CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 09-Feb-2018
Day Change Summary
Previous Current
08-Feb-2018 09-Feb-2018 Change Change % Previous Week
Open 1.2546 1.2550 0.0005 0.0% 1.2740
High 1.2577 1.2555 -0.0022 -0.2% 1.2749
Low 1.2500 1.2495 -0.0005 0.0% 1.2495
Close 1.2549 1.2520 -0.0029 -0.2% 1.2520
Range 0.0077 0.0060 -0.0017 -22.1% 0.0254
ATR 0.0086 0.0084 -0.0002 -2.2% 0.0000
Volume 688 38 -650 -94.5% 1,086
Daily Pivots for day following 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2703 1.2671 1.2553
R3 1.2643 1.2611 1.2536
R2 1.2583 1.2583 1.2531
R1 1.2551 1.2551 1.2525 1.2537
PP 1.2523 1.2523 1.2523 1.2516
S1 1.2491 1.2491 1.2514 1.2477
S2 1.2463 1.2463 1.2509
S3 1.2403 1.2431 1.2503
S4 1.2343 1.2371 1.2487
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3350 1.3189 1.2659
R3 1.3096 1.2935 1.2589
R2 1.2842 1.2842 1.2566
R1 1.2681 1.2681 1.2543 1.2634
PP 1.2588 1.2588 1.2588 1.2565
S1 1.2427 1.2427 1.2496 1.2380
S2 1.2334 1.2334 1.2473
S3 1.2080 1.2173 1.2450
S4 1.1826 1.1919 1.2380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2749 1.2495 0.0254 2.0% 0.0087 0.7% 10% False True 217
10 1.2801 1.2495 0.0306 2.4% 0.0084 0.7% 8% False True 116
20 1.2809 1.2400 0.0409 3.3% 0.0082 0.7% 29% False False 115
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 0.0018
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.2810
2.618 1.2712
1.618 1.2652
1.000 1.2615
0.618 1.2592
HIGH 1.2555
0.618 1.2532
0.500 1.2525
0.382 1.2518
LOW 1.2495
0.618 1.2458
1.000 1.2435
1.618 1.2398
2.618 1.2338
4.250 1.2240
Fisher Pivots for day following 09-Feb-2018
Pivot 1 day 3 day
R1 1.2525 1.2584
PP 1.2523 1.2563
S1 1.2521 1.2541

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

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