CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 04-Apr-2018
Day Change Summary
Previous Current
03-Apr-2018 04-Apr-2018 Change Change % Previous Week
Open 1.2555 1.2524 -0.0031 -0.2% 1.2628
High 1.2584 1.2556 -0.0029 -0.2% 1.2735
Low 1.2515 1.2513 -0.0002 0.0% 1.2541
Close 1.2519 1.2534 0.0015 0.1% 1.2543
Range 0.0070 0.0043 -0.0027 -38.1% 0.0195
ATR 0.0077 0.0074 -0.0002 -3.1% 0.0000
Volume 46 76 30 65.2% 332
Daily Pivots for day following 04-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2663 1.2641 1.2557
R3 1.2620 1.2598 1.2545
R2 1.2577 1.2577 1.2541
R1 1.2555 1.2555 1.2537 1.2566
PP 1.2534 1.2534 1.2534 1.2539
S1 1.2512 1.2512 1.2530 1.2523
S2 1.2491 1.2491 1.2526
S3 1.2448 1.2469 1.2522
S4 1.2405 1.2426 1.2510
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 1.2657 1.2513 0.0145 1.2% 0.0062 0.5% 15% False True 61
10 1.2735 1.2513 0.0223 1.8% 0.0069 0.6% 9% False True 76
20 1.2735 1.2513 0.0223 1.8% 0.0072 0.6% 9% False True 79
40 1.2836 1.2442 0.0394 3.1% 0.0075 0.6% 23% False False 93
60 1.2836 1.2202 0.0634 5.1% 0.0075 0.6% 52% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.2738
2.618 1.2668
1.618 1.2625
1.000 1.2599
0.618 1.2582
HIGH 1.2556
0.618 1.2539
0.500 1.2534
0.382 1.2529
LOW 1.2513
0.618 1.2486
1.000 1.2470
1.618 1.2443
2.618 1.2400
4.250 1.2330
Fisher Pivots for day following 04-Apr-2018
Pivot 1 day 3 day
R1 1.2534 1.2553
PP 1.2534 1.2547
S1 1.2534 1.2540

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

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