CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 05-Apr-2018
Day Change Summary
Previous Current
04-Apr-2018 05-Apr-2018 Change Change % Previous Week
Open 1.2524 1.2514 -0.0011 -0.1% 1.2628
High 1.2556 1.2525 -0.0031 -0.2% 1.2735
Low 1.2513 1.2470 -0.0043 -0.3% 1.2541
Close 1.2534 1.2485 -0.0049 -0.4% 1.2543
Range 0.0043 0.0055 0.0012 27.9% 0.0195
ATR 0.0074 0.0074 -0.0001 -1.0% 0.0000
Volume 76 59 -17 -22.4% 332
Daily Pivots for day following 05-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2658 1.2626 1.2515
R3 1.2603 1.2571 1.2500
R2 1.2548 1.2548 1.2495
R1 1.2516 1.2516 1.2490 1.2505
PP 1.2493 1.2493 1.2493 1.2487
S1 1.2461 1.2461 1.2479 1.2450
S2 1.2438 1.2438 1.2474
S3 1.2383 1.2406 1.2469
S4 1.2328 1.2351 1.2454
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 1.2594 1.2470 0.0124 1.0% 0.0054 0.4% 12% False True 55
10 1.2735 1.2470 0.0265 2.1% 0.0067 0.5% 5% False True 76
20 1.2735 1.2470 0.0265 2.1% 0.0072 0.6% 5% False True 79
40 1.2836 1.2442 0.0394 3.2% 0.0074 0.6% 11% False False 92
60 1.2836 1.2202 0.0634 5.1% 0.0076 0.6% 45% False False 86
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2759
2.618 1.2669
1.618 1.2614
1.000 1.2580
0.618 1.2559
HIGH 1.2525
0.618 1.2504
0.500 1.2498
0.382 1.2491
LOW 1.2470
0.618 1.2436
1.000 1.2415
1.618 1.2381
2.618 1.2326
4.250 1.2236
Fisher Pivots for day following 05-Apr-2018
Pivot 1 day 3 day
R1 1.2498 1.2527
PP 1.2493 1.2513
S1 1.2489 1.2499

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

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