CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 18-Jan-2018
Day Change Summary
Previous Current
17-Jan-2018 18-Jan-2018 Change Change % Previous Week
Open 1.2519 1.2485 -0.0034 -0.3% 1.2277
High 1.2566 1.2539 -0.0027 -0.2% 1.2501
Low 1.2472 1.2485 0.0014 0.1% 1.2202
Close 1.2531 1.2534 0.0003 0.0% 1.2470
Range 0.0095 0.0054 -0.0041 -42.9% 0.0299
ATR
Volume 10 6 -4 -40.0% 196
Daily Pivots for day following 18-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2681 1.2662 1.2564
R3 1.2627 1.2608 1.2549
R2 1.2573 1.2573 1.2544
R1 1.2554 1.2554 1.2539 1.2564
PP 1.2519 1.2519 1.2519 1.2524
S1 1.2500 1.2500 1.2529 1.2510
S2 1.2465 1.2465 1.2524
S3 1.2411 1.2446 1.2519
S4 1.2357 1.2392 1.2504
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.3286 1.3177 1.2634
R3 1.2988 1.2878 1.2552
R2 1.2689 1.2689 1.2525
R1 1.2580 1.2580 1.2497 1.2635
PP 1.2391 1.2391 1.2391 1.2418
S1 1.2281 1.2281 1.2443 1.2336
S2 1.2092 1.2092 1.2415
S3 1.1794 1.1983 1.2388
S4 1.1495 1.1684 1.2306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2573 1.2225 0.0348 2.8% 0.0089 0.7% 89% False False 43
10 1.2573 1.2202 0.0371 3.0% 0.0065 0.5% 90% False False 44
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0008
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2769
2.618 1.2680
1.618 1.2626
1.000 1.2593
0.618 1.2572
HIGH 1.2539
0.618 1.2518
0.500 1.2512
0.382 1.2506
LOW 1.2485
0.618 1.2452
1.000 1.2431
1.618 1.2398
2.618 1.2344
4.250 1.2256
Fisher Pivots for day following 18-Jan-2018
Pivot 1 day 3 day
R1 1.2527 1.2530
PP 1.2519 1.2526
S1 1.2512 1.2522

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

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