CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 02-May-2018
Day Change Summary
Previous Current
01-May-2018 02-May-2018 Change Change % Previous Week
Open 1.2210 1.2118 -0.0092 -0.8% 1.2420
High 1.2213 1.2156 -0.0057 -0.5% 1.2427
Low 1.2116 1.2068 -0.0049 -0.4% 1.2187
Close 1.2125 1.2113 -0.0012 -0.1% 1.2253
Range 0.0097 0.0088 -0.0009 -8.8% 0.0240
ATR 0.0076 0.0077 0.0001 1.1% 0.0000
Volume 524 2,618 2,094 399.6% 4,886
Daily Pivots for day following 02-May-2018
Classic Woodie Camarilla DeMark
R4 1.2376 1.2333 1.2161
R3 1.2288 1.2245 1.2137
R2 1.2200 1.2200 1.2129
R1 1.2157 1.2157 1.2121 1.2134
PP 1.2112 1.2112 1.2112 1.2101
S1 1.2069 1.2069 1.2105 1.2046
S2 1.2024 1.2024 1.2097
S3 1.1936 1.1981 1.2089
S4 1.1848 1.1893 1.2065
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 1.2345 1.2068 0.0277 2.3% 0.0090 0.7% 16% False True 1,272
10 1.2543 1.2068 0.0475 3.9% 0.0083 0.7% 10% False True 1,074
20 1.2557 1.2068 0.0489 4.0% 0.0072 0.6% 9% False True 697
40 1.2639 1.2068 0.0572 4.7% 0.0075 0.6% 8% False True 447
Crabel Price Patterns
NR True
NR4 False
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2530
2.618 1.2386
1.618 1.2298
1.000 1.2244
0.618 1.2210
HIGH 1.2156
0.618 1.2122
0.500 1.2112
0.382 1.2101
LOW 1.2068
0.618 1.2013
1.000 1.1980
1.618 1.1925
2.618 1.1837
4.250 1.1694
Fisher Pivots for day following 02-May-2018
Pivot 1 day 3 day
R1 1.2113 1.2168
PP 1.2112 1.2149
S1 1.2112 1.2131

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

View Archives - Comment on this page... - Back to Index of Symbols