CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 18-Apr-2018
Day Change Summary
Previous Current
17-Apr-2018 18-Apr-2018 Change Change % Previous Week
Open 1.2531 1.2517 -0.0014 -0.1% 1.2422
High 1.2557 1.2540 -0.0017 -0.1% 1.2546
Low 1.2483 1.2490 0.0008 0.1% 1.2417
Close 1.2513 1.2522 0.0009 0.1% 1.2481
Range 0.0074 0.0050 -0.0024 -32.4% 0.0130
ATR 0.0070 0.0069 -0.0001 -2.1% 0.0000
Volume 258 179 -79 -30.6% 1,668
Daily Pivots for day following 18-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2667 1.2644 1.2549
R3 1.2617 1.2594 1.2535
R2 1.2567 1.2567 1.2531
R1 1.2544 1.2544 1.2526 1.2556
PP 1.2517 1.2517 1.2517 1.2523
S1 1.2494 1.2494 1.2517 1.2506
S2 1.2467 1.2467 1.2512
S3 1.2417 1.2444 1.2508
S4 1.2367 1.2394 1.2494
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% 0.0060 0.5% 67% False False 270
10 1.2557 1.2374 0.0183 1.5% 0.0061 0.5% 81% False False 321
20 1.2639 1.2374 0.0265 2.1% 0.0071 0.6% 56% False False 277
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2753
2.618 1.2671
1.618 1.2621
1.000 1.2590
0.618 1.2571
HIGH 1.2540
0.618 1.2521
0.500 1.2515
0.382 1.2509
LOW 1.2490
0.618 1.2459
1.000 1.2440
1.618 1.2409
2.618 1.2359
4.250 1.2278
Fisher Pivots for day following 18-Apr-2018
Pivot 1 day 3 day
R1 1.2519 1.2519
PP 1.2517 1.2517
S1 1.2515 1.2515

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

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