CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 01-May-2018
Day Change Summary
Previous Current
30-Apr-2018 01-May-2018 Change Change % Previous Week
Open 1.2257 1.2210 -0.0048 -0.4% 1.2420
High 1.2268 1.2213 -0.0055 -0.4% 1.2427
Low 1.2195 1.2116 -0.0079 -0.6% 1.2187
Close 1.2212 1.2125 -0.0088 -0.7% 1.2253
Range 0.0073 0.0097 0.0024 33.1% 0.0240
ATR 0.0074 0.0076 0.0002 2.1% 0.0000
Volume 1,248 524 -724 -58.0% 4,886
Daily Pivots for day following 01-May-2018
Classic Woodie Camarilla DeMark
R4 1.2441 1.2379 1.2178
R3 1.2344 1.2283 1.2151
R2 1.2248 1.2248 1.2142
R1 1.2186 1.2186 1.2133 1.2169
PP 1.2151 1.2151 1.2151 1.2142
S1 1.2090 1.2090 1.2116 1.2072
S2 1.2055 1.2055 1.2107
S3 1.1958 1.1993 1.2098
S4 1.1862 1.1897 1.2071
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.3007 1.2870 1.2385
R3 1.2768 1.2630 1.2319
R2 1.2528 1.2528 1.2297
R1 1.2391 1.2391 1.2275 1.2340
PP 1.2289 1.2289 1.2289 1.2263
S1 1.2151 1.2151 1.2231 1.2100
S2 1.2049 1.2049 1.2209
S3 1.1810 1.1912 1.2187
S4 1.1570 1.1672 1.2121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2373 1.2116 0.0257 2.1% 0.0088 0.7% 3% False True 1,009
10 1.2543 1.2116 0.0427 3.5% 0.0079 0.7% 2% False True 830
20 1.2557 1.2116 0.0441 3.6% 0.0070 0.6% 2% False True 580
40 1.2639 1.2116 0.0523 4.3% 0.0075 0.6% 2% False True 384
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2623
2.618 1.2465
1.618 1.2369
1.000 1.2309
0.618 1.2272
HIGH 1.2213
0.618 1.2176
0.500 1.2164
0.382 1.2153
LOW 1.2116
0.618 1.2056
1.000 1.2020
1.618 1.1960
2.618 1.1863
4.250 1.1706
Fisher Pivots for day following 01-May-2018
Pivot 1 day 3 day
R1 1.2164 1.2192
PP 1.2151 1.2169
S1 1.2138 1.2147

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

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