CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 09-Apr-2018
Day Change Summary
Previous Current
06-Apr-2018 09-Apr-2018 Change Change % Previous Week
Open 1.2484 1.2526 0.0043 0.3% 1.2572
High 1.2534 1.2573 0.0039 0.3% 1.2594
Low 1.2469 1.2515 0.0046 0.4% 1.2469
Close 1.2533 1.2567 0.0034 0.3% 1.2533
Range 0.0065 0.0059 -0.0007 -10.0% 0.0125
ATR 0.0073 0.0072 -0.0001 -1.4% 0.0000
Volume 298 136 -162 -54.4% 547
Daily Pivots for day following 09-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2727 1.2705 1.2599
R3 1.2668 1.2647 1.2583
R2 1.2610 1.2610 1.2577
R1 1.2588 1.2588 1.2572 1.2599
PP 1.2551 1.2551 1.2551 1.2557
S1 1.2530 1.2530 1.2561 1.2541
S2 1.2493 1.2493 1.2556
S3 1.2434 1.2471 1.2550
S4 1.2376 1.2413 1.2534
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 1.2584 1.2469 0.0115 0.9% 0.0058 0.5% 85% False False 123
10 1.2735 1.2469 0.0266 2.1% 0.0067 0.5% 37% False False 101
20 1.2735 1.2469 0.0266 2.1% 0.0069 0.6% 37% False False 95
40 1.2836 1.2442 0.0394 3.1% 0.0072 0.6% 32% False False 80
60 1.2836 1.2225 0.0611 4.9% 0.0076 0.6% 56% False False 92
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2822
2.618 1.2726
1.618 1.2668
1.000 1.2632
0.618 1.2609
HIGH 1.2573
0.618 1.2551
0.500 1.2544
0.382 1.2537
LOW 1.2515
0.618 1.2478
1.000 1.2456
1.618 1.2420
2.618 1.2361
4.250 1.2266
Fisher Pivots for day following 09-Apr-2018
Pivot 1 day 3 day
R1 1.2559 1.2551
PP 1.2551 1.2536
S1 1.2544 1.2521

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

View Archives - Comment on this page... - Back to Index of Symbols