CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 28-Mar-2018
Day Change Summary
Previous Current
27-Mar-2018 28-Mar-2018 Change Change % Previous Week
Open 1.2735 1.2643 -0.0093 -0.7% 1.2530
High 1.2735 1.2657 -0.0078 -0.6% 1.2648
Low 1.2658 1.2561 -0.0098 -0.8% 1.2513
Close 1.2662 1.2565 -0.0097 -0.8% 1.2633
Range 0.0077 0.0097 0.0020 25.3% 0.0135
ATR 0.0080 0.0081 0.0002 1.9% 0.0000
Volume 112 91 -21 -18.8% 312
Daily Pivots for day following 28-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2884 1.2821 1.2618
R3 1.2787 1.2724 1.2592
R2 1.2691 1.2691 1.2583
R1 1.2628 1.2628 1.2574 1.2611
PP 1.2594 1.2594 1.2594 1.2586
S1 1.2531 1.2531 1.2556 1.2515
S2 1.2498 1.2498 1.2547
S3 1.2401 1.2435 1.2538
S4 1.2305 1.2338 1.2512
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 1.2561 0.0175 1.4% 0.0080 0.6% 3% False True 98
10 1.2735 1.2513 0.0222 1.8% 0.0083 0.7% 23% False False 85
20 1.2735 1.2442 0.0294 2.3% 0.0077 0.6% 42% False False 76
40 1.2836 1.2442 0.0394 3.1% 0.0077 0.6% 31% False False 90
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 False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3067
2.618 1.2910
1.618 1.2813
1.000 1.2754
0.618 1.2717
HIGH 1.2657
0.618 1.2620
0.500 1.2609
0.382 1.2597
LOW 1.2561
0.618 1.2501
1.000 1.2464
1.618 1.2404
2.618 1.2308
4.250 1.2150
Fisher Pivots for day following 28-Mar-2018
Pivot 1 day 3 day
R1 1.2609 1.2648
PP 1.2594 1.2620
S1 1.2580 1.2593

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

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