CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 27-Mar-2018
Day Change Summary
Previous Current
26-Mar-2018 27-Mar-2018 Change Change % Previous Week
Open 1.2528 1.2615 0.0087 0.7% 1.2447
High 1.2630 1.2639 0.0009 0.1% 1.2555
Low 1.2528 1.2540 0.0012 0.1% 1.2418
Close 1.2625 1.2567 -0.0058 -0.5% 1.2537
Range 0.0102 0.0099 -0.0003 -2.9% 0.0137
ATR 0.0082 0.0083 0.0001 1.5% 0.0000
Volume 215 143 -72 -33.5% 1,088
Daily Pivots for day following 27-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2879 1.2822 1.2621
R3 1.2780 1.2723 1.2594
R2 1.2681 1.2681 1.2585
R1 1.2624 1.2624 1.2576 1.2603
PP 1.2582 1.2582 1.2582 1.2572
S1 1.2525 1.2525 1.2558 1.2504
S2 1.2483 1.2483 1.2549
S3 1.2384 1.2426 1.2540
S4 1.2285 1.2327 1.2513
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 1.2639 1.2418 0.0221 1.8% 0.0091 0.7% 67% True False 227
10 1.2639 1.2418 0.0221 1.8% 0.0086 0.7% 67% True False 180
20 1.2639 1.2344 0.0296 2.4% 0.0078 0.6% 76% True False 168
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3060
2.618 1.2898
1.618 1.2799
1.000 1.2738
0.618 1.2700
HIGH 1.2639
0.618 1.2601
0.500 1.2590
0.382 1.2578
LOW 1.2540
0.618 1.2479
1.000 1.2441
1.618 1.2380
2.618 1.2281
4.250 1.2119
Fisher Pivots for day following 27-Mar-2018
Pivot 1 day 3 day
R1 1.2590 1.2566
PP 1.2582 1.2566
S1 1.2575 1.2565

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

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