CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 16-Apr-2018
Day Change Summary
Previous Current
13-Apr-2018 16-Apr-2018 Change Change % Previous Week
Open 1.2477 1.2488 0.0011 0.1% 1.2422
High 1.2494 1.2540 0.0046 0.4% 1.2546
Low 1.2460 1.2474 0.0014 0.1% 1.2417
Close 1.2481 1.2529 0.0049 0.4% 1.2481
Range 0.0034 0.0066 0.0032 94.1% 0.0130
ATR 0.0070 0.0070 0.0000 -0.4% 0.0000
Volume 101 142 41 40.6% 1,668
Daily Pivots for day following 16-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2712 1.2687 1.2565
R3 1.2646 1.2621 1.2547
R2 1.2580 1.2580 1.2541
R1 1.2555 1.2555 1.2535 1.2567
PP 1.2514 1.2514 1.2514 1.2520
S1 1.2489 1.2489 1.2523 1.2501
S2 1.2448 1.2448 1.2517
S3 1.2382 1.2423 1.2511
S4 1.2316 1.2357 1.2493
Weekly Pivots for week ending 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2870 1.2805 1.2552
R3 1.2740 1.2675 1.2516
R2 1.2611 1.2611 1.2504
R1 1.2546 1.2546 1.2492 1.2578
PP 1.2481 1.2481 1.2481 1.2497
S1 1.2416 1.2416 1.2469 1.2449
S2 1.2352 1.2352 1.2457
S3 1.2222 1.2287 1.2445
S4 1.2093 1.2157 1.2409
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2546 1.2450 0.0096 0.8% 0.0058 0.5% 82% False False 316
10 1.2546 1.2374 0.0172 1.4% 0.0061 0.5% 90% False False 320
20 1.2639 1.2374 0.0265 2.1% 0.0075 0.6% 58% False False 271
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2820
2.618 1.2712
1.618 1.2646
1.000 1.2606
0.618 1.2580
HIGH 1.2540
0.618 1.2514
0.500 1.2507
0.382 1.2499
LOW 1.2474
0.618 1.2433
1.000 1.2408
1.618 1.2367
2.618 1.2301
4.250 1.2193
Fisher Pivots for day following 16-Apr-2018
Pivot 1 day 3 day
R1 1.2522 1.2518
PP 1.2514 1.2506
S1 1.2507 1.2495

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

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