CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 30-Apr-2018
Day Change Summary
Previous Current
27-Apr-2018 30-Apr-2018 Change Change % Previous Week
Open 1.2239 1.2257 0.0019 0.2% 1.2420
High 1.2266 1.2268 0.0002 0.0% 1.2427
Low 1.2187 1.2195 0.0008 0.1% 1.2187
Close 1.2253 1.2212 -0.0041 -0.3% 1.2253
Range 0.0079 0.0073 -0.0007 -8.2% 0.0240
ATR 0.0075 0.0074 0.0000 -0.2% 0.0000
Volume 437 1,248 811 185.6% 4,886
Daily Pivots for day following 30-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2442 1.2400 1.2252
R3 1.2370 1.2327 1.2232
R2 1.2297 1.2297 1.2225
R1 1.2255 1.2255 1.2219 1.2240
PP 1.2225 1.2225 1.2225 1.2217
S1 1.2182 1.2182 1.2205 1.2167
S2 1.2152 1.2152 1.2199
S3 1.2080 1.2110 1.2192
S4 1.2007 1.2037 1.2172
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 1.2382 1.2187 0.0195 1.6% 0.0080 0.7% 13% False False 1,102
10 1.2557 1.2187 0.0370 3.0% 0.0077 0.6% 7% False False 804
20 1.2557 1.2187 0.0370 3.0% 0.0069 0.6% 7% False False 562
40 1.2639 1.2187 0.0452 3.7% 0.0074 0.6% 6% False False 372
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 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2576
2.618 1.2457
1.618 1.2385
1.000 1.2340
0.618 1.2312
HIGH 1.2268
0.618 1.2240
0.500 1.2231
0.382 1.2223
LOW 1.2195
0.618 1.2150
1.000 1.2123
1.618 1.2078
2.618 1.2005
4.250 1.1887
Fisher Pivots for day following 30-Apr-2018
Pivot 1 day 3 day
R1 1.2231 1.2266
PP 1.2225 1.2248
S1 1.2218 1.2230

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

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