CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 24-Apr-2018
Day Change Summary
Previous Current
23-Apr-2018 24-Apr-2018 Change Change % Previous Week
Open 1.2508 1.2445 -0.0063 -0.5% 1.2576
High 1.2510 1.2472 -0.0038 -0.3% 1.2653
Low 1.2437 1.2423 -0.0015 -0.1% 1.2505
Close 1.2440 1.2472 0.0032 0.3% 1.2519
Range 0.0073 0.0049 -0.0024 -32.4% 0.0148
ATR 0.0064 0.0063 -0.0001 -1.7% 0.0000
Volume 106 125 19 17.9% 390
Daily Pivots for day following 24-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2602 1.2586 1.2498
R3 1.2553 1.2537 1.2485
R2 1.2504 1.2504 1.2480
R1 1.2488 1.2488 1.2476 1.2496
PP 1.2455 1.2455 1.2455 1.2459
S1 1.2439 1.2439 1.2467 1.2447
S2 1.2406 1.2406 1.2463
S3 1.2357 1.2390 1.2458
S4 1.2308 1.2341 1.2445
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 1.2637 1.2423 0.0214 1.7% 0.0052 0.4% 23% False True 104
10 1.2653 1.2423 0.0231 1.8% 0.0046 0.4% 21% False True 76
20 1.2735 1.2423 0.0313 2.5% 0.0055 0.4% 16% False True 86
40 1.2735 1.2423 0.0313 2.5% 0.0065 0.5% 16% False True 80
60 1.2836 1.2423 0.0413 3.3% 0.0070 0.6% 12% False True 86
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 1.2680
2.618 1.2600
1.618 1.2551
1.000 1.2521
0.618 1.2502
HIGH 1.2472
0.618 1.2453
0.500 1.2447
0.382 1.2441
LOW 1.2423
0.618 1.2392
1.000 1.2374
1.618 1.2343
2.618 1.2294
4.250 1.2214
Fisher Pivots for day following 24-Apr-2018
Pivot 1 day 3 day
R1 1.2463 1.2486
PP 1.2455 1.2481
S1 1.2447 1.2476

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

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