CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 26-Dec-2017

Day Change Summary
	Previous	Current
	22-Dec-2017	26-Dec-2017	Change	Change %	Previous Week
Open	1.1988	1.2020	0.0032	0.3%	1.1913
High	1.2007	1.2025	0.0018	0.1%	1.2046
Low	1.1968	1.2002	0.0034	0.3%	1.1906
Close	1.2000	1.2013	0.0013	0.1%	1.2000
Range	0.0040	0.0024	-0.0016	-40.5%	0.0140
ATR	0.0060	0.0057	-0.0002	-4.2%	0.0000
Volume	81	234	153	188.9%	994

Daily Pivots for day following 26-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2084	1.2072	1.2026
R3	1.2060	1.2048	1.2019
R2	1.2037	1.2037	1.2017
R1	1.2025	1.2025	1.2015	1.2019
PP	1.2013	1.2013	1.2013	1.2010
S1	1.2001	1.2001	1.2011	1.1996
S2	1.1990	1.1990	1.2009
S3	1.1966	1.1978	1.2007
S4	1.1943	1.1954	1.2000

Weekly Pivots for week ending 22-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2404	1.2342	1.2077
R3	1.2264	1.2202	1.2039
R2	1.2124	1.2124	1.2026
R1	1.2062	1.2062	1.2013	1.2093
PP	1.1984	1.1984	1.1984	1.1999
S1	1.1922	1.1922	1.1987	1.1953
S2	1.1844	1.1844	1.1974
S3	1.1704	1.1782	1.1962
S4	1.1564	1.1642	1.1923

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2046	1.1934	0.0112	0.9%	0.0044	0.4%	71%	False	False	191
10	1.2046	1.1872	0.0174	1.4%	0.0058	0.5%	81%	False	False	1,663
20	1.2082	1.1872	0.0210	1.7%	0.0056	0.5%	67%	False	False	916

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	1.2125
2.618	1.2087
1.618	1.2063
1.000	1.2049
0.618	1.2040
HIGH	1.2025
0.618	1.2016
0.500	1.2013
0.382	1.2010
LOW	1.2002
0.618	1.1987
1.000	1.1978
1.618	1.1963
2.618	1.1940
4.250	1.1902

Fisher Pivots for day following 26-Dec-2017
Pivot	1 day	3 day
R1	1.2013	1.2009
PP	1.2013	1.2004
S1	1.2013	1.2000

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols