CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 30-Jan-2018
Day Change Summary
Previous Current
29-Jan-2018 30-Jan-2018 Change Change % Previous Week
Open 1.2456 1.2421 -0.0035 -0.3% 1.2298
High 1.2469 1.2491 0.0022 0.2% 1.2577
Low 1.2374 1.2372 -0.0003 0.0% 1.2255
Close 1.2427 1.2441 0.0015 0.1% 1.2460
Range 0.0095 0.0120 0.0025 25.8% 0.0322
ATR 0.0098 0.0099 0.0002 1.6% 0.0000
Volume 282,188 299,582 17,394 6.2% 1,607,555
Daily Pivots for day following 30-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2793 1.2737 1.2507
R3 1.2674 1.2617 1.2474
R2 1.2554 1.2554 1.2463
R1 1.2498 1.2498 1.2452 1.2526
PP 1.2435 1.2435 1.2435 1.2449
S1 1.2378 1.2378 1.2430 1.2406
S2 1.2315 1.2315 1.2419
S3 1.2196 1.2259 1.2408
S4 1.2076 1.2139 1.2375
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.3395 1.3249 1.2637
R3 1.3074 1.2928 1.2548
R2 1.2752 1.2752 1.2519
R1 1.2606 1.2606 1.2489 1.2679
PP 1.2431 1.2431 1.2431 1.2467
S1 1.2285 1.2285 1.2431 1.2358
S2 1.2109 1.2109 1.2401
S3 1.1788 1.1963 1.2372
S4 1.1466 1.1642 1.2283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2577 1.2329 0.0248 2.0% 0.0127 1.0% 45% False False 358,954
10 1.2577 1.2209 0.0368 3.0% 0.0110 0.9% 63% False False 298,315
20 1.2577 1.1964 0.0613 4.9% 0.0104 0.8% 78% False False 286,183
40 1.2577 1.1797 0.0780 6.3% 0.0085 0.7% 83% False False 206,874
60 1.2577 1.1649 0.0928 7.5% 0.0080 0.6% 85% False False 138,631
80 1.2577 1.1649 0.0928 7.5% 0.0077 0.6% 85% False False 104,102
100 1.2577 1.1649 0.0928 7.5% 0.0078 0.6% 85% False False 83,335
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2999
2.618 1.2804
1.618 1.2684
1.000 1.2611
0.618 1.2565
HIGH 1.2491
0.618 1.2445
0.500 1.2431
0.382 1.2417
LOW 1.2372
0.618 1.2298
1.000 1.2252
1.618 1.2178
2.618 1.2059
4.250 1.1864
Fisher Pivots for day following 30-Jan-2018
Pivot 1 day 3 day
R1 1.2438 1.2451
PP 1.2435 1.2448
S1 1.2431 1.2444

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

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