CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 05-Feb-2018
Day Change Summary
Previous Current
02-Feb-2018 05-Feb-2018 Change Change % Previous Week
Open 1.2732 1.2740 0.0008 0.1% 1.2696
High 1.2778 1.2749 -0.0029 -0.2% 1.2801
Low 1.2713 1.2684 -0.0030 -0.2% 1.2637
Close 1.2744 1.2688 -0.0057 -0.4% 1.2744
Range 0.0065 0.0066 0.0001 0.8% 0.0164
ATR 0.0083 0.0082 -0.0001 -1.5% 0.0000
Volume 4 56 52 1,300.0% 79
Daily Pivots for day following 05-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2903 1.2861 1.2724
R3 1.2838 1.2795 1.2706
R2 1.2772 1.2772 1.2700
R1 1.2730 1.2730 1.2694 1.2718
PP 1.2707 1.2707 1.2707 1.2701
S1 1.2664 1.2664 1.2681 1.2653
S2 1.2641 1.2641 1.2675
S3 1.2576 1.2599 1.2669
S4 1.2510 1.2533 1.2651
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 1.2640 0.0162 1.3% 0.0081 0.6% 30% False False 24
10 1.2809 1.2524 0.0285 2.2% 0.0083 0.7% 58% False False 50
20 1.2809 1.2202 0.0607 4.8% 0.0076 0.6% 80% False False 70
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3027
2.618 1.2920
1.618 1.2855
1.000 1.2815
0.618 1.2789
HIGH 1.2749
0.618 1.2724
0.500 1.2716
0.382 1.2709
LOW 1.2684
0.618 1.2643
1.000 1.2618
1.618 1.2578
2.618 1.2512
4.250 1.2405
Fisher Pivots for day following 05-Feb-2018
Pivot 1 day 3 day
R1 1.2716 1.2742
PP 1.2707 1.2724
S1 1.2697 1.2706

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

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