CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 25-Apr-2018
Day Change Summary
Previous Current
24-Apr-2018 25-Apr-2018 Change Change % Previous Week
Open 1.2347 1.2370 0.0023 0.2% 1.2488
High 1.2382 1.2373 -0.0009 -0.1% 1.2557
Low 1.2324 1.2298 -0.0027 -0.2% 1.2393
Close 1.2376 1.2315 -0.0061 -0.5% 1.2423
Range 0.0058 0.0076 0.0018 31.3% 0.0164
ATR 0.0071 0.0071 0.0001 0.7% 0.0000
Volume 989 1,306 317 32.1% 2,049
Daily Pivots for day following 25-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2555 1.2510 1.2356
R3 1.2479 1.2435 1.2335
R2 1.2404 1.2404 1.2328
R1 1.2359 1.2359 1.2321 1.2344
PP 1.2328 1.2328 1.2328 1.2321
S1 1.2284 1.2284 1.2308 1.2268
S2 1.2253 1.2253 1.2301
S3 1.2177 1.2208 1.2294
S4 1.2102 1.2133 1.2273
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 1.2298 0.0245 2.0% 0.0076 0.6% 7% False True 877
10 1.2557 1.2298 0.0259 2.1% 0.0068 0.6% 7% False True 573
20 1.2579 1.2298 0.0282 2.3% 0.0067 0.5% 6% False True 440
40 1.2639 1.2298 0.0342 2.8% 0.0073 0.6% 5% False True 304
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2694
2.618 1.2571
1.618 1.2495
1.000 1.2449
0.618 1.2420
HIGH 1.2373
0.618 1.2344
0.500 1.2335
0.382 1.2326
LOW 1.2298
0.618 1.2251
1.000 1.2222
1.618 1.2175
2.618 1.2100
4.250 1.1977
Fisher Pivots for day following 25-Apr-2018
Pivot 1 day 3 day
R1 1.2335 1.2362
PP 1.2328 1.2346
S1 1.2321 1.2330

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

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