CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 16-Mar-2018
Day Change Summary
Previous Current
15-Mar-2018 16-Mar-2018 Change Change % Previous Week
Open 1.2651 1.2607 -0.0044 -0.3% 1.2588
High 1.2651 1.2608 -0.0044 -0.3% 1.2678
Low 1.2577 1.2533 -0.0045 -0.4% 1.2533
Close 1.2579 1.2557 -0.0022 -0.2% 1.2557
Range 0.0074 0.0075 0.0001 1.4% 0.0146
ATR 0.0075 0.0075 0.0000 0.0% 0.0000
Volume 96 137 41 42.7% 577
Daily Pivots for day following 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2791 1.2749 1.2598
R3 1.2716 1.2674 1.2578
R2 1.2641 1.2641 1.2571
R1 1.2599 1.2599 1.2564 1.2582
PP 1.2566 1.2566 1.2566 1.2557
S1 1.2524 1.2524 1.2550 1.2507
S2 1.2491 1.2491 1.2543
S3 1.2416 1.2449 1.2536
S4 1.2341 1.2374 1.2516
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.3026 1.2937 1.2637
R3 1.2880 1.2791 1.2597
R2 1.2735 1.2735 1.2584
R1 1.2646 1.2646 1.2570 1.2618
PP 1.2589 1.2589 1.2589 1.2575
S1 1.2500 1.2500 1.2544 1.2472
S2 1.2444 1.2444 1.2530
S3 1.2298 1.2355 1.2517
S4 1.2153 1.2209 1.2477
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2678 1.2533 0.0146 1.2% 0.0062 0.5% 17% False True 115
10 1.2729 1.2533 0.0196 1.6% 0.0069 0.5% 13% False True 81
20 1.2836 1.2442 0.0394 3.1% 0.0072 0.6% 29% False False 80
40 1.2836 1.2442 0.0394 3.1% 0.0076 0.6% 29% False False 99
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2926
2.618 1.2804
1.618 1.2729
1.000 1.2683
0.618 1.2654
HIGH 1.2608
0.618 1.2579
0.500 1.2570
0.382 1.2561
LOW 1.2533
0.618 1.2486
1.000 1.2458
1.618 1.2411
2.618 1.2336
4.250 1.2214
Fisher Pivots for day following 16-Mar-2018
Pivot 1 day 3 day
R1 1.2570 1.2605
PP 1.2566 1.2589
S1 1.2561 1.2573

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

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