198 1.2227 1.2354
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 1.2500 1.2374 0.0126 1.0% 0.0060 0.5% 13% False True 214
10 1.2639 1.2374 0.0265 2.1% 0.0077 0.6% 6% False True 232
20 1.2639 1.2374 0.0265 2.1% 0.0079 0.6% 6% False True 199
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2731
2.618 1.2620
1.618 1.2552
1.000 1.2510
0.618 1.2484
HIGH 1.2442
0.618 1.2416
0.500 1.2408
0.382 1.2400
LOW 1.2374
0.618 1.2332
1.000 1.2306
1.618 1.2264
2.618 1.2196
4.250 1.2085
Fisher Pivots for day following 05-Apr-2018
Pivot 1 day 3 day
R1 1.2408 1.2430
PP 1.2402 1.2417
S1 1.2397 1.2404

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

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