CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 06-Apr-2018
Day Change Summary
Previous Current
05-Apr-2018 06-Apr-2018 Change Change % Previous Week
Open 1.2514 1.2484 -0.0030 -0.2% 1.2572
High 1.2525 1.2534 0.0009 0.1% 1.2594
Low 1.2470 1.2469 -0.0001 0.0% 1.2469
Close 1.2485 1.2533 0.0049 0.4% 1.2533
Range 0.0055 0.0065 0.0010 18.2% 0.0125
ATR 0.0074 0.0073 -0.0001 -0.8% 0.0000
Volume 59 298 239 405.1% 547
Daily Pivots for day following 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2707 1.2685 1.2569
R3 1.2642 1.2620 1.2551
R2 1.2577 1.2577 1.2545
R1 1.2555 1.2555 1.2539 1.2566
PP 1.2512 1.2512 1.2512 1.2518
S1 1.2490 1.2490 1.2527 1.2501
S2 1.2447 1.2447 1.2521
S3 1.2382 1.2425 1.2515
S4 1.2317 1.2360 1.2497
Weekly Pivots for week ending 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2905 1.2844 1.2601
R3 1.2781 1.2719 1.2567
R2 1.2656 1.2656 1.2556
R1 1.2595 1.2595 1.2544 1.2563
PP 1.2532 1.2532 1.2532 1.2516
S1 1.2470 1.2470 1.2522 1.2439
S2 1.2407 1.2407 1.2510
S3 1.2283 1.2346 1.2499
S4 1.2158 1.2221 1.2465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2594 1.2469 0.0125 1.0% 0.0058 0.5% 51% False True 109
10 1.2735 1.2469 0.0266 2.1% 0.0065 0.5% 24% False True 99
20 1.2735 1.2469 0.0266 2.1% 0.0068 0.5% 24% False True 89
40 1.2836 1.2442 0.0394 3.1% 0.0072 0.6% 23% False False 94
60 1.2836 1.2225 0.0611 4.9% 0.0076 0.6% 50% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2810
2.618 1.2704
1.618 1.2639
1.000 1.2599
0.618 1.2574
HIGH 1.2534
0.618 1.2509
0.500 1.2502
0.382 1.2494
LOW 1.2469
0.618 1.2429
1.000 1.2404
1.618 1.2364
2.618 1.2299
4.250 1.2193
Fisher Pivots for day following 06-Apr-2018
Pivot 1 day 3 day
R1 1.2523 1.2526
PP 1.2512 1.2519
S1 1.2502 1.2512

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

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