CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 22-Mar-2018
Day Change Summary
Previous Current
21-Mar-2018 22-Mar-2018 Change Change % Previous Week
Open 1.2528 1.2605 0.0077 0.6% 1.2588
High 1.2597 1.2648 0.0052 0.4% 1.2678
Low 1.2519 1.2564 0.0045 0.4% 1.2533
Close 1.2597 1.2573 -0.0024 -0.2% 1.2557
Range 0.0078 0.0085 0.0007 8.3% 0.0146
ATR 0.0080 0.0080 0.0000 0.4% 0.0000
Volume 51 73 22 43.1% 577
Daily Pivots for day following 22-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2848 1.2795 1.2619
R3 1.2764 1.2710 1.2596
R2 1.2679 1.2679 1.2588
R1 1.2626 1.2626 1.2580 1.2610
PP 1.2595 1.2595 1.2595 1.2587
S1 1.2541 1.2541 1.2565 1.2526
S2 1.2510 1.2510 1.2557
S3 1.2426 1.2457 1.2549
S4 1.2341 1.2372 1.2526
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 1.2648 1.2513 0.0135 1.1% 0.0088 0.7% 44% True False 66
10 1.2678 1.2513 0.0165 1.3% 0.0071 0.6% 36% False False 79
20 1.2729 1.2442 0.0287 2.3% 0.0072 0.6% 46% False False 74
40 1.2836 1.2442 0.0394 3.1% 0.0079 0.6% 33% False False 84
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3007
2.618 1.2869
1.618 1.2785
1.000 1.2733
0.618 1.2700
HIGH 1.2648
0.618 1.2616
0.500 1.2606
0.382 1.2596
LOW 1.2564
0.618 1.2511
1.000 1.2479
1.618 1.2427
2.618 1.2342
4.250 1.2204
Fisher Pivots for day following 22-Mar-2018
Pivot 1 day 3 day
R1 1.2606 1.2581
PP 1.2595 1.2578
S1 1.2584 1.2575

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

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