CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 06-Feb-2018
Day Change Summary
Previous Current
05-Feb-2018 06-Feb-2018 Change Change % Previous Week
Open 1.2740 1.2668 -0.0073 -0.6% 1.2696
High 1.2749 1.2707 -0.0043 -0.3% 1.2801
Low 1.2684 1.2609 -0.0075 -0.6% 1.2637
Close 1.2688 1.2678 -0.0010 -0.1% 1.2744
Range 0.0066 0.0098 0.0032 48.9% 0.0164
ATR 0.0082 0.0083 0.0001 1.4% 0.0000
Volume 56 97 41 73.2% 79
Daily Pivots for day following 06-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2957 1.2915 1.2732
R3 1.2860 1.2818 1.2705
R2 1.2762 1.2762 1.2696
R1 1.2720 1.2720 1.2687 1.2741
PP 1.2665 1.2665 1.2665 1.2675
S1 1.2623 1.2623 1.2669 1.2644
S2 1.2567 1.2567 1.2660
S3 1.2470 1.2525 1.2651
S4 1.2372 1.2428 1.2624
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 1.2609 0.0192 1.5% 0.0082 0.6% 36% False True 37
10 1.2809 1.2609 0.0200 1.6% 0.0086 0.7% 35% False True 59
20 1.2809 1.2202 0.0607 4.8% 0.0079 0.6% 78% False False 75
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 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3121
2.618 1.2962
1.618 1.2864
1.000 1.2804
0.618 1.2767
HIGH 1.2707
0.618 1.2669
0.500 1.2658
0.382 1.2646
LOW 1.2609
0.618 1.2549
1.000 1.2512
1.618 1.2451
2.618 1.2354
4.250 1.2195
Fisher Pivots for day following 06-Feb-2018
Pivot 1 day 3 day
R1 1.2671 1.2694
PP 1.2665 1.2688
S1 1.2658 1.2683

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

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