CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 15-Mar-2018
Day Change Summary
Previous Current
14-Mar-2018 15-Mar-2018 Change Change % Previous Week
Open 1.2653 1.2651 -0.0002 0.0% 1.2560
High 1.2677 1.2651 -0.0026 -0.2% 1.2729
Low 1.2634 1.2577 -0.0057 -0.5% 1.2559
Close 1.2653 1.2579 -0.0074 -0.6% 1.2591
Range 0.0043 0.0074 0.0032 74.1% 0.0170
ATR 0.0075 0.0075 0.0000 0.0% 0.0000
Volume 94 96 2 2.1% 236
Daily Pivots for day following 15-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2824 1.2775 1.2619
R3 1.2750 1.2701 1.2599
R2 1.2676 1.2676 1.2592
R1 1.2627 1.2627 1.2585 1.2615
PP 1.2602 1.2602 1.2602 1.2596
S1 1.2553 1.2553 1.2572 1.2541
S2 1.2528 1.2528 1.2565
S3 1.2454 1.2479 1.2558
S4 1.2380 1.2405 1.2538
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 1.2678 1.2560 0.0118 0.9% 0.0054 0.4% 16% False False 92
10 1.2729 1.2539 0.0190 1.5% 0.0068 0.5% 21% False False 73
20 1.2836 1.2442 0.0394 3.1% 0.0070 0.6% 35% False False 76
40 1.2836 1.2442 0.0394 3.1% 0.0075 0.6% 35% False False 96
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 True
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2966
2.618 1.2845
1.618 1.2771
1.000 1.2725
0.618 1.2697
HIGH 1.2651
0.618 1.2623
0.500 1.2614
0.382 1.2605
LOW 1.2577
0.618 1.2531
1.000 1.2503
1.618 1.2457
2.618 1.2383
4.250 1.2263
Fisher Pivots for day following 15-Mar-2018
Pivot 1 day 3 day
R1 1.2614 1.2628
PP 1.2602 1.2611
S1 1.2590 1.2595

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

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