CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 02-Jan-2018
Day Change Summary
Previous Current
29-Dec-2017 02-Jan-2018 Change Change % Previous Week
Open 1.1994 1.2070 0.0077 0.6% 1.1946
High 1.2080 1.2135 0.0056 0.5% 1.2080
Low 1.1991 1.2057 0.0066 0.6% 1.1922
Close 1.2076 1.2106 0.0031 0.3% 1.2076
Range 0.0089 0.0079 -0.0011 -11.8% 0.0158
ATR 0.0068 0.0068 0.0001 1.1% 0.0000
Volume 172,363 200,345 27,982 16.2% 482,690
Daily Pivots for day following 02-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2335 1.2299 1.2149
R3 1.2256 1.2220 1.2128
R2 1.2178 1.2178 1.2120
R1 1.2142 1.2142 1.2113 1.2160
PP 1.2099 1.2099 1.2099 1.2108
S1 1.2063 1.2063 1.2099 1.2081
S2 1.2021 1.2021 1.2092
S3 1.1942 1.1985 1.2084
S4 1.1864 1.1906 1.2063
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 1.2135 1.1922 0.0213 1.8% 0.0064 0.5% 86% True False 136,607
10 1.2135 1.1829 0.0306 2.5% 0.0064 0.5% 91% True False 157,378
20 1.2135 1.1797 0.0338 2.8% 0.0065 0.5% 91% True False 137,186
40 1.2135 1.1649 0.0487 4.0% 0.0068 0.6% 94% True False 69,852
60 1.2135 1.1649 0.0487 4.0% 0.0068 0.6% 94% True False 46,737
80 1.2214 1.1649 0.0565 4.7% 0.0071 0.6% 81% False False 35,121
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2469
2.618 1.2341
1.618 1.2262
1.000 1.2214
0.618 1.2184
HIGH 1.2135
0.618 1.2105
0.500 1.2096
0.382 1.2086
LOW 1.2057
0.618 1.2008
1.000 1.1978
1.618 1.1929
2.618 1.1851
4.250 1.1723
Fisher Pivots for day following 02-Jan-2018
Pivot 1 day 3 day
R1 1.2103 1.2085
PP 1.2099 1.2065
S1 1.2096 1.2044

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

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