CME Euro FX (E) Future September 2018

Trading Metrics calculated at close of trading on 24-Apr-2018

Day Change Summary
	Previous	Current
	23-Apr-2018	24-Apr-2018	Change	Change %	Previous Week
Open	1.2420	1.2347	-0.0073	-0.6%	1.2488
High	1.2427	1.2382	-0.0045	-0.4%	1.2557
Low	1.2344	1.2324	-0.0020	-0.2%	1.2393
Close	1.2344	1.2376	0.0032	0.3%	1.2423
Range	0.0083	0.0058	-0.0026	-30.7%	0.0164
ATR	0.0072	0.0071	-0.0001	-1.4%	0.0000
Volume	620	989	369	59.5%	2,049

Daily Pivots for day following 24-Apr-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2533	1.2512	1.2407
R3	1.2475	1.2454	1.2391
R2	1.2418	1.2418	1.2386
R1	1.2397	1.2397	1.2381	1.2407
PP	1.2360	1.2360	1.2360	1.2366
S1	1.2339	1.2339	1.2370	1.2350
S2	1.2303	1.2303	1.2365
S3	1.2245	1.2282	1.2360
S4	1.2188	1.2224	1.2344

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	1.2543	1.2324	0.0219	1.8%	0.0071	0.6%	24%	False	True	651
10	1.2557	1.2324	0.0233	1.9%	0.0065	0.5%	22%	False	True	464
20	1.2639	1.2324	0.0315	2.5%	0.0068	0.5%	16%	False	True	381

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2626
2.618	1.2532
1.618	1.2475
1.000	1.2439
0.618	1.2417
HIGH	1.2382
0.618	1.2360
0.500	1.2353
0.382	1.2346
LOW	1.2324
0.618	1.2288
1.000	1.2267
1.618	1.2231
2.618	1.2173
4.250	1.2080

Fisher Pivots for day following 24-Apr-2018
Pivot	1 day	3 day
R1	1.2368	1.2407
PP	1.2360	1.2396
S1	1.2353	1.2386

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