CME Euro FX (E) Future September 2018

Trading Metrics calculated at close of trading on 03-Apr-2018

Day Change Summary
	Previous	Current
	02-Apr-2018	03-Apr-2018	Change	Change %	Previous Week
Open	1.2476	1.2456	-0.0020	-0.2%	1.2528
High	1.2500	1.2485	-0.0015	-0.1%	1.2639
Low	1.2446	1.2410	-0.0036	-0.3%	1.2442
Close	1.2458	1.2425	-0.0033	-0.3%	1.2448
Range	0.0054	0.0075	0.0021	38.9%	0.0198
ATR	0.0081	0.0080	0.0000	-0.5%	0.0000
Volume	95	160	65	68.4%	1,036

Daily Pivots for day following 03-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2665	1.2620	1.2466
R3	1.2590	1.2545	1.2446
R2	1.2515	1.2515	1.2439
R1	1.2470	1.2470	1.2432	1.2455
PP	1.2440	1.2440	1.2440	1.2433
S1	1.2395	1.2395	1.2418	1.2380
S2	1.2365	1.2365	1.2411
S3	1.2290	1.2320	1.2404
S4	1.2215	1.2245	1.2384

Weekly Pivots for week ending 30-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3102	1.2973	1.2557
R3	1.2905	1.2775	1.2502
R2	1.2707	1.2707	1.2484
R1	1.2578	1.2578	1.2466	1.2544
PP	1.2510	1.2510	1.2510	1.2493
S1	1.2380	1.2380	1.2430	1.2346
S2	1.2312	1.2312	1.2412
S3	1.2115	1.2183	1.2394
S4	1.1917	1.1985	1.2339

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2639	1.2410	0.0229	1.8%	0.0079	0.6%	7%	False	True	215
10	1.2639	1.2410	0.0229	1.8%	0.0086	0.7%	7%	False	True	226
20	1.2639	1.2410	0.0229	1.8%	0.0080	0.6%	7%	False	True	189

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2804
2.618	1.2681
1.618	1.2606
1.000	1.2560
0.618	1.2531
HIGH	1.2485
0.618	1.2456
0.500	1.2448
0.382	1.2439
LOW	1.2410
0.618	1.2364
1.000	1.2335
1.618	1.2289
2.618	1.2214
4.250	1.2091

Fisher Pivots for day following 03-Apr-2018
Pivot	1 day	3 day
R1	1.2448	1.2455
PP	1.2440	1.2445
S1	1.2433	1.2435

Download as Excel Spreadsheet

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

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