CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 26-Apr-2018
Day Change Summary
Previous Current
25-Apr-2018 26-Apr-2018 Change Change % Previous Week
Open 1.2370 1.2296 -0.0075 -0.6% 1.2488
High 1.2373 1.2345 -0.0029 -0.2% 1.2557
Low 1.2298 1.2231 -0.0067 -0.5% 1.2393
Close 1.2315 1.2240 -0.0075 -0.6% 1.2423
Range 0.0076 0.0114 0.0039 51.0% 0.0164
ATR 0.0071 0.0074 0.0003 4.3% 0.0000
Volume 1,306 1,534 228 17.5% 2,049
Daily Pivots for day following 26-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2614 1.2541 1.2303
R3 1.2500 1.2427 1.2271
R2 1.2386 1.2386 1.2261
R1 1.2313 1.2313 1.2250 1.2292
PP 1.2272 1.2272 1.2272 1.2261
S1 1.2199 1.2199 1.2230 1.2178
S2 1.2158 1.2158 1.2219
S3 1.2044 1.2085 1.2209
S4 1.1930 1.1971 1.2177
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 1.2490 1.2231 0.0259 2.1% 0.0085 0.7% 4% False True 1,133
10 1.2557 1.2231 0.0326 2.7% 0.0072 0.6% 3% False True 659
20 1.2557 1.2231 0.0326 2.7% 0.0067 0.5% 3% False True 496
40 1.2639 1.2231 0.0409 3.3% 0.0074 0.6% 2% False True 336
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 0.0019
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.2829
2.618 1.2643
1.618 1.2529
1.000 1.2459
0.618 1.2415
HIGH 1.2345
0.618 1.2301
0.500 1.2288
0.382 1.2274
LOW 1.2231
0.618 1.2160
1.000 1.2117
1.618 1.2046
2.618 1.1932
4.250 1.1746
Fisher Pivots for day following 26-Apr-2018
Pivot 1 day 3 day
R1 1.2288 1.2306
PP 1.2272 1.2284
S1 1.2256 1.2262

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

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