CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 31-Jan-2018
Day Change Summary
Previous Current
30-Jan-2018 31-Jan-2018 Change Change % Previous Week
Open 1.2644 1.2726 0.0083 0.7% 1.2513
High 1.2733 1.2755 0.0022 0.2% 1.2809
Low 1.2640 1.2692 0.0052 0.4% 1.2503
Close 1.2697 1.2705 0.0008 0.1% 1.2715
Range 0.0094 0.0064 -0.0030 -32.1% 0.0306
ATR 0.0081 0.0080 -0.0001 -1.6% 0.0000
Volume 31 14 -17 -54.8% 399
Daily Pivots for day following 31-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2908 1.2870 1.2739
R3 1.2844 1.2806 1.2722
R2 1.2781 1.2781 1.2716
R1 1.2743 1.2743 1.2710 1.2730
PP 1.2717 1.2717 1.2717 1.2711
S1 1.2679 1.2679 1.2699 1.2666
S2 1.2654 1.2654 1.2693
S3 1.2590 1.2616 1.2687
S4 1.2527 1.2552 1.2670
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 1.2637 0.0172 1.3% 0.0088 0.7% 39% False False 42
10 1.2809 1.2485 0.0324 2.5% 0.0074 0.6% 68% False False 103
20 1.2809 1.2202 0.0607 4.8% 0.0069 0.5% 83% False False 76
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0011
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3025
2.618 1.2921
1.618 1.2858
1.000 1.2819
0.618 1.2794
HIGH 1.2755
0.618 1.2731
0.500 1.2723
0.382 1.2716
LOW 1.2692
0.618 1.2652
1.000 1.2628
1.618 1.2589
2.618 1.2525
4.250 1.2422
Fisher Pivots for day following 31-Jan-2018
Pivot 1 day 3 day
R1 1.2723 1.2702
PP 1.2717 1.2699
S1 1.2711 1.2696

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

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