CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 20-Feb-2018
Day Change Summary
Previous Current
16-Feb-2018 20-Feb-2018 Change Change % Previous Week
Open 1.2836 1.2685 -0.0151 -1.2% 1.2562
High 1.2836 1.2685 -0.0151 -1.2% 1.2836
Low 1.2696 1.2611 -0.0086 -0.7% 1.2527
Close 1.2708 1.2625 -0.0083 -0.7% 1.2708
Range 0.0140 0.0074 -0.0066 -47.0% 0.0309
ATR 0.0090 0.0091 0.0000 0.5% 0.0000
Volume 82 77 -5 -6.1% 336
Daily Pivots for day following 20-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2862 1.2817 1.2665
R3 1.2788 1.2743 1.2645
R2 1.2714 1.2714 1.2638
R1 1.2669 1.2669 1.2631 1.2655
PP 1.2640 1.2640 1.2640 1.2633
S1 1.2595 1.2595 1.2618 1.2581
S2 1.2566 1.2566 1.2611
S3 1.2492 1.2521 1.2604
S4 1.2418 1.2447 1.2584
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3617 1.3471 1.2877
R3 1.3308 1.3162 1.2792
R2 1.2999 1.2999 1.2764
R1 1.2853 1.2853 1.2736 1.2926
PP 1.2690 1.2690 1.2690 1.2726
S1 1.2544 1.2544 1.2679 1.2617
S2 1.2381 1.2381 1.2651
S3 1.2072 1.2235 1.2623
S4 1.1763 1.1926 1.2538
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2836 1.2568 0.0268 2.1% 0.0094 0.7% 21% False False 74
10 1.2836 1.2495 0.0341 2.7% 0.0088 0.7% 38% False False 144
20 1.2836 1.2495 0.0341 2.7% 0.0086 0.7% 38% False False 97
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2999
2.618 1.2878
1.618 1.2804
1.000 1.2759
0.618 1.2730
HIGH 1.2685
0.618 1.2656
0.500 1.2648
0.382 1.2639
LOW 1.2611
0.618 1.2565
1.000 1.2537
1.618 1.2491
2.618 1.2417
4.250 1.2296
Fisher Pivots for day following 20-Feb-2018
Pivot 1 day 3 day
R1 1.2648 1.2723
PP 1.2640 1.2690
S1 1.2632 1.2657

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

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