CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 14-May-2018
Day Change Summary
Previous Current
11-May-2018 14-May-2018 Change Change % Previous Week
Open 1.2034 1.2058 0.0024 0.2% 1.2084
High 1.2079 1.2108 0.0029 0.2% 1.2096
Low 1.2014 1.2039 0.0026 0.2% 1.1943
Close 1.2057 1.2056 -0.0001 0.0% 1.2057
Range 0.0066 0.0069 0.0004 5.3% 0.0153
ATR 0.0077 0.0077 -0.0001 -0.8% 0.0000
Volume 1,210 2,697 1,487 122.9% 5,515
Daily Pivots for day following 14-May-2018
Classic Woodie Camarilla DeMark
R4 1.2275 1.2234 1.2093
R3 1.2206 1.2165 1.2074
R2 1.2137 1.2137 1.2068
R1 1.2096 1.2096 1.2062 1.2082
PP 1.2068 1.2068 1.2068 1.2060
S1 1.2027 1.2027 1.2049 1.2013
S2 1.1999 1.1999 1.2043
S3 1.1930 1.1958 1.2037
S4 1.1861 1.1889 1.2018
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 1.2108 1.1943 0.0165 1.4% 0.0080 0.7% 68% True False 1,495
10 1.2213 1.1943 0.0270 2.2% 0.0079 0.7% 42% False False 1,348
20 1.2557 1.1943 0.0614 5.1% 0.0078 0.6% 18% False False 1,076
40 1.2639 1.1943 0.0696 5.8% 0.0076 0.6% 16% False False 673
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2401
2.618 1.2289
1.618 1.2220
1.000 1.2177
0.618 1.2151
HIGH 1.2108
0.618 1.2082
0.500 1.2074
0.382 1.2065
LOW 1.2039
0.618 1.1996
1.000 1.1970
1.618 1.1927
2.618 1.1858
4.250 1.1746
Fisher Pivots for day following 14-May-2018
Pivot 1 day 3 day
R1 1.2074 1.2049
PP 1.2068 1.2042
S1 1.2062 1.2035

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

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