CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 19-Jan-2018
Day Change Summary
Previous Current
18-Jan-2018 19-Jan-2018 Change Change % Previous Week
Open 1.2485 1.2529 0.0044 0.4% 1.2489
High 1.2539 1.2573 0.0034 0.3% 1.2573
Low 1.2485 1.2517 0.0032 0.3% 1.2472
Close 1.2534 1.2523 -0.0012 -0.1% 1.2523
Range 0.0054 0.0056 0.0002 3.7% 0.0101
ATR
Volume 6 573 567 9,450.0% 678
Daily Pivots for day following 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2705 1.2670 1.2553
R3 1.2649 1.2614 1.2538
R2 1.2593 1.2593 1.2533
R1 1.2558 1.2558 1.2528 1.2548
PP 1.2537 1.2537 1.2537 1.2532
S1 1.2502 1.2502 1.2517 1.2492
S2 1.2481 1.2481 1.2512
S3 1.2425 1.2446 1.2507
S4 1.2369 1.2390 1.2492
Weekly Pivots for week ending 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2825 1.2775 1.2578
R3 1.2724 1.2674 1.2550
R2 1.2623 1.2623 1.2541
R1 1.2573 1.2573 1.2532 1.2598
PP 1.2522 1.2522 1.2522 1.2535
S1 1.2472 1.2472 1.2513 1.2497
S2 1.2421 1.2421 1.2504
S3 1.2320 1.2371 1.2495
S4 1.2219 1.2270 1.2467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2573 1.2400 0.0173 1.4% 0.0079 0.6% 71% True False 148
10 1.2573 1.2202 0.0371 3.0% 0.0067 0.5% 87% True False 87
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2811
2.618 1.2719
1.618 1.2663
1.000 1.2629
0.618 1.2607
HIGH 1.2573
0.618 1.2551
0.500 1.2545
0.382 1.2538
LOW 1.2517
0.618 1.2482
1.000 1.2461
1.618 1.2426
2.618 1.2370
4.250 1.2279
Fisher Pivots for day following 19-Jan-2018
Pivot 1 day 3 day
R1 1.2545 1.2522
PP 1.2537 1.2522
S1 1.2530 1.2522

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

View Archives - Comment on this page... - Back to Index of Symbols