CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 14-Mar-2018
Day Change Summary
Previous Current
13-Mar-2018 14-Mar-2018 Change Change % Previous Week
Open 1.2596 1.2653 0.0058 0.5% 1.2560
High 1.2678 1.2677 -0.0002 0.0% 1.2729
Low 1.2596 1.2634 0.0039 0.3% 1.2559
Close 1.2675 1.2653 -0.0022 -0.2% 1.2591
Range 0.0083 0.0043 -0.0040 -48.5% 0.0170
ATR 0.0078 0.0075 -0.0003 -3.2% 0.0000
Volume 126 94 -32 -25.4% 236
Daily Pivots for day following 14-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2782 1.2760 1.2676
R3 1.2739 1.2717 1.2664
R2 1.2697 1.2697 1.2660
R1 1.2675 1.2675 1.2656 1.2665
PP 1.2654 1.2654 1.2654 1.2649
S1 1.2632 1.2632 1.2649 1.2622
S2 1.2612 1.2612 1.2645
S3 1.2569 1.2590 1.2641
S4 1.2527 1.2547 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 1.2716 1.2560 0.0156 1.2% 0.0067 0.5% 59% False False 93
10 1.2729 1.2442 0.0287 2.3% 0.0071 0.6% 74% False False 67
20 1.2836 1.2442 0.0394 3.1% 0.0075 0.6% 54% False False 75
40 1.2836 1.2442 0.0394 3.1% 0.0076 0.6% 54% False False 94
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2857
2.618 1.2788
1.618 1.2745
1.000 1.2719
0.618 1.2703
HIGH 1.2677
0.618 1.2660
0.500 1.2655
0.382 1.2650
LOW 1.2634
0.618 1.2608
1.000 1.2592
1.618 1.2565
2.618 1.2523
4.250 1.2453
Fisher Pivots for day following 14-Mar-2018
Pivot 1 day 3 day
R1 1.2655 1.2644
PP 1.2654 1.2636
S1 1.2653 1.2627

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

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