CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 16-Apr-2018
Day Change Summary
Previous Current
13-Apr-2018 16-Apr-2018 Change Change % Previous Week
Open 1.2562 1.2576 0.0014 0.1% 1.2526
High 1.2580 1.2625 0.0045 0.4% 1.2638
Low 1.2562 1.2574 0.0012 0.1% 1.2515
Close 1.2576 1.2625 0.0049 0.4% 1.2576
Range 0.0018 0.0051 0.0033 183.3% 0.0124
ATR 0.0065 0.0064 -0.0001 -1.5% 0.0000
Volume 73 30 -43 -58.9% 342
Daily Pivots for day following 16-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2761 1.2744 1.2653
R3 1.2710 1.2693 1.2639
R2 1.2659 1.2659 1.2634
R1 1.2642 1.2642 1.2630 1.2651
PP 1.2608 1.2608 1.2608 1.2612
S1 1.2591 1.2591 1.2620 1.2600
S2 1.2557 1.2557 1.2616
S3 1.2506 1.2540 1.2611
S4 1.2455 1.2489 1.2597
Weekly Pivots for week ending 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2947 1.2885 1.2644
R3 1.2823 1.2761 1.2610
R2 1.2700 1.2700 1.2599
R1 1.2638 1.2638 1.2587 1.2669
PP 1.2576 1.2576 1.2576 1.2592
S1 1.2514 1.2514 1.2565 1.2545
S2 1.2453 1.2453 1.2553
S3 1.2329 1.2391 1.2542
S4 1.2206 1.2267 1.2508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2638 1.2547 0.0091 0.7% 0.0039 0.3% 86% False False 47
10 1.2638 1.2469 0.0169 1.3% 0.0049 0.4% 92% False False 85
20 1.2735 1.2469 0.0266 2.1% 0.0064 0.5% 59% False False 78
40 1.2836 1.2442 0.0394 3.1% 0.0068 0.5% 47% False False 79
60 1.2836 1.2442 0.0394 3.1% 0.0072 0.6% 47% False False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2842
2.618 1.2759
1.618 1.2708
1.000 1.2676
0.618 1.2657
HIGH 1.2625
0.618 1.2606
0.500 1.2600
0.382 1.2593
LOW 1.2574
0.618 1.2542
1.000 1.2523
1.618 1.2491
2.618 1.2440
4.250 1.2357
Fisher Pivots for day following 16-Apr-2018
Pivot 1 day 3 day
R1 1.2617 1.2612
PP 1.2608 1.2600
S1 1.2600 1.2587

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

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