CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 19-Jan-2018
Day Change Summary
Previous Current
18-Jan-2018 19-Jan-2018 Change Change % Previous Week
Open 1.2213 1.2285 0.0072 0.6% 1.2250
High 1.2309 1.2337 0.0029 0.2% 1.2369
Low 1.2209 1.2256 0.0047 0.4% 1.2209
Close 1.2286 1.2275 -0.0011 -0.1% 1.2275
Range 0.0100 0.0081 -0.0019 -18.6% 0.0160
ATR 0.0091 0.0090 -0.0001 -0.8% 0.0000
Volume 233,389 236,184 2,795 1.2% 1,339,915
Daily Pivots for day following 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2532 1.2485 1.2320
R3 1.2451 1.2404 1.2297
R2 1.2370 1.2370 1.2290
R1 1.2323 1.2323 1.2282 1.2306
PP 1.2289 1.2289 1.2289 1.2281
S1 1.2242 1.2242 1.2268 1.2225
S2 1.2208 1.2208 1.2260
S3 1.2127 1.2161 1.2253
S4 1.2046 1.2080 1.2230
Weekly Pivots for week ending 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2763 1.2678 1.2363
R3 1.2603 1.2519 1.2319
R2 1.2444 1.2444 1.2304
R1 1.2359 1.2359 1.2290 1.2402
PP 1.2284 1.2284 1.2284 1.2305
S1 1.2200 1.2200 1.2260 1.2242
S2 1.2125 1.2125 1.2246
S3 1.1965 1.2040 1.2231
S4 1.1806 1.1881 1.2187
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2369 1.2077 0.0292 2.4% 0.0125 1.0% 68% False False 346,706
10 1.2369 1.1964 0.0405 3.3% 0.0107 0.9% 77% False False 292,681
20 1.2369 1.1893 0.0476 3.9% 0.0085 0.7% 80% False False 225,899
40 1.2369 1.1797 0.0572 4.7% 0.0080 0.7% 84% False False 152,792
60 1.2369 1.1649 0.0720 5.9% 0.0076 0.6% 87% False False 102,210
80 1.2369 1.1649 0.0720 5.9% 0.0073 0.6% 87% False False 76,758
100 1.2369 1.1649 0.0720 5.9% 0.0076 0.6% 87% False False 61,458
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0020
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2681
2.618 1.2549
1.618 1.2468
1.000 1.2418
0.618 1.2387
HIGH 1.2337
0.618 1.2306
0.500 1.2297
0.382 1.2287
LOW 1.2256
0.618 1.2206
1.000 1.2175
1.618 1.2125
2.618 1.2044
4.250 1.1912
Fisher Pivots for day following 19-Jan-2018
Pivot 1 day 3 day
R1 1.2297 1.2289
PP 1.2289 1.2284
S1 1.2282 1.2280

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

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