CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 23-Jan-2018
Day Change Summary
Previous Current
22-Jan-2018 23-Jan-2018 Change Change % Previous Week
Open 1.2298 1.2301 0.0003 0.0% 1.2250
High 1.2309 1.2347 0.0038 0.3% 1.2369
Low 1.2255 1.2264 0.0009 0.1% 1.2209
Close 1.2300 1.2336 0.0036 0.3% 1.2275
Range 0.0054 0.0084 0.0030 54.6% 0.0160
ATR 0.0088 0.0088 0.0000 -0.4% 0.0000
Volume 173,513 221,040 47,527 27.4% 1,339,915
Daily Pivots for day following 23-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2566 1.2534 1.2381
R3 1.2482 1.2451 1.2358
R2 1.2399 1.2399 1.2351
R1 1.2367 1.2367 1.2343 1.2383
PP 1.2315 1.2315 1.2315 1.2323
S1 1.2284 1.2284 1.2328 1.2300
S2 1.2232 1.2232 1.2320
S3 1.2148 1.2200 1.2313
S4 1.2065 1.2117 1.2290
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 1.2209 0.0160 1.3% 0.0093 0.8% 79% False False 237,677
10 1.2369 1.1964 0.0405 3.3% 0.0105 0.8% 92% False False 293,515
20 1.2369 1.1893 0.0476 3.9% 0.0087 0.7% 93% False False 227,540
40 1.2369 1.1797 0.0572 4.6% 0.0080 0.7% 94% False False 162,537
60 1.2369 1.1649 0.0720 5.8% 0.0076 0.6% 95% False False 108,769
80 1.2369 1.1649 0.0720 5.8% 0.0073 0.6% 95% False False 81,682
100 1.2369 1.1649 0.0720 5.8% 0.0075 0.6% 95% False False 65,399
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 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2702
2.618 1.2566
1.618 1.2482
1.000 1.2431
0.618 1.2399
HIGH 1.2347
0.618 1.2315
0.500 1.2305
0.382 1.2295
LOW 1.2264
0.618 1.2212
1.000 1.2180
1.618 1.2128
2.618 1.2045
4.250 1.1909
Fisher Pivots for day following 23-Jan-2018
Pivot 1 day 3 day
R1 1.2325 1.2324
PP 1.2315 1.2313
S1 1.2305 1.2301

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

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