CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 21-Feb-2018
Day Change Summary
Previous Current
20-Feb-2018 21-Feb-2018 Change Change % Previous Week
Open 1.2685 1.2599 -0.0086 -0.7% 1.2562
High 1.2685 1.2636 -0.0049 -0.4% 1.2836
Low 1.2611 1.2572 -0.0039 -0.3% 1.2527
Close 1.2625 1.2590 -0.0035 -0.3% 1.2708
Range 0.0074 0.0065 -0.0010 -12.8% 0.0309
ATR 0.0091 0.0089 -0.0002 -2.1% 0.0000
Volume 77 111 34 44.2% 336
Daily Pivots for day following 21-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2793 1.2756 1.2625
R3 1.2728 1.2691 1.2608
R2 1.2664 1.2664 1.2602
R1 1.2627 1.2627 1.2596 1.2613
PP 1.2599 1.2599 1.2599 1.2592
S1 1.2562 1.2562 1.2584 1.2549
S2 1.2535 1.2535 1.2578
S3 1.2470 1.2498 1.2572
S4 1.2406 1.2433 1.2555
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% 0.0097 0.8% 8% False False 81
10 1.2836 1.2495 0.0341 2.7% 0.0085 0.7% 28% False False 145
20 1.2836 1.2495 0.0341 2.7% 0.0086 0.7% 28% False False 102
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2910
2.618 1.2805
1.618 1.2740
1.000 1.2701
0.618 1.2676
HIGH 1.2636
0.618 1.2611
0.500 1.2604
0.382 1.2596
LOW 1.2572
0.618 1.2532
1.000 1.2507
1.618 1.2467
2.618 1.2403
4.250 1.2297
Fisher Pivots for day following 21-Feb-2018
Pivot 1 day 3 day
R1 1.2604 1.2704
PP 1.2599 1.2666
S1 1.2595 1.2628

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

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