CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 11-May-2018
Day Change Summary
Previous Current
10-May-2018 11-May-2018 Change Change % Previous Week
Open 1.1968 1.2034 0.0066 0.6% 1.2084
High 1.2058 1.2079 0.0022 0.2% 1.2096
Low 1.1961 1.2014 0.0053 0.4% 1.1943
Close 1.2042 1.2057 0.0015 0.1% 1.2057
Range 0.0097 0.0066 -0.0031 -32.1% 0.0153
ATR 0.0078 0.0077 -0.0001 -1.2% 0.0000
Volume 2,144 1,210 -934 -43.6% 5,515
Daily Pivots for day following 11-May-2018
Classic Woodie Camarilla DeMark
R4 1.2246 1.2217 1.2093
R3 1.2181 1.2151 1.2075
R2 1.2115 1.2115 1.2069
R1 1.2086 1.2086 1.2063 1.2101
PP 1.2050 1.2050 1.2050 1.2057
S1 1.2020 1.2020 1.2050 1.2035
S2 1.1984 1.1984 1.2044
S3 1.1919 1.1955 1.2038
S4 1.1853 1.1889 1.2020
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 1.2491 1.2427 1.2141
R3 1.2338 1.2274 1.2099
R2 1.2185 1.2185 1.2085
R1 1.2121 1.2121 1.2071 1.2076
PP 1.2032 1.2032 1.2032 1.2010
S1 1.1968 1.1968 1.2042 1.1923
S2 1.1879 1.1879 1.2028
S3 1.1726 1.1815 1.2014
S4 1.1573 1.1662 1.1972
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2096 1.1943 0.0153 1.3% 0.0081 0.7% 74% False False 1,103
10 1.2268 1.1943 0.0325 2.7% 0.0080 0.7% 35% False False 1,203
20 1.2557 1.1943 0.0614 5.1% 0.0078 0.6% 19% False False 948
40 1.2639 1.1943 0.0696 5.8% 0.0076 0.6% 16% False False 607
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2357
2.618 1.2250
1.618 1.2185
1.000 1.2145
0.618 1.2119
HIGH 1.2079
0.618 1.2054
0.500 1.2046
0.382 1.2039
LOW 1.2014
0.618 1.1973
1.000 1.1948
1.618 1.1908
2.618 1.1842
4.250 1.1735
Fisher Pivots for day following 11-May-2018
Pivot 1 day 3 day
R1 1.2053 1.2041
PP 1.2050 1.2026
S1 1.2046 1.2011

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

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