CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 03-Apr-2018
Day Change Summary
Previous Current
02-Apr-2018 03-Apr-2018 Change Change % Previous Week
Open 1.2572 1.2555 -0.0017 -0.1% 1.2628
High 1.2594 1.2584 -0.0010 -0.1% 1.2735
Low 1.2535 1.2515 -0.0021 -0.2% 1.2541
Close 1.2552 1.2519 -0.0033 -0.3% 1.2543
Range 0.0059 0.0070 0.0011 18.8% 0.0195
ATR 0.0077 0.0077 -0.0001 -0.7% 0.0000
Volume 68 46 -22 -32.4% 332
Daily Pivots for day following 03-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2748 1.2703 1.2557
R3 1.2678 1.2633 1.2538
R2 1.2609 1.2609 1.2532
R1 1.2564 1.2564 1.2525 1.2552
PP 1.2539 1.2539 1.2539 1.2533
S1 1.2494 1.2494 1.2513 1.2482
S2 1.2470 1.2470 1.2506
S3 1.2400 1.2425 1.2500
S4 1.2331 1.2355 1.2481
Weekly Pivots for week ending 30-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.3190 1.3061 1.2649
R3 1.2995 1.2866 1.2596
R2 1.2801 1.2801 1.2578
R1 1.2672 1.2672 1.2560 1.2639
PP 1.2606 1.2606 1.2606 1.2590
S1 1.2477 1.2477 1.2525 1.2444
S2 1.2412 1.2412 1.2507
S3 1.2217 1.2283 1.2489
S4 1.2023 1.2088 1.2436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2735 1.2515 0.0221 1.8% 0.0069 0.6% 2% False True 68
10 1.2735 1.2513 0.0222 1.8% 0.0075 0.6% 3% False False 73
20 1.2735 1.2513 0.0222 1.8% 0.0074 0.6% 3% False False 77
40 1.2836 1.2442 0.0394 3.1% 0.0076 0.6% 20% False False 92
60 1.2836 1.2202 0.0634 5.1% 0.0075 0.6% 50% False False 84
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2879
2.618 1.2766
1.618 1.2696
1.000 1.2654
0.618 1.2627
HIGH 1.2584
0.618 1.2557
0.500 1.2549
0.382 1.2541
LOW 1.2515
0.618 1.2472
1.000 1.2445
1.618 1.2402
2.618 1.2333
4.250 1.2219
Fisher Pivots for day following 03-Apr-2018
Pivot 1 day 3 day
R1 1.2549 1.2554
PP 1.2539 1.2542
S1 1.2529 1.2531

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

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