CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 26-Feb-2018
Day Change Summary
Previous Current
23-Feb-2018 26-Feb-2018 Change Change % Previous Week
Open 1.2597 1.2623 0.0026 0.2% 1.2685
High 1.2597 1.2633 0.0036 0.3% 1.2685
Low 1.2576 1.2573 -0.0004 0.0% 1.2553
Close 1.2579 1.2595 0.0016 0.1% 1.2579
Range 0.0021 0.0060 0.0040 192.7% 0.0132
ATR 0.0084 0.0083 -0.0002 -2.1% 0.0000
Volume 91 121 30 33.0% 333
Daily Pivots for day following 26-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2780 1.2747 1.2628
R3 1.2720 1.2687 1.2611
R2 1.2660 1.2660 1.2606
R1 1.2627 1.2627 1.2600 1.2614
PP 1.2600 1.2600 1.2600 1.2593
S1 1.2567 1.2567 1.2589 1.2554
S2 1.2540 1.2540 1.2584
S3 1.2480 1.2507 1.2578
S4 1.2420 1.2447 1.2562
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3001 1.2922 1.2652
R3 1.2869 1.2790 1.2615
R2 1.2737 1.2737 1.2603
R1 1.2658 1.2658 1.2591 1.2632
PP 1.2605 1.2605 1.2605 1.2592
S1 1.2526 1.2526 1.2567 1.2500
S2 1.2473 1.2473 1.2555
S3 1.2341 1.2394 1.2543
S4 1.2209 1.2262 1.2506
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2685 1.2553 0.0132 1.0% 0.0059 0.5% 32% False False 90
10 1.2836 1.2527 0.0309 2.5% 0.0073 0.6% 22% False False 79
20 1.2836 1.2495 0.0341 2.7% 0.0079 0.6% 29% False False 97
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2888
2.618 1.2790
1.618 1.2730
1.000 1.2693
0.618 1.2670
HIGH 1.2633
0.618 1.2610
0.500 1.2603
0.382 1.2595
LOW 1.2573
0.618 1.2535
1.000 1.2513
1.618 1.2475
2.618 1.2415
4.250 1.2318
Fisher Pivots for day following 26-Feb-2018
Pivot 1 day 3 day
R1 1.2603 1.2594
PP 1.2600 1.2593
S1 1.2597 1.2593

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

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