CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 23-Mar-2018
Day Change Summary
Previous Current
22-Mar-2018 23-Mar-2018 Change Change % Previous Week
Open 1.2513 1.2494 -0.0019 -0.2% 1.2447
High 1.2555 1.2543 -0.0012 -0.1% 1.2555
Low 1.2456 1.2491 0.0035 0.3% 1.2418
Close 1.2477 1.2537 0.0061 0.5% 1.2537
Range 0.0100 0.0053 -0.0047 -47.2% 0.0137
ATR 0.0081 0.0080 -0.0001 -1.3% 0.0000
Volume 294 202 -92 -31.3% 1,088
Daily Pivots for day following 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2681 1.2662 1.2566
R3 1.2629 1.2609 1.2551
R2 1.2576 1.2576 1.2547
R1 1.2557 1.2557 1.2542 1.2566
PP 1.2524 1.2524 1.2524 1.2528
S1 1.2504 1.2504 1.2532 1.2514
S2 1.2471 1.2471 1.2527
S3 1.2419 1.2452 1.2523
S4 1.2366 1.2399 1.2508
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2914 1.2863 1.2612
R3 1.2777 1.2726 1.2575
R2 1.2640 1.2640 1.2562
R1 1.2589 1.2589 1.2550 1.2615
PP 1.2503 1.2503 1.2503 1.2516
S1 1.2452 1.2452 1.2524 1.2478
S2 1.2366 1.2366 1.2512
S3 1.2229 1.2315 1.2499
S4 1.2092 1.2178 1.2462
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% 0.0091 0.7% 87% False False 217
10 1.2592 1.2418 0.0174 1.4% 0.0078 0.6% 68% False False 194
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2766
2.618 1.2680
1.618 1.2628
1.000 1.2596
0.618 1.2575
HIGH 1.2543
0.618 1.2523
0.500 1.2517
0.382 1.2511
LOW 1.2491
0.618 1.2458
1.000 1.2438
1.618 1.2406
2.618 1.2353
4.250 1.2267
Fisher Pivots for day following 23-Mar-2018
Pivot 1 day 3 day
R1 1.2530 1.2520
PP 1.2524 1.2503
S1 1.2517 1.2487

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

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