CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 11-Apr-2018
Day Change Summary
Previous Current
10-Apr-2018 11-Apr-2018 Change Change % Previous Week
Open 1.2460 1.2510 0.0050 0.4% 1.2476
High 1.2527 1.2546 0.0020 0.2% 1.2500
Low 1.2458 1.2500 0.0043 0.3% 1.2374
Close 1.2511 1.2514 0.0003 0.0% 1.2439
Range 0.0069 0.0046 -0.0023 -33.3% 0.0126
ATR 0.0075 0.0073 -0.0002 -2.8% 0.0000
Volume 452 218 -234 -51.8% 1,490
Daily Pivots for day following 11-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2658 1.2632 1.2539
R3 1.2612 1.2586 1.2526
R2 1.2566 1.2566 1.2522
R1 1.2540 1.2540 1.2518 1.2553
PP 1.2520 1.2520 1.2520 1.2526
S1 1.2494 1.2494 1.2509 1.2507
S2 1.2474 1.2474 1.2505
S3 1.2428 1.2448 1.2501
S4 1.2382 1.2402 1.2488
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 1.2546 1.2374 0.0172 1.4% 0.0062 0.5% 81% True False 372
10 1.2579 1.2374 0.0205 1.6% 0.0066 0.5% 68% False False 306
20 1.2639 1.2374 0.0265 2.1% 0.0076 0.6% 53% False False 243
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0014
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.2742
2.618 1.2666
1.618 1.2620
1.000 1.2592
0.618 1.2574
HIGH 1.2546
0.618 1.2528
0.500 1.2523
0.382 1.2518
LOW 1.2500
0.618 1.2472
1.000 1.2454
1.618 1.2426
2.618 1.2380
4.250 1.2305
Fisher Pivots for day following 11-Apr-2018
Pivot 1 day 3 day
R1 1.2523 1.2503
PP 1.2520 1.2492
S1 1.2517 1.2481

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

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