CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 17-May-2018
Day Change Summary
Previous Current
16-May-2018 17-May-2018 Change Change % Previous Week
Open 1.1951 1.1920 -0.0031 -0.3% 1.2084
High 1.1965 1.1943 -0.0023 -0.2% 1.2096
Low 1.1877 1.1886 0.0010 0.1% 1.1943
Close 1.1912 1.1906 -0.0006 -0.1% 1.2057
Range 0.0089 0.0057 -0.0032 -36.2% 0.0153
ATR 0.0081 0.0079 -0.0002 -2.1% 0.0000
Volume 5,536 1,759 -3,777 -68.2% 5,515
Daily Pivots for day following 17-May-2018
Classic Woodie Camarilla DeMark
R4 1.2081 1.2050 1.1937
R3 1.2025 1.1994 1.1922
R2 1.1968 1.1968 1.1916
R1 1.1937 1.1937 1.1911 1.1924
PP 1.1912 1.1912 1.1912 1.1905
S1 1.1881 1.1881 1.1901 1.1868
S2 1.1855 1.1855 1.1896
S3 1.1799 1.1824 1.1890
S4 1.1742 1.1768 1.1875
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% 0.0079 0.7% 13% False False 2,615
10 1.2114 1.1877 0.0238 2.0% 0.0081 0.7% 12% False False 1,813
20 1.2490 1.1877 0.0613 5.1% 0.0082 0.7% 5% False False 1,500
40 1.2639 1.1877 0.0763 6.4% 0.0075 0.6% 4% False False 888
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 0.0015
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2183
2.618 1.2090
1.618 1.2034
1.000 1.1999
0.618 1.1977
HIGH 1.1943
0.618 1.1921
0.500 1.1914
0.382 1.1908
LOW 1.1886
0.618 1.1851
1.000 1.1830
1.618 1.1795
2.618 1.1738
4.250 1.1646
Fisher Pivots for day following 17-May-2018
Pivot 1 day 3 day
R1 1.1914 1.1963
PP 1.1912 1.1944
S1 1.1909 1.1925

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

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