CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 16-May-2018
Day Change Summary
Previous Current
15-May-2018 16-May-2018 Change Change % Previous Week
Open 1.2038 1.1951 -0.0088 -0.7% 1.2084
High 1.2049 1.1965 -0.0084 -0.7% 1.2096
Low 1.1933 1.1877 -0.0057 -0.5% 1.1943
Close 1.1960 1.1912 -0.0048 -0.4% 1.2057
Range 0.0116 0.0089 -0.0027 -23.4% 0.0153
ATR 0.0080 0.0081 0.0001 0.8% 0.0000
Volume 1,874 5,536 3,662 195.4% 5,515
Daily Pivots for day following 16-May-2018
Classic Woodie Camarilla DeMark
R4 1.2183 1.2136 1.1961
R3 1.2095 1.2048 1.1936
R2 1.2006 1.2006 1.1928
R1 1.1959 1.1959 1.1920 1.1939
PP 1.1918 1.1918 1.1918 1.1908
S1 1.1871 1.1871 1.1904 1.1850
S2 1.1829 1.1829 1.1896
S3 1.1741 1.1782 1.1888
S4 1.1652 1.1694 1.1863
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 1.1877 0.0232 1.9% 0.0087 0.7% 15% False True 2,692
10 1.2130 1.1877 0.0254 2.1% 0.0081 0.7% 14% False True 1,775
20 1.2543 1.1877 0.0666 5.6% 0.0082 0.7% 5% False True 1,425
40 1.2639 1.1877 0.0763 6.4% 0.0076 0.6% 5% False True 851
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2341
2.618 1.2197
1.618 1.2108
1.000 1.2054
0.618 1.2020
HIGH 1.1965
0.618 1.1931
0.500 1.1921
0.382 1.1910
LOW 1.1877
0.618 1.1822
1.000 1.1788
1.618 1.1733
2.618 1.1645
4.250 1.1500
Fisher Pivots for day following 16-May-2018
Pivot 1 day 3 day
R1 1.1921 1.1992
PP 1.1918 1.1966
S1 1.1915 1.1939

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

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