CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 10-Apr-2018
Day Change Summary
Previous Current
09-Apr-2018 10-Apr-2018 Change Change % Previous Week
Open 1.2526 1.2557 0.0031 0.2% 1.2572
High 1.2573 1.2620 0.0047 0.4% 1.2594
Low 1.2515 1.2547 0.0033 0.3% 1.2469
Close 1.2567 1.2606 0.0039 0.3% 1.2533
Range 0.0059 0.0073 0.0014 23.9% 0.0125
ATR 0.0072 0.0072 0.0000 0.1% 0.0000
Volume 136 61 -75 -55.1% 547
Daily Pivots for day following 10-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2808 1.2779 1.2645
R3 1.2736 1.2707 1.2625
R2 1.2663 1.2663 1.2619
R1 1.2634 1.2634 1.2612 1.2649
PP 1.2591 1.2591 1.2591 1.2598
S1 1.2562 1.2562 1.2599 1.2576
S2 1.2518 1.2518 1.2592
S3 1.2446 1.2489 1.2586
S4 1.2373 1.2417 1.2566
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 1.2620 1.2469 0.0151 1.2% 0.0059 0.5% 91% True False 126
10 1.2735 1.2469 0.0266 2.1% 0.0064 0.5% 51% False False 97
20 1.2735 1.2469 0.0266 2.1% 0.0071 0.6% 51% False False 92
40 1.2836 1.2442 0.0394 3.1% 0.0072 0.6% 42% False False 81
60 1.2836 1.2400 0.0436 3.5% 0.0075 0.6% 47% False False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2928
2.618 1.2809
1.618 1.2737
1.000 1.2692
0.618 1.2664
HIGH 1.2620
0.618 1.2592
0.500 1.2583
0.382 1.2575
LOW 1.2547
0.618 1.2502
1.000 1.2475
1.618 1.2430
2.618 1.2357
4.250 1.2239
Fisher Pivots for day following 10-Apr-2018
Pivot 1 day 3 day
R1 1.2598 1.2585
PP 1.2591 1.2565
S1 1.2583 1.2544

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

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