CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 12-Apr-2018
Day Change Summary
Previous Current
11-Apr-2018 12-Apr-2018 Change Change % Previous Week
Open 1.2510 1.2522 0.0012 0.1% 1.2476
High 1.2546 1.2524 -0.0023 -0.2% 1.2500
Low 1.2500 1.2450 -0.0050 -0.4% 1.2374
Close 1.2514 1.2479 -0.0035 -0.3% 1.2439
Range 0.0046 0.0074 0.0028 59.8% 0.0126
ATR 0.0073 0.0073 0.0000 0.0% 0.0000
Volume 218 671 453 207.8% 1,490
Daily Pivots for day following 12-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2705 1.2665 1.2519
R3 1.2631 1.2592 1.2499
R2 1.2558 1.2558 1.2492
R1 1.2518 1.2518 1.2485 1.2501
PP 1.2484 1.2484 1.2484 1.2476
S1 1.2445 1.2445 1.2472 1.2428
S2 1.2411 1.2411 1.2465
S3 1.2337 1.2371 1.2458
S4 1.2264 1.2298 1.2438
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 1.2546 1.2374 0.0172 1.4% 0.0063 0.5% 61% False False 452
10 1.2546 1.2374 0.0172 1.4% 0.0061 0.5% 61% False False 333
20 1.2639 1.2374 0.0265 2.1% 0.0077 0.6% 39% False False 265
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2836
2.618 1.2716
1.618 1.2642
1.000 1.2597
0.618 1.2569
HIGH 1.2524
0.618 1.2495
0.500 1.2487
0.382 1.2478
LOW 1.2450
0.618 1.2405
1.000 1.2377
1.618 1.2331
2.618 1.2258
4.250 1.2138
Fisher Pivots for day following 12-Apr-2018
Pivot 1 day 3 day
R1 1.2487 1.2498
PP 1.2484 1.2492
S1 1.2481 1.2485

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

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