CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 18-May-2018
Day Change Summary
Previous Current
17-May-2018 18-May-2018 Change Change % Previous Week
Open 1.1920 1.1898 -0.0022 -0.2% 1.2058
High 1.1943 1.1928 -0.0015 -0.1% 1.2108
Low 1.1886 1.1859 -0.0028 -0.2% 1.1859
Close 1.1906 1.1881 -0.0025 -0.2% 1.1881
Range 0.0057 0.0070 0.0013 23.0% 0.0250
ATR 0.0079 0.0078 -0.0001 -0.8% 0.0000
Volume 1,759 1,384 -375 -21.3% 13,250
Daily Pivots for day following 18-May-2018
Classic Woodie Camarilla DeMark
R4 1.2098 1.2059 1.1919
R3 1.2028 1.1989 1.1900
R2 1.1959 1.1959 1.1894
R1 1.1920 1.1920 1.1887 1.1905
PP 1.1889 1.1889 1.1889 1.1882
S1 1.1850 1.1850 1.1875 1.1835
S2 1.1820 1.1820 1.1868
S3 1.1750 1.1781 1.1862
S4 1.1681 1.1711 1.1843
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 1.2698 1.2539 1.2018
R3 1.2448 1.2289 1.1950
R2 1.2199 1.2199 1.1927
R1 1.2040 1.2040 1.1904 1.1995
PP 1.1949 1.1949 1.1949 1.1927
S1 1.1790 1.1790 1.1858 1.1745
S2 1.1700 1.1700 1.1835
S3 1.1450 1.1541 1.1812
S4 1.1201 1.1291 1.1744
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2108 1.1859 0.0250 2.1% 0.0080 0.7% 9% False True 2,650
10 1.2108 1.1859 0.0250 2.1% 0.0080 0.7% 9% False True 1,876
20 1.2427 1.1859 0.0568 4.8% 0.0080 0.7% 4% False True 1,508
40 1.2639 1.1859 0.0781 6.6% 0.0074 0.6% 3% False True 915
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2223
2.618 1.2110
1.618 1.2040
1.000 1.1998
0.618 1.1971
HIGH 1.1928
0.618 1.1901
0.500 1.1893
0.382 1.1885
LOW 1.1859
0.618 1.1816
1.000 1.1789
1.618 1.1746
2.618 1.1677
4.250 1.1563
Fisher Pivots for day following 18-May-2018
Pivot 1 day 3 day
R1 1.1893 1.1912
PP 1.1889 1.1902
S1 1.1885 1.1891

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

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