CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 10-Apr-2018
Day Change Summary
Previous Current
09-Apr-2018 10-Apr-2018 Change Change % Previous Week
Open 1.2422 1.2460 0.0038 0.3% 1.2476
High 1.2478 1.2527 0.0049 0.4% 1.2500
Low 1.2417 1.2458 0.0041 0.3% 1.2374
Close 1.2473 1.2511 0.0039 0.3% 1.2439
Range 0.0062 0.0069 0.0008 12.2% 0.0126
ATR 0.0076 0.0075 0.0000 -0.6% 0.0000
Volume 226 452 226 100.0% 1,490
Daily Pivots for day following 10-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2705 1.2677 1.2549
R3 1.2636 1.2608 1.2530
R2 1.2567 1.2567 1.2524
R1 1.2539 1.2539 1.2517 1.2553
PP 1.2498 1.2498 1.2498 1.2505
S1 1.2470 1.2470 1.2505 1.2484
S2 1.2429 1.2429 1.2498
S3 1.2360 1.2401 1.2492
S4 1.2291 1.2332 1.2473
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 1.2527 1.2374 0.0153 1.2% 0.0064 0.5% 90% True False 382
10 1.2639 1.2374 0.0265 2.1% 0.0071 0.6% 52% False False 298
20 1.2639 1.2374 0.0265 2.1% 0.0078 0.6% 52% False False 246
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2820
2.618 1.2707
1.618 1.2638
1.000 1.2596
0.618 1.2569
HIGH 1.2527
0.618 1.2500
0.500 1.2492
0.382 1.2484
LOW 1.2458
0.618 1.2415
1.000 1.2389
1.618 1.2346
2.618 1.2277
4.250 1.2164
Fisher Pivots for day following 10-Apr-2018
Pivot 1 day 3 day
R1 1.2505 1.2491
PP 1.2498 1.2471
S1 1.2492 1.2450

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

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