CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 26-Mar-2018
Day Change Summary
Previous Current
23-Mar-2018 26-Mar-2018 Change Change % Previous Week
Open 1.2593 1.2628 0.0036 0.3% 1.2530
High 1.2633 1.2726 0.0093 0.7% 1.2648
Low 1.2588 1.2628 0.0040 0.3% 1.2513
Close 1.2633 1.2721 0.0088 0.7% 1.2633
Range 0.0045 0.0098 0.0053 116.7% 0.0135
ATR 0.0079 0.0080 0.0001 1.7% 0.0000
Volume 115 103 -12 -10.4% 312
Daily Pivots for day following 26-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2984 1.2950 1.2775
R3 1.2887 1.2853 1.2748
R2 1.2789 1.2789 1.2739
R1 1.2755 1.2755 1.2730 1.2772
PP 1.2692 1.2692 1.2692 1.2700
S1 1.2658 1.2658 1.2712 1.2675
S2 1.2594 1.2594 1.2703
S3 1.2497 1.2560 1.2694
S4 1.2399 1.2463 1.2667
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 1.2726 1.2513 0.0213 1.7% 0.0082 0.6% 98% True False 77
10 1.2726 1.2513 0.0213 1.7% 0.0078 0.6% 98% True False 86
20 1.2729 1.2442 0.0287 2.3% 0.0076 0.6% 97% False False 74
40 1.2836 1.2442 0.0394 3.1% 0.0077 0.6% 71% False False 86
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3140
2.618 1.2981
1.618 1.2883
1.000 1.2823
0.618 1.2786
HIGH 1.2726
0.618 1.2688
0.500 1.2677
0.382 1.2665
LOW 1.2628
0.618 1.2568
1.000 1.2531
1.618 1.2470
2.618 1.2373
4.250 1.2214
Fisher Pivots for day following 26-Mar-2018
Pivot 1 day 3 day
R1 1.2706 1.2696
PP 1.2692 1.2670
S1 1.2677 1.2645

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

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