CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 06-Apr-2018
Day Change Summary
Previous Current
05-Apr-2018 06-Apr-2018 Change Change % Previous Week
Open 1.2431 1.2398 -0.0034 -0.3% 1.2476
High 1.2442 1.2439 -0.0003 0.0% 1.2500
Low 1.2374 1.2374 0.0000 0.0% 1.2374
Close 1.2391 1.2439 0.0048 0.4% 1.2439
Range 0.0068 0.0065 -0.0003 -4.4% 0.0126
ATR 0.0078 0.0077 -0.0001 -1.2% 0.0000
Volume 268 696 428 159.7% 1,490
Daily Pivots for day following 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2612 1.2591 1.2475
R3 1.2547 1.2526 1.2457
R2 1.2482 1.2482 1.2451
R1 1.2461 1.2461 1.2445 1.2472
PP 1.2417 1.2417 1.2417 1.2423
S1 1.2396 1.2396 1.2433 1.2407
S2 1.2352 1.2352 1.2427
S3 1.2287 1.2331 1.2421
S4 1.2222 1.2266 1.2403
Weekly Pivots for week ending 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2816 1.2753 1.2508
R3 1.2690 1.2627 1.2474
R2 1.2564 1.2564 1.2462
R1 1.2501 1.2501 1.2451 1.2470
PP 1.2438 1.2438 1.2438 1.2422
S1 1.2375 1.2375 1.2427 1.2344
S2 1.2312 1.2312 1.2416
S3 1.2186 1.2249 1.2404
S4 1.2060 1.2123 1.2370
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2500 1.2374 0.0126 1.0% 0.0063 0.5% 52% False True 298
10 1.2639 1.2374 0.0265 2.1% 0.0074 0.6% 25% False True 272
20 1.2639 1.2374 0.0265 2.1% 0.0076 0.6% 25% False True 225
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2715
2.618 1.2609
1.618 1.2544
1.000 1.2504
0.618 1.2479
HIGH 1.2439
0.618 1.2414
0.500 1.2407
0.382 1.2399
LOW 1.2374
0.618 1.2334
1.000 1.2309
1.618 1.2269
2.618 1.2204
4.250 1.2098
Fisher Pivots for day following 06-Apr-2018
Pivot 1 day 3 day
R1 1.2428 1.2433
PP 1.2417 1.2428
S1 1.2407 1.2422

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

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