CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 21-Mar-2018
Day Change Summary
Previous Current
20-Mar-2018 21-Mar-2018 Change Change % Previous Week
Open 1.2603 1.2528 -0.0075 -0.6% 1.2588
High 1.2617 1.2597 -0.0020 -0.2% 1.2678
Low 1.2513 1.2519 0.0006 0.0% 1.2533
Close 1.2521 1.2597 0.0076 0.6% 1.2557
Range 0.0104 0.0078 -0.0026 -24.6% 0.0146
ATR 0.0080 0.0080 0.0000 -0.2% 0.0000
Volume 45 51 6 13.3% 577
Daily Pivots for day following 21-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2805 1.2779 1.2639
R3 1.2727 1.2701 1.2618
R2 1.2649 1.2649 1.2611
R1 1.2623 1.2623 1.2604 1.2636
PP 1.2571 1.2571 1.2571 1.2577
S1 1.2545 1.2545 1.2589 1.2558
S2 1.2493 1.2493 1.2582
S3 1.2415 1.2467 1.2575
S4 1.2337 1.2389 1.2554
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 1.2651 1.2513 0.0138 1.1% 0.0086 0.7% 61% False False 71
10 1.2716 1.2513 0.0203 1.6% 0.0076 0.6% 41% False False 82
20 1.2729 1.2442 0.0287 2.3% 0.0072 0.6% 54% False False 73
40 1.2836 1.2442 0.0394 3.1% 0.0079 0.6% 39% False False 87
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2928
2.618 1.2801
1.618 1.2723
1.000 1.2675
0.618 1.2645
HIGH 1.2597
0.618 1.2567
0.500 1.2558
0.382 1.2548
LOW 1.2519
0.618 1.2470
1.000 1.2441
1.618 1.2392
2.618 1.2314
4.250 1.2187
Fisher Pivots for day following 21-Mar-2018
Pivot 1 day 3 day
R1 1.2584 1.2588
PP 1.2571 1.2580
S1 1.2558 1.2571

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

View Archives - Comment on this page... - Back to Index of Symbols