CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 03-May-2018
Day Change Summary
Previous Current
02-May-2018 03-May-2018 Change Change % Previous Week
Open 1.2118 1.2080 -0.0038 -0.3% 1.2420
High 1.2156 1.2130 -0.0026 -0.2% 1.2427
Low 1.2068 1.2075 0.0008 0.1% 1.2187
Close 1.2113 1.2116 0.0003 0.0% 1.2253
Range 0.0088 0.0055 -0.0033 -37.5% 0.0240
ATR 0.0077 0.0075 -0.0002 -2.0% 0.0000
Volume 2,618 1,379 -1,239 -47.3% 4,886
Daily Pivots for day following 03-May-2018
Classic Woodie Camarilla DeMark
R4 1.2272 1.2249 1.2146
R3 1.2217 1.2194 1.2131
R2 1.2162 1.2162 1.2126
R1 1.2139 1.2139 1.2121 1.2151
PP 1.2107 1.2107 1.2107 1.2113
S1 1.2084 1.2084 1.2111 1.2096
S2 1.2052 1.2052 1.2106
S3 1.1997 1.2029 1.2101
S4 1.1942 1.1974 1.2086
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 1.2268 1.2068 0.0200 1.7% 0.0078 0.6% 24% False False 1,241
10 1.2490 1.2068 0.0422 3.5% 0.0082 0.7% 11% False False 1,187
20 1.2557 1.2068 0.0489 4.0% 0.0071 0.6% 10% False False 753
40 1.2639 1.2068 0.0572 4.7% 0.0075 0.6% 8% False False 476
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2364
2.618 1.2274
1.618 1.2219
1.000 1.2185
0.618 1.2164
HIGH 1.2130
0.618 1.2109
0.500 1.2103
0.382 1.2096
LOW 1.2075
0.618 1.2041
1.000 1.2020
1.618 1.1986
2.618 1.1931
4.250 1.1841
Fisher Pivots for day following 03-May-2018
Pivot 1 day 3 day
R1 1.2112 1.2140
PP 1.2107 1.2132
S1 1.2103 1.2124

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

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