CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 22-Mar-2018
Day Change Summary
Previous Current
21-Mar-2018 22-Mar-2018 Change Change % Previous Week
Open 1.2418 1.2513 0.0095 0.8% 1.2499
High 1.2522 1.2555 0.0034 0.3% 1.2592
Low 1.2418 1.2456 0.0038 0.3% 1.2439
Close 1.2501 1.2477 -0.0025 -0.2% 1.2462
Range 0.0104 0.0100 -0.0004 -3.9% 0.0153
ATR 0.0080 0.0081 0.0001 1.8% 0.0000
Volume 283 294 11 3.9% 858
Daily Pivots for day following 22-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2794 1.2735 1.2531
R3 1.2695 1.2635 1.2504
R2 1.2595 1.2595 1.2495
R1 1.2536 1.2536 1.2486 1.2516
PP 1.2496 1.2496 1.2496 1.2486
S1 1.2436 1.2436 1.2467 1.2416
S2 1.2396 1.2396 1.2458
S3 1.2297 1.2337 1.2449
S4 1.2197 1.2237 1.2422
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 1.2555 1.2418 0.0137 1.1% 0.0095 0.8% 43% True False 189
10 1.2592 1.2418 0.0174 1.4% 0.0078 0.6% 34% False False 178
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2978
2.618 1.2815
1.618 1.2716
1.000 1.2655
0.618 1.2616
HIGH 1.2555
0.618 1.2517
0.500 1.2505
0.382 1.2494
LOW 1.2456
0.618 1.2394
1.000 1.2356
1.618 1.2295
2.618 1.2195
4.250 1.2033
Fisher Pivots for day following 22-Mar-2018
Pivot 1 day 3 day
R1 1.2505 1.2487
PP 1.2496 1.2483
S1 1.2486 1.2480

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

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