CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 19-Apr-2018
Day Change Summary
Previous Current
18-Apr-2018 19-Apr-2018 Change Change % Previous Week
Open 1.2517 1.2516 -0.0001 0.0% 1.2422
High 1.2540 1.2543 0.0003 0.0% 1.2546
Low 1.2490 1.2475 -0.0015 -0.1% 1.2417
Close 1.2522 1.2479 -0.0043 -0.3% 1.2481
Range 0.0050 0.0068 0.0018 35.0% 0.0130
ATR 0.0069 0.0069 0.0000 -0.1% 0.0000
Volume 179 252 73 40.8% 1,668
Daily Pivots for day following 19-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2701 1.2658 1.2516
R3 1.2634 1.2590 1.2498
R2 1.2566 1.2566 1.2491
R1 1.2523 1.2523 1.2485 1.2511
PP 1.2499 1.2499 1.2499 1.2493
S1 1.2455 1.2455 1.2473 1.2443
S2 1.2431 1.2431 1.2467
S3 1.2364 1.2388 1.2460
S4 1.2296 1.2320 1.2442
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 1.2460 0.0097 0.8% 0.0058 0.5% 20% False False 186
10 1.2557 1.2374 0.0183 1.5% 0.0061 0.5% 58% False False 319
20 1.2639 1.2374 0.0265 2.1% 0.0069 0.6% 40% False False 276
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2829
2.618 1.2719
1.618 1.2652
1.000 1.2610
0.618 1.2584
HIGH 1.2543
0.618 1.2517
0.500 1.2509
0.382 1.2501
LOW 1.2475
0.618 1.2433
1.000 1.2408
1.618 1.2366
2.618 1.2298
4.250 1.2188
Fisher Pivots for day following 19-Apr-2018
Pivot 1 day 3 day
R1 1.2509 1.2516
PP 1.2499 1.2504
S1 1.2489 1.2491

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

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