CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 01-Feb-2018
Day Change Summary
Previous Current
31-Jan-2018 01-Feb-2018 Change Change % Previous Week
Open 1.2726 1.2718 -0.0008 -0.1% 1.2513
High 1.2755 1.2801 0.0046 0.4% 1.2809
Low 1.2692 1.2682 -0.0010 -0.1% 1.2503
Close 1.2705 1.2796 0.0092 0.7% 1.2715
Range 0.0064 0.0119 0.0056 87.4% 0.0306
ATR 0.0080 0.0083 0.0003 3.5% 0.0000
Volume 14 18 4 28.6% 399
Daily Pivots for day following 01-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3117 1.3075 1.2861
R3 1.2998 1.2956 1.2829
R2 1.2879 1.2879 1.2818
R1 1.2837 1.2837 1.2807 1.2858
PP 1.2760 1.2760 1.2760 1.2770
S1 1.2718 1.2718 1.2785 1.2739
S2 1.2641 1.2641 1.2774
S3 1.2522 1.2599 1.2763
S4 1.2403 1.2480 1.2731
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 1.2801 1.2637 0.0164 1.3% 0.0083 0.7% 97% True False 27
10 1.2809 1.2503 0.0306 2.4% 0.0080 0.6% 96% False False 104
20 1.2809 1.2202 0.0607 4.7% 0.0073 0.6% 98% False False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3307
2.618 1.3113
1.618 1.2994
1.000 1.2920
0.618 1.2875
HIGH 1.2801
0.618 1.2756
0.500 1.2742
0.382 1.2727
LOW 1.2682
0.618 1.2608
1.000 1.2563
1.618 1.2489
2.618 1.2370
4.250 1.2176
Fisher Pivots for day following 01-Feb-2018
Pivot 1 day 3 day
R1 1.2778 1.2771
PP 1.2760 1.2746
S1 1.2742 1.2720

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

View Archives - Comment on this page... - Back to Index of Symbols