CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 20-Apr-2018
Day Change Summary
Previous Current
19-Apr-2018 20-Apr-2018 Change Change % Previous Week
Open 1.2637 1.2549 -0.0088 -0.7% 1.2576
High 1.2637 1.2549 -0.0088 -0.7% 1.2653
Low 1.2569 1.2505 -0.0064 -0.5% 1.2505
Close 1.2576 1.2519 -0.0057 -0.5% 1.2519
Range 0.0068 0.0044 -0.0024 -35.3% 0.0148
ATR 0.0062 0.0063 0.0001 1.0% 0.0000
Volume 103 131 28 27.2% 390
Daily Pivots for day following 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2656 1.2631 1.2543
R3 1.2612 1.2587 1.2531
R2 1.2568 1.2568 1.2527
R1 1.2543 1.2543 1.2523 1.2534
PP 1.2524 1.2524 1.2524 1.2519
S1 1.2499 1.2499 1.2514 1.2490
S2 1.2480 1.2480 1.2510
S3 1.2436 1.2455 1.2506
S4 1.2392 1.2411 1.2494
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.3003 1.2909 1.2600
R3 1.2855 1.2761 1.2559
R2 1.2707 1.2707 1.2546
R1 1.2613 1.2613 1.2532 1.2586
PP 1.2559 1.2559 1.2559 1.2545
S1 1.2465 1.2465 1.2505 1.2438
S2 1.2411 1.2411 1.2491
S3 1.2263 1.2317 1.2478
S4 1.2115 1.2169 1.2437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2653 1.2505 0.0148 1.2% 0.0052 0.4% 9% False True 78
10 1.2653 1.2505 0.0148 1.2% 0.0047 0.4% 9% False True 73
20 1.2735 1.2469 0.0266 2.1% 0.0056 0.4% 19% False False 86
40 1.2735 1.2442 0.0294 2.3% 0.0064 0.5% 26% False False 80
60 1.2836 1.2442 0.0394 3.1% 0.0071 0.6% 20% False False 85
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2736
2.618 1.2664
1.618 1.2620
1.000 1.2593
0.618 1.2576
HIGH 1.2549
0.618 1.2532
0.500 1.2527
0.382 1.2522
LOW 1.2505
0.618 1.2478
1.000 1.2461
1.618 1.2434
2.618 1.2390
4.250 1.2318
Fisher Pivots for day following 20-Apr-2018
Pivot 1 day 3 day
R1 1.2527 1.2571
PP 1.2524 1.2553
S1 1.2521 1.2536

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

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