CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 25-Apr-2018
Day Change Summary
Previous Current
24-Apr-2018 25-Apr-2018 Change Change % Previous Week
Open 1.2445 1.2460 0.0016 0.1% 1.2576
High 1.2472 1.2460 -0.0012 -0.1% 1.2653
Low 1.2423 1.2407 -0.0016 -0.1% 1.2505
Close 1.2472 1.2411 -0.0061 -0.5% 1.2519
Range 0.0049 0.0054 0.0005 9.2% 0.0148
ATR 0.0063 0.0063 0.0000 0.2% 0.0000
Volume 125 71 -54 -43.2% 390
Daily Pivots for day following 25-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2586 1.2552 1.2440
R3 1.2533 1.2498 1.2425
R2 1.2479 1.2479 1.2420
R1 1.2445 1.2445 1.2415 1.2435
PP 1.2426 1.2426 1.2426 1.2421
S1 1.2391 1.2391 1.2406 1.2382
S2 1.2372 1.2372 1.2401
S3 1.2319 1.2338 1.2396
S4 1.2265 1.2284 1.2381
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 1.2407 0.0230 1.9% 0.0057 0.5% 2% False True 107
10 1.2653 1.2407 0.0247 2.0% 0.0048 0.4% 2% False True 79
20 1.2657 1.2407 0.0251 2.0% 0.0054 0.4% 2% False True 84
40 1.2735 1.2407 0.0329 2.6% 0.0064 0.5% 1% False True 79
60 1.2836 1.2407 0.0429 3.5% 0.0069 0.6% 1% False True 87
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2687
2.618 1.2600
1.618 1.2547
1.000 1.2514
0.618 1.2493
HIGH 1.2460
0.618 1.2440
0.500 1.2433
0.382 1.2427
LOW 1.2407
0.618 1.2373
1.000 1.2353
1.618 1.2320
2.618 1.2266
4.250 1.2179
Fisher Pivots for day following 25-Apr-2018
Pivot 1 day 3 day
R1 1.2433 1.2458
PP 1.2426 1.2442
S1 1.2418 1.2426

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

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