CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 30-Jan-2018
Day Change Summary
Previous Current
29-Jan-2018 30-Jan-2018 Change Change % Previous Week
Open 1.2696 1.2644 -0.0053 -0.4% 1.2513
High 1.2702 1.2733 0.0032 0.2% 1.2809
Low 1.2637 1.2640 0.0003 0.0% 1.2503
Close 1.2681 1.2697 0.0016 0.1% 1.2715
Range 0.0065 0.0094 0.0029 45.0% 0.0306
ATR 0.0081 0.0081 0.0001 1.1% 0.0000
Volume 12 31 19 158.3% 399
Daily Pivots for day following 30-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2970 1.2927 1.2748
R3 1.2877 1.2833 1.2722
R2 1.2783 1.2783 1.2714
R1 1.2740 1.2740 1.2705 1.2762
PP 1.2690 1.2690 1.2690 1.2701
S1 1.2646 1.2646 1.2688 1.2668
S2 1.2596 1.2596 1.2679
S3 1.2503 1.2553 1.2671
S4 1.2409 1.2459 1.2645
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.3593 1.3460 1.2883
R3 1.3287 1.3154 1.2799
R2 1.2981 1.2981 1.2771
R1 1.2848 1.2848 1.2743 1.2915
PP 1.2675 1.2675 1.2675 1.2709
S1 1.2542 1.2542 1.2686 1.2609
S2 1.2369 1.2369 1.2658
S3 1.2063 1.2236 1.2630
S4 1.1757 1.1930 1.2546
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2809 1.2623 0.0186 1.5% 0.0091 0.7% 40% False False 81
10 1.2809 1.2472 0.0337 2.7% 0.0077 0.6% 67% False False 103
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3130
2.618 1.2978
1.618 1.2884
1.000 1.2827
0.618 1.2791
HIGH 1.2733
0.618 1.2697
0.500 1.2686
0.382 1.2675
LOW 1.2640
0.618 1.2582
1.000 1.2546
1.618 1.2488
2.618 1.2395
4.250 1.2242
Fisher Pivots for day following 30-Jan-2018
Pivot 1 day 3 day
R1 1.2693 1.2696
PP 1.2690 1.2696
S1 1.2686 1.2695

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

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