CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 13-Mar-2018
Day Change Summary
Previous Current
12-Mar-2018 13-Mar-2018 Change Change % Previous Week
Open 1.2588 1.2596 0.0008 0.1% 1.2560
High 1.2613 1.2678 0.0066 0.5% 1.2729
Low 1.2577 1.2596 0.0019 0.2% 1.2559
Close 1.2613 1.2675 0.0062 0.5% 1.2591
Range 0.0036 0.0083 0.0047 129.2% 0.0170
ATR 0.0077 0.0078 0.0000 0.5% 0.0000
Volume 124 126 2 1.6% 236
Daily Pivots for day following 13-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2897 1.2868 1.2720
R3 1.2814 1.2786 1.2697
R2 1.2732 1.2732 1.2690
R1 1.2703 1.2703 1.2682 1.2718
PP 1.2649 1.2649 1.2649 1.2657
S1 1.2621 1.2621 1.2667 1.2635
S2 1.2567 1.2567 1.2659
S3 1.2484 1.2538 1.2652
S4 1.2402 1.2456 1.2629
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% 0.0069 0.5% 68% False False 87
10 1.2729 1.2442 0.0287 2.3% 0.0071 0.6% 81% False False 60
20 1.2836 1.2442 0.0394 3.1% 0.0075 0.6% 59% False False 74
40 1.2836 1.2442 0.0394 3.1% 0.0077 0.6% 59% False False 94
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3029
2.618 1.2894
1.618 1.2811
1.000 1.2761
0.618 1.2729
HIGH 1.2678
0.618 1.2646
0.500 1.2637
0.382 1.2627
LOW 1.2596
0.618 1.2545
1.000 1.2513
1.618 1.2462
2.618 1.2380
4.250 1.2245
Fisher Pivots for day following 13-Mar-2018
Pivot 1 day 3 day
R1 1.2662 1.2656
PP 1.2649 1.2638
S1 1.2637 1.2619

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

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