CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 16-Mar-2018
Day Change Summary
Previous Current
15-Mar-2018 16-Mar-2018 Change Change % Previous Week
Open 1.2560 1.2486 -0.0074 -0.6% 1.2499
High 1.2560 1.2511 -0.0049 -0.4% 1.2592
Low 1.2484 1.2439 -0.0045 -0.4% 1.2439
Close 1.2484 1.2462 -0.0022 -0.2% 1.2462
Range 0.0076 0.0072 -0.0004 -5.3% 0.0153
ATR 0.0000 0.0074 0.0074 0.0000
Volume 59 62 3 5.1% 858
Daily Pivots for day following 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2685 1.2645 1.2501
R3 1.2614 1.2574 1.2482
R2 1.2542 1.2542 1.2475
R1 1.2502 1.2502 1.2469 1.2486
PP 1.2471 1.2471 1.2471 1.2463
S1 1.2431 1.2431 1.2455 1.2415
S2 1.2399 1.2399 1.2449
S3 1.2328 1.2359 1.2442
S4 1.2256 1.2288 1.2423
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2957 1.2862 1.2546
R3 1.2804 1.2709 1.2504
R2 1.2651 1.2651 1.2490
R1 1.2556 1.2556 1.2476 1.2527
PP 1.2498 1.2498 1.2498 1.2483
S1 1.2403 1.2403 1.2448 1.2374
S2 1.2345 1.2345 1.2434
S3 1.2192 1.2250 1.2420
S4 1.2039 1.2097 1.2378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2592 1.2439 0.0153 1.2% 0.0065 0.5% 15% False True 171
10 1.2634 1.2439 0.0195 1.6% 0.0068 0.5% 12% False True 144
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2814
2.618 1.2698
1.618 1.2626
1.000 1.2582
0.618 1.2555
HIGH 1.2511
0.618 1.2483
0.500 1.2475
0.382 1.2466
LOW 1.2439
0.618 1.2395
1.000 1.2368
1.618 1.2323
2.618 1.2252
4.250 1.2135
Fisher Pivots for day following 16-Mar-2018
Pivot 1 day 3 day
R1 1.2475 1.2516
PP 1.2471 1.2498
S1 1.2466 1.2480

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

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