CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 28-Feb-2018
Day Change Summary
Previous Current
27-Feb-2018 28-Feb-2018 Change Change % Previous Week
Open 1.2611 1.2520 -0.0091 -0.7% 1.2685
High 1.2616 1.2520 -0.0096 -0.8% 1.2685
Low 1.2514 1.2480 -0.0035 -0.3% 1.2553
Close 1.2521 1.2485 -0.0036 -0.3% 1.2579
Range 0.0102 0.0040 -0.0062 -60.6% 0.0132
ATR 0.0084 0.0081 -0.0003 -3.7% 0.0000
Volume 135 27 -108 -80.0% 333
Daily Pivots for day following 28-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2615 1.2590 1.2507
R3 1.2575 1.2550 1.2496
R2 1.2535 1.2535 1.2492
R1 1.2510 1.2510 1.2489 1.2502
PP 1.2495 1.2495 1.2495 1.2491
S1 1.2470 1.2470 1.2481 1.2462
S2 1.2455 1.2455 1.2478
S3 1.2415 1.2430 1.2474
S4 1.2375 1.2390 1.2463
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 1.2633 1.2480 0.0153 1.2% 0.0059 0.5% 4% False True 85
10 1.2836 1.2480 0.0356 2.9% 0.0078 0.6% 2% False True 83
20 1.2836 1.2480 0.0356 2.9% 0.0078 0.6% 2% False True 103
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2690
2.618 1.2624
1.618 1.2584
1.000 1.2560
0.618 1.2544
HIGH 1.2520
0.618 1.2504
0.500 1.2500
0.382 1.2495
LOW 1.2480
0.618 1.2455
1.000 1.2440
1.618 1.2415
2.618 1.2375
4.250 1.2310
Fisher Pivots for day following 28-Feb-2018
Pivot 1 day 3 day
R1 1.2500 1.2556
PP 1.2495 1.2532
S1 1.2490 1.2509

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

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