CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 07-May-2018
Day Change Summary
Previous Current
04-May-2018 07-May-2018 Change Change % Previous Week
Open 1.2110 1.2084 -0.0026 -0.2% 1.2257
High 1.2114 1.2096 -0.0018 -0.1% 1.2268
Low 1.2034 1.2021 -0.0014 -0.1% 1.2034
Close 1.2086 1.2045 -0.0041 -0.3% 1.2086
Range 0.0080 0.0076 -0.0005 -5.6% 0.0234
ATR 0.0076 0.0076 0.0000 0.0% 0.0000
Volume 753 735 -18 -2.4% 6,522
Daily Pivots for day following 07-May-2018
Classic Woodie Camarilla DeMark
R4 1.2280 1.2238 1.2087
R3 1.2205 1.2163 1.2066
R2 1.2129 1.2129 1.2059
R1 1.2087 1.2087 1.2052 1.2071
PP 1.2054 1.2054 1.2054 1.2046
S1 1.2012 1.2012 1.2038 1.1995
S2 1.1978 1.1978 1.2031
S3 1.1903 1.1936 1.2024
S4 1.1827 1.1861 1.2003
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 1.2830 1.2691 1.2214
R3 1.2596 1.2458 1.2150
R2 1.2363 1.2363 1.2128
R1 1.2224 1.2224 1.2107 1.2177
PP 1.2129 1.2129 1.2129 1.2105
S1 1.1991 1.1991 1.2064 1.1943
S2 1.1896 1.1896 1.2043
S3 1.1662 1.1757 1.2021
S4 1.1429 1.1524 1.1957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2213 1.2021 0.0192 1.6% 0.0079 0.7% 13% False True 1,201
10 1.2382 1.2021 0.0361 3.0% 0.0079 0.7% 7% False True 1,152
20 1.2557 1.2021 0.0536 4.4% 0.0073 0.6% 5% False True 781
40 1.2639 1.2021 0.0619 5.1% 0.0074 0.6% 4% False True 508
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2417
2.618 1.2294
1.618 1.2218
1.000 1.2172
0.618 1.2143
HIGH 1.2096
0.618 1.2067
0.500 1.2058
0.382 1.2049
LOW 1.2021
0.618 1.1974
1.000 1.1945
1.618 1.1898
2.618 1.1823
4.250 1.1700
Fisher Pivots for day following 07-May-2018
Pivot 1 day 3 day
R1 1.2058 1.2075
PP 1.2054 1.2065
S1 1.2049 1.2055

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

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