CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 27-Apr-2018
Day Change Summary
Previous Current
26-Apr-2018 27-Apr-2018 Change Change % Previous Week
Open 1.2296 1.2239 -0.0057 -0.5% 1.2420
High 1.2345 1.2266 -0.0079 -0.6% 1.2427
Low 1.2231 1.2187 -0.0044 -0.4% 1.2187
Close 1.2240 1.2253 0.0013 0.1% 1.2253
Range 0.0114 0.0079 -0.0035 -30.7% 0.0240
ATR 0.0074 0.0075 0.0000 0.5% 0.0000
Volume 1,534 437 -1,097 -71.5% 4,886
Daily Pivots for day following 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2472 1.2442 1.2296
R3 1.2393 1.2363 1.2275
R2 1.2314 1.2314 1.2267
R1 1.2284 1.2284 1.2260 1.2299
PP 1.2235 1.2235 1.2235 1.2243
S1 1.2205 1.2205 1.2246 1.2220
S2 1.2156 1.2156 1.2239
S3 1.2077 1.2126 1.2231
S4 1.1998 1.2047 1.2210
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.3007 1.2870 1.2385
R3 1.2768 1.2630 1.2319
R2 1.2528 1.2528 1.2297
R1 1.2391 1.2391 1.2275 1.2340
PP 1.2289 1.2289 1.2289 1.2263
S1 1.2151 1.2151 1.2231 1.2100
S2 1.2049 1.2049 1.2209
S3 1.1810 1.1912 1.2187
S4 1.1570 1.1672 1.2121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2427 1.2187 0.0240 2.0% 0.0082 0.7% 28% False True 977
10 1.2557 1.2187 0.0370 3.0% 0.0076 0.6% 18% False True 693
20 1.2557 1.2187 0.0370 3.0% 0.0068 0.6% 18% False True 504
40 1.2639 1.2187 0.0452 3.7% 0.0074 0.6% 15% False True 343
Crabel Price Patterns
NR True
NR4 False
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2602
2.618 1.2473
1.618 1.2394
1.000 1.2345
0.618 1.2315
HIGH 1.2266
0.618 1.2236
0.500 1.2227
0.382 1.2217
LOW 1.2187
0.618 1.2138
1.000 1.2108
1.618 1.2059
2.618 1.1980
4.250 1.1851
Fisher Pivots for day following 27-Apr-2018
Pivot 1 day 3 day
R1 1.2244 1.2280
PP 1.2235 1.2271
S1 1.2227 1.2262

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

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