CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 27-Mar-2018
Day Change Summary
Previous Current
26-Mar-2018 27-Mar-2018 Change Change % Previous Week
Open 1.2628 1.2735 0.0107 0.8% 1.2530
High 1.2726 1.2735 0.0010 0.1% 1.2648
Low 1.2628 1.2658 0.0030 0.2% 1.2513
Close 1.2721 1.2662 -0.0059 -0.5% 1.2633
Range 0.0098 0.0077 -0.0021 -21.0% 0.0135
ATR 0.0080 0.0080 0.0000 -0.3% 0.0000
Volume 103 112 9 8.7% 312
Daily Pivots for day following 27-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2916 1.2866 1.2704
R3 1.2839 1.2789 1.2683
R2 1.2762 1.2762 1.2676
R1 1.2712 1.2712 1.2669 1.2699
PP 1.2685 1.2685 1.2685 1.2678
S1 1.2635 1.2635 1.2655 1.2622
S2 1.2608 1.2608 1.2648
S3 1.2531 1.2558 1.2641
S4 1.2454 1.2481 1.2620
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 1.2735 1.2519 0.0217 1.7% 0.0076 0.6% 66% True False 90
10 1.2735 1.2513 0.0222 1.8% 0.0078 0.6% 67% True False 85
20 1.2735 1.2442 0.0294 2.3% 0.0074 0.6% 75% True False 73
40 1.2836 1.2442 0.0394 3.1% 0.0077 0.6% 56% False False 88
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3062
2.618 1.2937
1.618 1.2860
1.000 1.2812
0.618 1.2783
HIGH 1.2735
0.618 1.2706
0.500 1.2697
0.382 1.2687
LOW 1.2658
0.618 1.2610
1.000 1.2581
1.618 1.2533
2.618 1.2456
4.250 1.2331
Fisher Pivots for day following 27-Mar-2018
Pivot 1 day 3 day
R1 1.2697 1.2662
PP 1.2685 1.2662
S1 1.2674 1.2662

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

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