CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 24-Jan-2018
Day Change Summary
Previous Current
23-Jan-2018 24-Jan-2018 Change Change % Previous Week
Open 1.2524 1.2625 0.0101 0.8% 1.2489
High 1.2588 1.2700 0.0112 0.9% 1.2573
Low 1.2524 1.2623 0.0099 0.8% 1.2472
Close 1.2584 1.2695 0.0111 0.9% 1.2523
Range 0.0065 0.0077 0.0013 19.4% 0.0101
ATR 0.0073 0.0076 0.0003 4.1% 0.0000
Volume 5 206 201 4,020.0% 678
Daily Pivots for day following 24-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2903 1.2876 1.2737
R3 1.2826 1.2799 1.2716
R2 1.2749 1.2749 1.2709
R1 1.2722 1.2722 1.2702 1.2736
PP 1.2672 1.2672 1.2672 1.2679
S1 1.2645 1.2645 1.2687 1.2659
S2 1.2595 1.2595 1.2680
S3 1.2518 1.2568 1.2673
S4 1.2441 1.2491 1.2652
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 1.2700 1.2485 0.0215 1.7% 0.0060 0.5% 98% True False 164
10 1.2700 1.2225 0.0475 3.7% 0.0074 0.6% 99% True False 108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3027
2.618 1.2901
1.618 1.2824
1.000 1.2777
0.618 1.2747
HIGH 1.2700
0.618 1.2670
0.500 1.2661
0.382 1.2652
LOW 1.2623
0.618 1.2575
1.000 1.2546
1.618 1.2498
2.618 1.2421
4.250 1.2295
Fisher Pivots for day following 24-Jan-2018
Pivot 1 day 3 day
R1 1.2683 1.2663
PP 1.2672 1.2632
S1 1.2661 1.2601

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

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