CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 13-Dec-2017
Day Change Summary
Previous Current
12-Dec-2017 13-Dec-2017 Change Change % Previous Week
Open 1.1849 1.1817 -0.0032 -0.3% 1.1950
High 1.1871 1.1913 0.0042 0.3% 1.1958
Low 1.1797 1.1811 0.0014 0.1% 1.1810
Close 1.1818 1.1902 0.0084 0.7% 1.1847
Range 0.0074 0.0102 0.0028 37.8% 0.0148
ATR 0.0069 0.0072 0.0002 3.4% 0.0000
Volume 158,612 241,076 82,464 52.0% 188,199
Daily Pivots for day following 13-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2181 1.2143 1.1958
R3 1.2079 1.2041 1.1930
R2 1.1977 1.1977 1.1920
R1 1.1939 1.1939 1.1911 1.1958
PP 1.1875 1.1875 1.1875 1.1884
S1 1.1837 1.1837 1.1892 1.1856
S2 1.1773 1.1773 1.1883
S3 1.1671 1.1735 1.1873
S4 1.1569 1.1633 1.1845
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2314 1.2228 1.1928
R3 1.2166 1.2080 1.1887
R2 1.2019 1.2019 1.1874
R1 1.1933 1.1933 1.1860 1.1902
PP 1.1871 1.1871 1.1871 1.1856
S1 1.1785 1.1785 1.1833 1.1755
S2 1.1724 1.1724 1.1819
S3 1.1576 1.1638 1.1806
S4 1.1429 1.1490 1.1765
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1913 1.1797 0.0116 1.0% 0.0063 0.5% 90% True False 121,381
10 1.2018 1.1797 0.0221 1.9% 0.0071 0.6% 47% False False 68,306
20 1.2044 1.1797 0.0247 2.1% 0.0072 0.6% 42% False False 35,507
40 1.2044 1.1649 0.0395 3.3% 0.0070 0.6% 64% False False 18,145
60 1.2150 1.1649 0.0501 4.2% 0.0071 0.6% 50% False False 12,229
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 0.0017
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2346
2.618 1.2180
1.618 1.2078
1.000 1.2015
0.618 1.1976
HIGH 1.1913
0.618 1.1874
0.500 1.1862
0.382 1.1849
LOW 1.1811
0.618 1.1747
1.000 1.1709
1.618 1.1645
2.618 1.1543
4.250 1.1377
Fisher Pivots for day following 13-Dec-2017
Pivot 1 day 3 day
R1 1.1888 1.1886
PP 1.1875 1.1870
S1 1.1862 1.1855

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

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