CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 24-Apr-2018
Day Change Summary
Previous Current
23-Apr-2018 24-Apr-2018 Change Change % Previous Week
Open 1.2420 1.2347 -0.0073 -0.6% 1.2488
High 1.2427 1.2382 -0.0045 -0.4% 1.2557
Low 1.2344 1.2324 -0.0020 -0.2% 1.2393
Close 1.2344 1.2376 0.0032 0.3% 1.2423
Range 0.0083 0.0058 -0.0026 -30.7% 0.0164
ATR 0.0072 0.0071 -0.0001 -1.4% 0.0000
Volume 620 989 369 59.5% 2,049
Daily Pivots for day following 24-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2533 1.2512 1.2407
R3 1.2475 1.2454 1.2391
R2 1.2418 1.2418 1.2386
R1 1.2397 1.2397 1.2381 1.2407
PP 1.2360 1.2360 1.2360 1.2366
S1 1.2339 1.2339 1.2370 1.2350
S2 1.2303 1.2303 1.2365
S3 1.2245 1.2282 1.2360
S4 1.2188 1.2224 1.2344
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2948 1.2849 1.2513
R3 1.2785 1.2686 1.2468
R2 1.2621 1.2621 1.2453
R1 1.2522 1.2522 1.2438 1.2490
PP 1.2458 1.2458 1.2458 1.2441
S1 1.2359 1.2359 1.2408 1.2326
S2 1.2294 1.2294 1.2393
S3 1.2131 1.2195 1.2378
S4 1.1967 1.2032 1.2333
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2543 1.2324 0.0219 1.8% 0.0071 0.6% 24% False True 651
10 1.2557 1.2324 0.0233 1.9% 0.0065 0.5% 22% False True 464
20 1.2639 1.2324 0.0315 2.5% 0.0068 0.5% 16% False True 381
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2626
2.618 1.2532
1.618 1.2475
1.000 1.2439
0.618 1.2417
HIGH 1.2382
0.618 1.2360
0.500 1.2353
0.382 1.2346
LOW 1.2324
0.618 1.2288
1.000 1.2267
1.618 1.2231
2.618 1.2173
4.250 1.2080
Fisher Pivots for day following 24-Apr-2018
Pivot 1 day 3 day
R1 1.2368 1.2407
PP 1.2360 1.2396
S1 1.2353 1.2386

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

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