CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 25-Jan-2018
Day Change Summary
Previous Current
24-Jan-2018 25-Jan-2018 Change Change % Previous Week
Open 1.2625 1.2711 0.0087 0.7% 1.2489
High 1.2700 1.2809 0.0109 0.9% 1.2573
Low 1.2623 1.2666 0.0043 0.3% 1.2472
Close 1.2695 1.2680 -0.0015 -0.1% 1.2523
Range 0.0077 0.0143 0.0066 85.7% 0.0101
ATR 0.0076 0.0081 0.0005 6.2% 0.0000
Volume 206 94 -112 -54.4% 678
Daily Pivots for day following 25-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.3147 1.3057 1.2759
R3 1.3004 1.2914 1.2719
R2 1.2861 1.2861 1.2706
R1 1.2771 1.2771 1.2693 1.2744
PP 1.2718 1.2718 1.2718 1.2705
S1 1.2628 1.2628 1.2667 1.2601
S2 1.2575 1.2575 1.2654
S3 1.2432 1.2485 1.2641
S4 1.2289 1.2342 1.2601
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 1.2809 1.2503 0.0306 2.4% 0.0078 0.6% 58% True False 181
10 1.2809 1.2225 0.0584 4.6% 0.0083 0.7% 78% True False 112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.3416
2.618 1.3183
1.618 1.3040
1.000 1.2952
0.618 1.2897
HIGH 1.2809
0.618 1.2754
0.500 1.2737
0.382 1.2720
LOW 1.2666
0.618 1.2577
1.000 1.2523
1.618 1.2434
2.618 1.2291
4.250 1.2058
Fisher Pivots for day following 25-Jan-2018
Pivot 1 day 3 day
R1 1.2737 1.2675
PP 1.2718 1.2671
S1 1.2699 1.2666

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

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