CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 23-Jan-2018
Day Change Summary
Previous Current
22-Jan-2018 23-Jan-2018 Change Change % Previous Week
Open 1.2513 1.2524 0.0012 0.1% 1.2489
High 1.2550 1.2588 0.0038 0.3% 1.2573
Low 1.2503 1.2524 0.0021 0.2% 1.2472
Close 1.2549 1.2584 0.0035 0.3% 1.2523
Range 0.0048 0.0065 0.0017 35.8% 0.0101
ATR 0.0074 0.0073 -0.0001 -0.9% 0.0000
Volume 31 5 -26 -83.9% 678
Daily Pivots for day following 23-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2759 1.2736 1.2619
R3 1.2694 1.2671 1.2601
R2 1.2630 1.2630 1.2595
R1 1.2607 1.2607 1.2589 1.2618
PP 1.2565 1.2565 1.2565 1.2571
S1 1.2542 1.2542 1.2578 1.2554
S2 1.2501 1.2501 1.2572
S3 1.2436 1.2478 1.2566
S4 1.2372 1.2413 1.2548
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 1.2588 1.2472 0.0117 0.9% 0.0063 0.5% 96% True False 125
10 1.2588 1.2202 0.0386 3.1% 0.0071 0.6% 99% True False 90
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2862
2.618 1.2757
1.618 1.2692
1.000 1.2653
0.618 1.2628
HIGH 1.2588
0.618 1.2563
0.500 1.2556
0.382 1.2548
LOW 1.2524
0.618 1.2484
1.000 1.2459
1.618 1.2419
2.618 1.2355
4.250 1.2249
Fisher Pivots for day following 23-Jan-2018
Pivot 1 day 3 day
R1 1.2574 1.2571
PP 1.2565 1.2558
S1 1.2556 1.2545

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

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