CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 12-Mar-2018
Day Change Summary
Previous Current
09-Mar-2018 12-Mar-2018 Change Change % Previous Week
Open 1.2565 1.2588 0.0023 0.2% 1.2560
High 1.2597 1.2613 0.0016 0.1% 1.2729
Low 1.2560 1.2577 0.0017 0.1% 1.2559
Close 1.2591 1.2613 0.0022 0.2% 1.2591
Range 0.0037 0.0036 -0.0001 -1.4% 0.0170
ATR 0.0081 0.0077 -0.0003 -4.0% 0.0000
Volume 22 124 102 463.6% 236
Daily Pivots for day following 12-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2709 1.2697 1.2632
R3 1.2673 1.2661 1.2622
R2 1.2637 1.2637 1.2619
R1 1.2625 1.2625 1.2616 1.2631
PP 1.2601 1.2601 1.2601 1.2604
S1 1.2589 1.2589 1.2609 1.2595
S2 1.2565 1.2565 1.2606
S3 1.2529 1.2553 1.2603
S4 1.2493 1.2517 1.2593
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.3135 1.3032 1.2684
R3 1.2965 1.2863 1.2637
R2 1.2796 1.2796 1.2622
R1 1.2693 1.2693 1.2606 1.2744
PP 1.2626 1.2626 1.2626 1.2652
S1 1.2524 1.2524 1.2575 1.2575
S2 1.2457 1.2457 1.2559
S3 1.2287 1.2354 1.2544
S4 1.2118 1.2185 1.2497
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2729 1.2560 0.0169 1.3% 0.0070 0.6% 31% False False 67
10 1.2729 1.2442 0.0287 2.3% 0.0073 0.6% 60% False False 61
20 1.2836 1.2442 0.0394 3.1% 0.0073 0.6% 43% False False 70
40 1.2836 1.2400 0.0436 3.5% 0.0078 0.6% 49% False False 92
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2766
2.618 1.2707
1.618 1.2671
1.000 1.2649
0.618 1.2635
HIGH 1.2613
0.618 1.2599
0.500 1.2595
0.382 1.2590
LOW 1.2577
0.618 1.2554
1.000 1.2541
1.618 1.2518
2.618 1.2482
4.250 1.2424
Fisher Pivots for day following 12-Mar-2018
Pivot 1 day 3 day
R1 1.2607 1.2638
PP 1.2601 1.2630
S1 1.2595 1.2621

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

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