CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 12-Feb-2018
Day Change Summary
Previous Current
09-Feb-2018 12-Feb-2018 Change Change % Previous Week
Open 1.2550 1.2562 0.0012 0.1% 1.2740
High 1.2555 1.2572 0.0017 0.1% 1.2749
Low 1.2495 1.2527 0.0032 0.3% 1.2495
Close 1.2520 1.2572 0.0053 0.4% 1.2520
Range 0.0060 0.0046 -0.0015 -24.2% 0.0254
ATR 0.0084 0.0082 -0.0002 -2.7% 0.0000
Volume 38 43 5 13.2% 1,086
Daily Pivots for day following 12-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2693 1.2678 1.2597
R3 1.2648 1.2633 1.2585
R2 1.2602 1.2602 1.2580
R1 1.2587 1.2587 1.2576 1.2595
PP 1.2557 1.2557 1.2557 1.2561
S1 1.2542 1.2542 1.2568 1.2549
S2 1.2511 1.2511 1.2564
S3 1.2466 1.2496 1.2559
S4 1.2420 1.2451 1.2547
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 1.2707 1.2495 0.0212 1.7% 0.0083 0.7% 36% False False 214
10 1.2801 1.2495 0.0306 2.4% 0.0082 0.7% 25% False False 119
20 1.2809 1.2472 0.0337 2.7% 0.0079 0.6% 30% False False 114
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.2765
2.618 1.2691
1.618 1.2646
1.000 1.2618
0.618 1.2600
HIGH 1.2572
0.618 1.2555
0.500 1.2549
0.382 1.2544
LOW 1.2527
0.618 1.2498
1.000 1.2481
1.618 1.2453
2.618 1.2407
4.250 1.2333
Fisher Pivots for day following 12-Feb-2018
Pivot 1 day 3 day
R1 1.2564 1.2560
PP 1.2557 1.2548
S1 1.2549 1.2536

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

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