CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 29-Mar-2018
Day Change Summary
Previous Current
28-Mar-2018 29-Mar-2018 Change Change % Previous Week
Open 1.2643 1.2566 -0.0077 -0.6% 1.2530
High 1.2657 1.2585 -0.0072 -0.6% 1.2648
Low 1.2561 1.2541 -0.0020 -0.2% 1.2513
Close 1.2565 1.2543 -0.0023 -0.2% 1.2633
Range 0.0097 0.0045 -0.0052 -53.9% 0.0135
ATR 0.0081 0.0079 -0.0003 -3.2% 0.0000
Volume 91 26 -65 -71.4% 312
Daily Pivots for day following 29-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2690 1.2661 1.2567
R3 1.2645 1.2616 1.2555
R2 1.2601 1.2601 1.2551
R1 1.2572 1.2572 1.2547 1.2564
PP 1.2556 1.2556 1.2556 1.2552
S1 1.2527 1.2527 1.2538 1.2519
S2 1.2512 1.2512 1.2534
S3 1.2467 1.2483 1.2530
S4 1.2423 1.2438 1.2518
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 1.2541 0.0195 1.6% 0.0072 0.6% 1% False True 89
10 1.2735 1.2513 0.0222 1.8% 0.0080 0.6% 13% False False 78
20 1.2735 1.2513 0.0222 1.8% 0.0074 0.6% 13% False False 75
40 1.2836 1.2442 0.0394 3.1% 0.0077 0.6% 26% False False 90
60 1.2836 1.2202 0.0634 5.1% 0.0074 0.6% 54% False False 85
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0.0010
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2774
2.618 1.2702
1.618 1.2657
1.000 1.2630
0.618 1.2613
HIGH 1.2585
0.618 1.2568
0.500 1.2563
0.382 1.2557
LOW 1.2541
0.618 1.2513
1.000 1.2496
1.618 1.2468
2.618 1.2424
4.250 1.2351
Fisher Pivots for day following 29-Mar-2018
Pivot 1 day 3 day
R1 1.2563 1.2638
PP 1.2556 1.2606
S1 1.2549 1.2574

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

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