CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 28-Mar-2018
Day Change Summary
Previous Current
27-Mar-2018 28-Mar-2018 Change Change % Previous Week
Open 1.2615 1.2579 -0.0036 -0.3% 1.2447
High 1.2639 1.2579 -0.0060 -0.5% 1.2555
Low 1.2540 1.2461 -0.0080 -0.6% 1.2418
Close 1.2567 1.2471 -0.0097 -0.8% 1.2537
Range 0.0099 0.0119 0.0020 19.7% 0.0137
ATR 0.0083 0.0085 0.0003 3.1% 0.0000
Volume 143 398 255 178.3% 1,088
Daily Pivots for day following 28-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2859 1.2783 1.2536
R3 1.2740 1.2665 1.2503
R2 1.2622 1.2622 1.2492
R1 1.2546 1.2546 1.2481 1.2525
PP 1.2503 1.2503 1.2503 1.2493
S1 1.2428 1.2428 1.2460 1.2406
S2 1.2385 1.2385 1.2449
S3 1.2266 1.2309 1.2438
S4 1.2148 1.2191 1.2405
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 1.2456 0.0184 1.5% 0.0094 0.8% 8% False False 250
10 1.2639 1.2418 0.0221 1.8% 0.0092 0.7% 24% False False 196
20 1.2639 1.2344 0.0296 2.4% 0.0082 0.7% 43% False False 176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.3083
2.618 1.2889
1.618 1.2771
1.000 1.2698
0.618 1.2652
HIGH 1.2579
0.618 1.2534
0.500 1.2520
0.382 1.2506
LOW 1.2461
0.618 1.2387
1.000 1.2342
1.618 1.2269
2.618 1.2150
4.250 1.1957
Fisher Pivots for day following 28-Mar-2018
Pivot 1 day 3 day
R1 1.2520 1.2550
PP 1.2503 1.2523
S1 1.2487 1.2497

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

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