CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 17-Apr-2018
Day Change Summary
Previous Current
16-Apr-2018 17-Apr-2018 Change Change % Previous Week
Open 1.2488 1.2531 0.0043 0.3% 1.2422
High 1.2540 1.2557 0.0017 0.1% 1.2546
Low 1.2474 1.2483 0.0009 0.1% 1.2417
Close 1.2529 1.2513 -0.0016 -0.1% 1.2481
Range 0.0066 0.0074 0.0008 12.1% 0.0130
ATR 0.0070 0.0070 0.0000 0.4% 0.0000
Volume 142 258 116 81.7% 1,668
Daily Pivots for day following 17-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2739 1.2700 1.2554
R3 1.2665 1.2626 1.2533
R2 1.2591 1.2591 1.2527
R1 1.2552 1.2552 1.2520 1.2535
PP 1.2517 1.2517 1.2517 1.2509
S1 1.2478 1.2478 1.2506 1.2461
S2 1.2443 1.2443 1.2499
S3 1.2369 1.2404 1.2493
S4 1.2295 1.2330 1.2472
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 1.2557 1.2450 0.0107 0.9% 0.0059 0.5% 59% True False 278
10 1.2557 1.2374 0.0183 1.5% 0.0061 0.5% 76% True False 330
20 1.2639 1.2374 0.0265 2.1% 0.0073 0.6% 52% False False 278
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 0.0013
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2871
2.618 1.2750
1.618 1.2676
1.000 1.2631
0.618 1.2602
HIGH 1.2557
0.618 1.2528
0.500 1.2520
0.382 1.2511
LOW 1.2483
0.618 1.2437
1.000 1.2409
1.618 1.2363
2.618 1.2289
4.250 1.2168
Fisher Pivots for day following 17-Apr-2018
Pivot 1 day 3 day
R1 1.2520 1.2511
PP 1.2517 1.2510
S1 1.2515 1.2508

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

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