CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 20-Apr-2018
Day Change Summary
Previous Current
19-Apr-2018 20-Apr-2018 Change Change % Previous Week
Open 1.2516 1.2484 -0.0032 -0.3% 1.2488
High 1.2543 1.2490 -0.0053 -0.4% 1.2557
Low 1.2475 1.2393 -0.0082 -0.7% 1.2393
Close 1.2479 1.2423 -0.0056 -0.4% 1.2423
Range 0.0068 0.0097 0.0029 43.0% 0.0164
ATR 0.0069 0.0071 0.0002 2.9% 0.0000
Volume 252 1,218 966 383.3% 2,049
Daily Pivots for day following 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2725 1.2670 1.2476
R3 1.2628 1.2574 1.2450
R2 1.2532 1.2532 1.2441
R1 1.2477 1.2477 1.2432 1.2456
PP 1.2435 1.2435 1.2435 1.2425
S1 1.2381 1.2381 1.2414 1.2360
S2 1.2339 1.2339 1.2405
S3 1.2242 1.2284 1.2396
S4 1.2146 1.2188 1.2370
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2948 1.2849 1.2513
R3 1.2785 1.2686 1.2468
R2 1.2621 1.2621 1.2453
R1 1.2522 1.2522 1.2438 1.2490
PP 1.2458 1.2458 1.2458 1.2441
S1 1.2359 1.2359 1.2408 1.2326
S2 1.2294 1.2294 1.2393
S3 1.2131 1.2195 1.2378
S4 1.1967 1.2032 1.2333
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2557 1.2393 0.0164 1.3% 0.0071 0.6% 18% False True 409
10 1.2557 1.2393 0.0164 1.3% 0.0064 0.5% 18% False True 371
20 1.2639 1.2374 0.0265 2.1% 0.0069 0.6% 18% False False 322
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 0.0013
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.2900
2.618 1.2742
1.618 1.2646
1.000 1.2586
0.618 1.2549
HIGH 1.2490
0.618 1.2453
0.500 1.2441
0.382 1.2430
LOW 1.2393
0.618 1.2333
1.000 1.2297
1.618 1.2237
2.618 1.2140
4.250 1.1983
Fisher Pivots for day following 20-Apr-2018
Pivot 1 day 3 day
R1 1.2441 1.2468
PP 1.2435 1.2453
S1 1.2429 1.2438

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

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