CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 05-Jan-2018
Day Change Summary
Previous Current
04-Jan-2018 05-Jan-2018 Change Change % Previous Week
Open 1.2064 1.2122 0.0058 0.5% 1.2070
High 1.2141 1.2133 -0.0008 -0.1% 1.2141
Low 1.2055 1.2071 0.0016 0.1% 1.2054
Close 1.2122 1.2099 -0.0024 -0.2% 1.2099
Range 0.0086 0.0063 -0.0023 -26.9% 0.0087
ATR 0.0069 0.0069 0.0000 -0.7% 0.0000
Volume 222,465 187,567 -34,898 -15.7% 795,103
Daily Pivots for day following 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2288 1.2256 1.2133
R3 1.2226 1.2193 1.2116
R2 1.2163 1.2163 1.2110
R1 1.2131 1.2131 1.2104 1.2116
PP 1.2101 1.2101 1.2101 1.2093
S1 1.2068 1.2068 1.2093 1.2053
S2 1.2038 1.2038 1.2087
S3 1.1976 1.2006 1.2081
S4 1.1913 1.1943 1.2064
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2359 1.2316 1.2146
R3 1.2272 1.2229 1.2122
R2 1.2185 1.2185 1.2114
R1 1.2142 1.2142 1.2106 1.2163
PP 1.2098 1.2098 1.2098 1.2108
S1 1.2055 1.2055 1.2091 1.2076
S2 1.2011 1.2011 1.2083
S3 1.1924 1.1968 1.2075
S4 1.1837 1.1881 1.2051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2141 1.1991 0.0150 1.2% 0.0076 0.6% 72% False False 193,493
10 1.2141 1.1893 0.0248 2.0% 0.0062 0.5% 83% False False 157,571
20 1.2141 1.1797 0.0344 2.8% 0.0066 0.5% 88% False False 163,796
40 1.2141 1.1675 0.0466 3.9% 0.0069 0.6% 91% False False 84,665
60 1.2141 1.1649 0.0492 4.1% 0.0068 0.6% 91% False False 56,627
80 1.2150 1.1649 0.0501 4.1% 0.0071 0.6% 90% False False 42,549
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2399
2.618 1.2297
1.618 1.2234
1.000 1.2196
0.618 1.2172
HIGH 1.2133
0.618 1.2109
0.500 1.2102
0.382 1.2094
LOW 1.2071
0.618 1.2032
1.000 1.2008
1.618 1.1969
2.618 1.1907
4.250 1.1805
Fisher Pivots for day following 05-Jan-2018
Pivot 1 day 3 day
R1 1.2102 1.2098
PP 1.2101 1.2098
S1 1.2100 1.2097

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

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