CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 23-Mar-2018
Day Change Summary
Previous Current
22-Mar-2018 23-Mar-2018 Change Change % Previous Week
Open 1.2605 1.2593 -0.0012 -0.1% 1.2530
High 1.2648 1.2633 -0.0015 -0.1% 1.2648
Low 1.2564 1.2588 0.0025 0.2% 1.2513
Close 1.2573 1.2633 0.0061 0.5% 1.2633
Range 0.0085 0.0045 -0.0040 -46.7% 0.0135
ATR 0.0080 0.0079 -0.0001 -1.7% 0.0000
Volume 73 115 42 57.5% 312
Daily Pivots for day following 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2753 1.2738 1.2658
R3 1.2708 1.2693 1.2645
R2 1.2663 1.2663 1.2641
R1 1.2648 1.2648 1.2637 1.2656
PP 1.2618 1.2618 1.2618 1.2622
S1 1.2603 1.2603 1.2629 1.2611
S2 1.2573 1.2573 1.2625
S3 1.2528 1.2558 1.2621
S4 1.2483 1.2513 1.2608
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.3003 1.2953 1.2707
R3 1.2868 1.2818 1.2670
R2 1.2733 1.2733 1.2658
R1 1.2683 1.2683 1.2645 1.2708
PP 1.2598 1.2598 1.2598 1.2611
S1 1.2548 1.2548 1.2621 1.2573
S2 1.2463 1.2463 1.2608
S3 1.2328 1.2413 1.2596
S4 1.2193 1.2278 1.2559
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% 0.0082 0.6% 89% False False 62
10 1.2678 1.2513 0.0165 1.3% 0.0072 0.6% 73% False False 88
20 1.2729 1.2442 0.0287 2.3% 0.0074 0.6% 67% False False 75
40 1.2836 1.2442 0.0394 3.1% 0.0077 0.6% 49% False False 85
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2824
2.618 1.2751
1.618 1.2706
1.000 1.2678
0.618 1.2661
HIGH 1.2633
0.618 1.2616
0.500 1.2611
0.382 1.2605
LOW 1.2588
0.618 1.2560
1.000 1.2543
1.618 1.2515
2.618 1.2470
4.250 1.2397
Fisher Pivots for day following 23-Mar-2018
Pivot 1 day 3 day
R1 1.2626 1.2616
PP 1.2618 1.2600
S1 1.2611 1.2583

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

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