CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 22-Feb-2018
Day Change Summary
Previous Current
21-Feb-2018 22-Feb-2018 Change Change % Previous Week
Open 1.2599 1.2553 -0.0046 -0.4% 1.2562
High 1.2636 1.2626 -0.0010 -0.1% 1.2836
Low 1.2572 1.2553 -0.0019 -0.2% 1.2527
Close 1.2590 1.2616 0.0026 0.2% 1.2708
Range 0.0065 0.0074 0.0009 14.0% 0.0309
ATR 0.0089 0.0088 -0.0001 -1.2% 0.0000
Volume 111 54 -57 -51.4% 336
Daily Pivots for day following 22-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2819 1.2791 1.2656
R3 1.2745 1.2717 1.2636
R2 1.2672 1.2672 1.2629
R1 1.2644 1.2644 1.2623 1.2658
PP 1.2598 1.2598 1.2598 1.2605
S1 1.2570 1.2570 1.2609 1.2584
S2 1.2525 1.2525 1.2603
S3 1.2451 1.2497 1.2596
S4 1.2378 1.2423 1.2576
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 1.2553 0.0283 2.2% 0.0079 0.6% 22% False True 76
10 1.2836 1.2495 0.0341 2.7% 0.0079 0.6% 36% False False 130
20 1.2836 1.2495 0.0341 2.7% 0.0086 0.7% 36% False False 95
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2938
2.618 1.2818
1.618 1.2745
1.000 1.2700
0.618 1.2671
HIGH 1.2626
0.618 1.2598
0.500 1.2589
0.382 1.2581
LOW 1.2553
0.618 1.2507
1.000 1.2479
1.618 1.2434
2.618 1.2360
4.250 1.2240
Fisher Pivots for day following 22-Feb-2018
Pivot 1 day 3 day
R1 1.2607 1.2619
PP 1.2598 1.2618
S1 1.2589 1.2617

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

View Archives - Comment on this page... - Back to Index of Symbols