CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 18-Dec-2017
Day Change Summary
Previous Current
15-Dec-2017 18-Dec-2017 Change Change % Previous Week
Open 1.1850 1.1835 -0.0016 -0.1% 1.1849
High 1.1901 1.1919 0.0018 0.2% 1.1946
Low 1.1836 1.1829 -0.0007 -0.1% 1.1797
Close 1.1845 1.1868 0.0023 0.2% 1.1845
Range 0.0066 0.0090 0.0025 37.4% 0.0149
ATR 0.0073 0.0074 0.0001 1.7% 0.0000
Volume 288,522 184,992 -103,530 -35.9% 981,751
Daily Pivots for day following 18-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2142 1.2095 1.1917
R3 1.2052 1.2005 1.1892
R2 1.1962 1.1962 1.1884
R1 1.1915 1.1915 1.1876 1.1938
PP 1.1872 1.1872 1.1872 1.1884
S1 1.1825 1.1825 1.1859 1.1848
S2 1.1782 1.1782 1.1851
S3 1.1692 1.1735 1.1843
S4 1.1602 1.1645 1.1818
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2310 1.2226 1.1927
R3 1.2161 1.2077 1.1886
R2 1.2012 1.2012 1.1872
R1 1.1928 1.1928 1.1859 1.1896
PP 1.1863 1.1863 1.1863 1.1846
S1 1.1779 1.1779 1.1831 1.1747
S2 1.1714 1.1714 1.1818
S3 1.1565 1.1630 1.1804
S4 1.1416 1.1481 1.1763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1946 1.1797 0.0149 1.3% 0.0085 0.7% 47% False False 217,032
10 1.1956 1.1797 0.0159 1.3% 0.0070 0.6% 44% False False 134,893
20 1.2044 1.1797 0.0247 2.1% 0.0076 0.6% 29% False False 69,558
40 1.2044 1.1649 0.0395 3.3% 0.0070 0.6% 55% False False 35,257
60 1.2056 1.1649 0.0407 3.4% 0.0070 0.6% 54% False False 23,641
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2302
2.618 1.2155
1.618 1.2065
1.000 1.2009
0.618 1.1975
HIGH 1.1919
0.618 1.1885
0.500 1.1874
0.382 1.1863
LOW 1.1829
0.618 1.1773
1.000 1.1739
1.618 1.1683
2.618 1.1593
4.250 1.1447
Fisher Pivots for day following 18-Dec-2017
Pivot 1 day 3 day
R1 1.1874 1.1888
PP 1.1872 1.1881
S1 1.1870 1.1874

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

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