CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 13-Feb-2018
Day Change Summary
Previous Current
12-Feb-2018 13-Feb-2018 Change Change % Previous Week
Open 1.2562 1.2607 0.0045 0.4% 1.2740
High 1.2572 1.2656 0.0084 0.7% 1.2749
Low 1.2527 1.2606 0.0080 0.6% 1.2495
Close 1.2572 1.2643 0.0071 0.6% 1.2520
Range 0.0046 0.0050 0.0004 8.8% 0.0254
ATR 0.0082 0.0082 0.0000 0.1% 0.0000
Volume 43 72 29 67.4% 1,086
Daily Pivots for day following 13-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2783 1.2763 1.2670
R3 1.2734 1.2713 1.2657
R2 1.2684 1.2684 1.2652
R1 1.2664 1.2664 1.2648 1.2674
PP 1.2635 1.2635 1.2635 1.2640
S1 1.2614 1.2614 1.2638 1.2625
S2 1.2585 1.2585 1.2634
S3 1.2536 1.2565 1.2629
S4 1.2486 1.2515 1.2616
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 1.2673 1.2495 0.0178 1.4% 0.0073 0.6% 83% False False 209
10 1.2801 1.2495 0.0306 2.4% 0.0078 0.6% 48% False False 123
20 1.2809 1.2472 0.0337 2.7% 0.0077 0.6% 51% False False 113
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2866
2.618 1.2785
1.618 1.2736
1.000 1.2705
0.618 1.2686
HIGH 1.2656
0.618 1.2637
0.500 1.2631
0.382 1.2625
LOW 1.2606
0.618 1.2575
1.000 1.2557
1.618 1.2526
2.618 1.2476
4.250 1.2396
Fisher Pivots for day following 13-Feb-2018
Pivot 1 day 3 day
R1 1.2639 1.2620
PP 1.2635 1.2598
S1 1.2631 1.2575

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

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