CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 02-Feb-2018
Day Change Summary
Previous Current
01-Feb-2018 02-Feb-2018 Change Change % Previous Week
Open 1.2718 1.2732 0.0014 0.1% 1.2696
High 1.2801 1.2778 -0.0023 -0.2% 1.2801
Low 1.2682 1.2713 0.0031 0.2% 1.2637
Close 1.2796 1.2744 -0.0052 -0.4% 1.2744
Range 0.0119 0.0065 -0.0054 -45.4% 0.0164
ATR 0.0083 0.0083 0.0000 0.0% 0.0000
Volume 18 4 -14 -77.8% 79
Daily Pivots for day following 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2940 1.2907 1.2780
R3 1.2875 1.2842 1.2762
R2 1.2810 1.2810 1.2756
R1 1.2777 1.2777 1.2750 1.2794
PP 1.2745 1.2745 1.2745 1.2753
S1 1.2712 1.2712 1.2738 1.2729
S2 1.2680 1.2680 1.2732
S3 1.2615 1.2647 1.2726
S4 1.2550 1.2582 1.2708
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3219 1.3146 1.2834
R3 1.3055 1.2982 1.2789
R2 1.2891 1.2891 1.2774
R1 1.2818 1.2818 1.2759 1.2855
PP 1.2727 1.2727 1.2727 1.2746
S1 1.2654 1.2654 1.2729 1.2691
S2 1.2563 1.2563 1.2714
S3 1.2399 1.2490 1.2699
S4 1.2235 1.2326 1.2654
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% 0.0081 0.6% 65% False False 15
10 1.2809 1.2503 0.0306 2.4% 0.0081 0.6% 79% False False 47
20 1.2809 1.2202 0.0607 4.8% 0.0074 0.6% 89% False False 67
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3054
2.618 1.2948
1.618 1.2883
1.000 1.2843
0.618 1.2818
HIGH 1.2778
0.618 1.2753
0.500 1.2746
0.382 1.2738
LOW 1.2713
0.618 1.2673
1.000 1.2648
1.618 1.2608
2.618 1.2543
4.250 1.2437
Fisher Pivots for day following 02-Feb-2018
Pivot 1 day 3 day
R1 1.2746 1.2743
PP 1.2745 1.2742
S1 1.2745 1.2742

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

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