CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 27-Feb-2018
Day Change Summary
Previous Current
26-Feb-2018 27-Feb-2018 Change Change % Previous Week
Open 1.2623 1.2611 -0.0012 -0.1% 1.2685
High 1.2633 1.2616 -0.0017 -0.1% 1.2685
Low 1.2573 1.2514 -0.0059 -0.5% 1.2553
Close 1.2595 1.2521 -0.0074 -0.6% 1.2579
Range 0.0060 0.0102 0.0042 69.2% 0.0132
ATR 0.0083 0.0084 0.0001 1.6% 0.0000
Volume 121 135 14 11.6% 333
Daily Pivots for day following 27-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2855 1.2789 1.2576
R3 1.2753 1.2688 1.2548
R2 1.2652 1.2652 1.2539
R1 1.2586 1.2586 1.2530 1.2568
PP 1.2550 1.2550 1.2550 1.2541
S1 1.2485 1.2485 1.2511 1.2467
S2 1.2449 1.2449 1.2502
S3 1.2347 1.2383 1.2493
S4 1.2246 1.2282 1.2465
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 1.2636 1.2514 0.0122 1.0% 0.0064 0.5% 5% False True 102
10 1.2836 1.2514 0.0322 2.6% 0.0079 0.6% 2% False True 88
20 1.2836 1.2495 0.0341 2.7% 0.0080 0.6% 7% False False 103
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3047
2.618 1.2881
1.618 1.2780
1.000 1.2717
0.618 1.2678
HIGH 1.2616
0.618 1.2577
0.500 1.2565
0.382 1.2553
LOW 1.2514
0.618 1.2451
1.000 1.2413
1.618 1.2350
2.618 1.2248
4.250 1.2083
Fisher Pivots for day following 27-Feb-2018
Pivot 1 day 3 day
R1 1.2565 1.2573
PP 1.2550 1.2556
S1 1.2535 1.2538

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

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