CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 26-Apr-2018
Day Change Summary
Previous Current
25-Apr-2018 26-Apr-2018 Change Change % Previous Week
Open 1.2460 1.2415 -0.0046 -0.4% 1.2576
High 1.2460 1.2431 -0.0029 -0.2% 1.2653
Low 1.2407 1.2333 -0.0074 -0.6% 1.2505
Close 1.2411 1.2335 -0.0076 -0.6% 1.2519
Range 0.0054 0.0098 0.0045 83.2% 0.0148
ATR 0.0063 0.0066 0.0002 3.9% 0.0000
Volume 71 111 40 56.3% 390
Daily Pivots for day following 26-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2660 1.2595 1.2388
R3 1.2562 1.2497 1.2361
R2 1.2464 1.2464 1.2352
R1 1.2399 1.2399 1.2343 1.2383
PP 1.2366 1.2366 1.2366 1.2358
S1 1.2301 1.2301 1.2326 1.2285
S2 1.2268 1.2268 1.2317
S3 1.2170 1.2203 1.2308
S4 1.2072 1.2105 1.2281
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 1.2549 1.2333 0.0216 1.8% 0.0063 0.5% 1% False True 108
10 1.2653 1.2333 0.0320 2.6% 0.0055 0.4% 0% False True 87
20 1.2653 1.2333 0.0320 2.6% 0.0054 0.4% 0% False True 85
40 1.2735 1.2333 0.0402 3.3% 0.0065 0.5% 0% False True 81
60 1.2836 1.2333 0.0503 4.1% 0.0070 0.6% 0% False True 88
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 1.2848
2.618 1.2688
1.618 1.2590
1.000 1.2529
0.618 1.2492
HIGH 1.2431
0.618 1.2394
0.500 1.2382
0.382 1.2370
LOW 1.2333
0.618 1.2272
1.000 1.2235
1.618 1.2174
2.618 1.2076
4.250 1.1917
Fisher Pivots for day following 26-Apr-2018
Pivot 1 day 3 day
R1 1.2382 1.2402
PP 1.2366 1.2380
S1 1.2350 1.2357

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

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