CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 29-Dec-2017
Day Change Summary
Previous Current
28-Dec-2017 29-Dec-2017 Change Change % Previous Week
Open 1.1960 1.1994 0.0034 0.3% 1.1946
High 1.2014 1.2080 0.0066 0.5% 1.2080
Low 1.1953 1.1991 0.0038 0.3% 1.1922
Close 1.2008 1.2076 0.0068 0.6% 1.2076
Range 0.0062 0.0089 0.0028 44.7% 0.0158
ATR 0.0066 0.0068 0.0002 2.5% 0.0000
Volume 129,545 172,363 42,818 33.1% 482,690
Daily Pivots for day following 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2316 1.2285 1.2124
R3 1.2227 1.2196 1.2100
R2 1.2138 1.2138 1.2092
R1 1.2107 1.2107 1.2084 1.2122
PP 1.2049 1.2049 1.2049 1.2056
S1 1.2018 1.2018 1.2067 1.2033
S2 1.1960 1.1960 1.2059
S3 1.1871 1.1929 1.2051
S4 1.1782 1.1840 1.2027
Weekly Pivots for week ending 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2498 1.2444 1.2162
R3 1.2341 1.2287 1.2119
R2 1.2183 1.2183 1.2104
R1 1.2129 1.2129 1.2090 1.2156
PP 1.2026 1.2026 1.2026 1.2039
S1 1.1972 1.1972 1.2061 1.1999
S2 1.1868 1.1868 1.2047
S3 1.1711 1.1814 1.2032
S4 1.1553 1.1657 1.1989
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2080 1.1893 0.0187 1.5% 0.0059 0.5% 98% True False 124,382
10 1.2080 1.1829 0.0251 2.1% 0.0063 0.5% 98% True False 166,195
20 1.2080 1.1797 0.0283 2.3% 0.0065 0.5% 99% True False 127,564
40 1.2080 1.1649 0.0431 3.6% 0.0068 0.6% 99% True False 64,855
60 1.2080 1.1649 0.0431 3.6% 0.0068 0.6% 99% True False 43,409
80 1.2214 1.1649 0.0565 4.7% 0.0071 0.6% 76% False False 32,622
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 0.0009
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2458
2.618 1.2313
1.618 1.2224
1.000 1.2169
0.618 1.2135
HIGH 1.2080
0.618 1.2046
0.500 1.2035
0.382 1.2024
LOW 1.1991
0.618 1.1935
1.000 1.1902
1.618 1.1846
2.618 1.1757
4.250 1.1612
Fisher Pivots for day following 29-Dec-2017
Pivot 1 day 3 day
R1 1.2062 1.2052
PP 1.2049 1.2029
S1 1.2035 1.2005

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

View Archives - Comment on this page... - Back to Index of Symbols