CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 18-Apr-2018
Day Change Summary
Previous Current
17-Apr-2018 18-Apr-2018 Change Change % Previous Week
Open 1.2632 1.2616 -0.0016 -0.1% 1.2526
High 1.2653 1.2627 -0.0027 -0.2% 1.2638
Low 1.2581 1.2600 0.0020 0.2% 1.2515
Close 1.2609 1.2618 0.0009 0.1% 1.2576
Range 0.0073 0.0027 -0.0046 -63.4% 0.0124
ATR 0.0064 0.0062 -0.0003 -4.2% 0.0000
Volume 68 58 -10 -14.7% 342
Daily Pivots for day following 18-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2694 1.2682 1.2632
R3 1.2668 1.2656 1.2625
R2 1.2641 1.2641 1.2622
R1 1.2629 1.2629 1.2620 1.2635
PP 1.2615 1.2615 1.2615 1.2618
S1 1.2603 1.2603 1.2615 1.2609
S2 1.2588 1.2588 1.2613
S3 1.2562 1.2576 1.2610
S4 1.2535 1.2550 1.2603
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 1.2653 1.2549 0.0105 0.8% 0.0039 0.3% 66% False False 51
10 1.2653 1.2469 0.0184 1.5% 0.0047 0.4% 81% False False 85
20 1.2735 1.2469 0.0266 2.1% 0.0058 0.5% 56% False False 80
40 1.2735 1.2442 0.0294 2.3% 0.0065 0.5% 60% False False 78
60 1.2836 1.2442 0.0394 3.1% 0.0072 0.6% 45% False False 84
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2739
2.618 1.2696
1.618 1.2669
1.000 1.2653
0.618 1.2643
HIGH 1.2627
0.618 1.2616
0.500 1.2613
0.382 1.2610
LOW 1.2600
0.618 1.2584
1.000 1.2574
1.618 1.2557
2.618 1.2531
4.250 1.2487
Fisher Pivots for day following 18-Apr-2018
Pivot 1 day 3 day
R1 1.2616 1.2616
PP 1.2615 1.2615
S1 1.2613 1.2614

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

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