CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 13-Apr-2018
Day Change Summary
Previous Current
12-Apr-2018 13-Apr-2018 Change Change % Previous Week
Open 1.2522 1.2477 -0.0045 -0.4% 1.2422
High 1.2524 1.2494 -0.0030 -0.2% 1.2546
Low 1.2450 1.2460 0.0010 0.1% 1.2417
Close 1.2479 1.2481 0.0002 0.0% 1.2481
Range 0.0074 0.0034 -0.0040 -53.7% 0.0130
ATR 0.0073 0.0070 -0.0003 -3.8% 0.0000
Volume 671 101 -570 -84.9% 1,668
Daily Pivots for day following 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2580 1.2564 1.2499
R3 1.2546 1.2530 1.2490
R2 1.2512 1.2512 1.2487
R1 1.2496 1.2496 1.2484 1.2504
PP 1.2478 1.2478 1.2478 1.2482
S1 1.2462 1.2462 1.2477 1.2470
S2 1.2444 1.2444 1.2474
S3 1.2410 1.2428 1.2471
S4 1.2376 1.2394 1.2462
Weekly Pivots for week ending 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2870 1.2805 1.2552
R3 1.2740 1.2675 1.2516
R2 1.2611 1.2611 1.2504
R1 1.2546 1.2546 1.2492 1.2578
PP 1.2481 1.2481 1.2481 1.2497
S1 1.2416 1.2416 1.2469 1.2449
S2 1.2352 1.2352 1.2457
S3 1.2222 1.2287 1.2445
S4 1.2093 1.2157 1.2409
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2546 1.2417 0.0130 1.0% 0.0057 0.5% 49% False False 333
10 1.2546 1.2374 0.0172 1.4% 0.0060 0.5% 62% False False 315
20 1.2639 1.2374 0.0265 2.1% 0.0075 0.6% 40% False False 267
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1.2638
2.618 1.2583
1.618 1.2549
1.000 1.2528
0.618 1.2515
HIGH 1.2494
0.618 1.2481
0.500 1.2477
0.382 1.2472
LOW 1.2460
0.618 1.2438
1.000 1.2426
1.618 1.2404
2.618 1.2370
4.250 1.2315
Fisher Pivots for day following 13-Apr-2018
Pivot 1 day 3 day
R1 1.2479 1.2498
PP 1.2478 1.2492
S1 1.2477 1.2486

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

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