CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 10-Jan-2018
Day Change Summary
Previous Current
09-Jan-2018 10-Jan-2018 Change Change % Previous Week
Open 1.2015 1.1985 -0.0030 -0.2% 1.2070
High 1.2024 1.2066 0.0043 0.4% 1.2141
Low 1.1964 1.1971 0.0007 0.1% 1.2054
Close 1.1980 1.2006 0.0027 0.2% 1.2099
Range 0.0060 0.0095 0.0036 59.7% 0.0087
ATR 0.0070 0.0072 0.0002 2.5% 0.0000
Volume 197,645 292,236 94,591 47.9% 795,103
Daily Pivots for day following 10-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2299 1.2248 1.2058
R3 1.2204 1.2153 1.2032
R2 1.2109 1.2109 1.2023
R1 1.2058 1.2058 1.2015 1.2084
PP 1.2014 1.2014 1.2014 1.2027
S1 1.1963 1.1963 1.1997 1.1989
S2 1.1919 1.1919 1.1989
S3 1.1824 1.1868 1.1980
S4 1.1729 1.1773 1.1954
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 1.1964 0.0177 1.5% 0.0080 0.7% 24% False False 219,712
10 1.2141 1.1931 0.0210 1.7% 0.0075 0.6% 36% False False 191,035
20 1.2141 1.1797 0.0344 2.9% 0.0072 0.6% 61% False False 187,861
40 1.2141 1.1728 0.0413 3.4% 0.0072 0.6% 67% False False 101,749
60 1.2141 1.1649 0.0492 4.1% 0.0069 0.6% 73% False False 68,072
80 1.2150 1.1649 0.0501 4.2% 0.0070 0.6% 71% False False 51,147
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2470
2.618 1.2315
1.618 1.2220
1.000 1.2161
0.618 1.2125
HIGH 1.2066
0.618 1.2030
0.500 1.2019
0.382 1.2007
LOW 1.1971
0.618 1.1912
1.000 1.1876
1.618 1.1817
2.618 1.1722
4.250 1.1567
Fisher Pivots for day following 10-Jan-2018
Pivot 1 day 3 day
R1 1.2019 1.2033
PP 1.2014 1.2024
S1 1.2010 1.2015

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

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