CME Euro FX (E) Future September 2018

Trading Metrics calculated at close of trading on 12-Apr-2018

Day Change Summary
	Previous	Current
	11-Apr-2018	12-Apr-2018	Change	Change %	Previous Week
Open	1.2510	1.2522	0.0012	0.1%	1.2476
High	1.2546	1.2524	-0.0023	-0.2%	1.2500
Low	1.2500	1.2450	-0.0050	-0.4%	1.2374
Close	1.2514	1.2479	-0.0035	-0.3%	1.2439
Range	0.0046	0.0074	0.0028	59.8%	0.0126
ATR	0.0073	0.0073	0.0000	0.0%	0.0000
Volume	218	671	453	207.8%	1,490

Daily Pivots for day following 12-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2705	1.2665	1.2519
R3	1.2631	1.2592	1.2499
R2	1.2558	1.2558	1.2492
R1	1.2518	1.2518	1.2485	1.2501
PP	1.2484	1.2484	1.2484	1.2476
S1	1.2445	1.2445	1.2472	1.2428
S2	1.2411	1.2411	1.2465
S3	1.2337	1.2371	1.2458
S4	1.2264	1.2298	1.2438

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%	0.0063	0.5%	61%	False	False	452
10	1.2546	1.2374	0.0172	1.4%	0.0061	0.5%	61%	False	False	333
20	1.2639	1.2374	0.0265	2.1%	0.0077	0.6%	39%	False	False	265

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	0.0014
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.2836
2.618	1.2716
1.618	1.2642
1.000	1.2597
0.618	1.2569
HIGH	1.2524
0.618	1.2495
0.500	1.2487
0.382	1.2478
LOW	1.2450
0.618	1.2405
1.000	1.2377
1.618	1.2331
2.618	1.2258
4.250	1.2138

Fisher Pivots for day following 12-Apr-2018
Pivot	1 day	3 day
R1	1.2487	1.2498
PP	1.2484	1.2492
S1	1.2481	1.2485

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