CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 09-Apr-2018
Day Change Summary
Previous Current
06-Apr-2018 09-Apr-2018 Change Change % Previous Week
Open 1.2398 1.2422 0.0025 0.2% 1.2476
High 1.2439 1.2478 0.0039 0.3% 1.2500
Low 1.2374 1.2417 0.0043 0.3% 1.2374
Close 1.2439 1.2473 0.0034 0.3% 1.2439
Range 0.0065 0.0062 -0.0004 -5.4% 0.0126
ATR 0.0077 0.0076 -0.0001 -1.4% 0.0000
Volume 696 226 -470 -67.5% 1,490
Daily Pivots for day following 09-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2640 1.2618 1.2506
R3 1.2579 1.2556 1.2489
R2 1.2517 1.2517 1.2484
R1 1.2495 1.2495 1.2478 1.2506
PP 1.2456 1.2456 1.2456 1.2461
S1 1.2433 1.2433 1.2467 1.2445
S2 1.2394 1.2394 1.2461
S3 1.2333 1.2372 1.2456
S4 1.2271 1.2310 1.2439
Weekly Pivots for week ending 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2816 1.2753 1.2508
R3 1.2690 1.2627 1.2474
R2 1.2564 1.2564 1.2462
R1 1.2501 1.2501 1.2451 1.2470
PP 1.2438 1.2438 1.2438 1.2422
S1 1.2375 1.2375 1.2427 1.2344
S2 1.2312 1.2312 1.2416
S3 1.2186 1.2249 1.2404
S4 1.2060 1.2123 1.2370
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2485 1.2374 0.0111 0.9% 0.0065 0.5% 89% False False 324
10 1.2639 1.2374 0.0265 2.1% 0.0075 0.6% 37% False False 275
20 1.2639 1.2374 0.0265 2.1% 0.0076 0.6% 37% False False 234
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2739
2.618 1.2639
1.618 1.2578
1.000 1.2540
0.618 1.2516
HIGH 1.2478
0.618 1.2455
0.500 1.2447
0.382 1.2440
LOW 1.2417
0.618 1.2378
1.000 1.2355
1.618 1.2317
2.618 1.2255
4.250 1.2155
Fisher Pivots for day following 09-Apr-2018
Pivot 1 day 3 day
R1 1.2464 1.2457
PP 1.2456 1.2442
S1 1.2447 1.2426

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

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