CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 11-Apr-2018
Day Change Summary
Previous Current
10-Apr-2018 11-Apr-2018 Change Change % Previous Week
Open 1.2557 1.2621 0.0064 0.5% 1.2572
High 1.2620 1.2638 0.0019 0.1% 1.2594
Low 1.2547 1.2608 0.0061 0.5% 1.2469
Close 1.2606 1.2608 0.0003 0.0% 1.2533
Range 0.0073 0.0030 -0.0043 -58.6% 0.0125
ATR 0.0072 0.0069 -0.0003 -3.9% 0.0000
Volume 61 42 -19 -31.1% 547
Daily Pivots for day following 11-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2708 1.2688 1.2625
R3 1.2678 1.2658 1.2616
R2 1.2648 1.2648 1.2614
R1 1.2628 1.2628 1.2611 1.2623
PP 1.2618 1.2618 1.2618 1.2616
S1 1.2598 1.2598 1.2605 1.2593
S2 1.2588 1.2588 1.2603
S3 1.2558 1.2568 1.2600
S4 1.2528 1.2538 1.2592
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 1.2638 1.2469 0.0169 1.3% 0.0056 0.4% 82% True False 119
10 1.2657 1.2469 0.0188 1.5% 0.0059 0.5% 74% False False 90
20 1.2735 1.2469 0.0266 2.1% 0.0068 0.5% 52% False False 87
40 1.2836 1.2442 0.0394 3.1% 0.0072 0.6% 42% False False 81
60 1.2836 1.2442 0.0394 3.1% 0.0074 0.6% 42% False False 92
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1.2766
2.618 1.2717
1.618 1.2687
1.000 1.2668
0.618 1.2657
HIGH 1.2638
0.618 1.2627
0.500 1.2623
0.382 1.2619
LOW 1.2608
0.618 1.2589
1.000 1.2578
1.618 1.2559
2.618 1.2529
4.250 1.2481
Fisher Pivots for day following 11-Apr-2018
Pivot 1 day 3 day
R1 1.2623 1.2597
PP 1.2618 1.2587
S1 1.2613 1.2576

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

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