CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 04-May-2018
Day Change Summary
Previous Current
03-May-2018 04-May-2018 Change Change % Previous Week
Open 1.2080 1.2110 0.0030 0.2% 1.2257
High 1.2130 1.2114 -0.0016 -0.1% 1.2268
Low 1.2075 1.2034 -0.0041 -0.3% 1.2034
Close 1.2116 1.2086 -0.0031 -0.3% 1.2086
Range 0.0055 0.0080 0.0025 45.5% 0.0234
ATR 0.0075 0.0076 0.0000 0.6% 0.0000
Volume 1,379 753 -626 -45.4% 6,522
Daily Pivots for day following 04-May-2018
Classic Woodie Camarilla DeMark
R4 1.2318 1.2282 1.2130
R3 1.2238 1.2202 1.2108
R2 1.2158 1.2158 1.2100
R1 1.2122 1.2122 1.2093 1.2100
PP 1.2078 1.2078 1.2078 1.2067
S1 1.2042 1.2042 1.2078 1.2020
S2 1.1998 1.1998 1.2071
S3 1.1918 1.1962 1.2064
S4 1.1838 1.1882 1.2042
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 1.2830 1.2691 1.2214
R3 1.2596 1.2458 1.2150
R2 1.2363 1.2363 1.2128
R1 1.2224 1.2224 1.2107 1.2177
PP 1.2129 1.2129 1.2129 1.2105
S1 1.1991 1.1991 1.2064 1.1943
S2 1.1896 1.1896 1.2043
S3 1.1662 1.1757 1.2021
S4 1.1429 1.1524 1.1957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2268 1.2034 0.0234 1.9% 0.0078 0.6% 22% False True 1,304
10 1.2427 1.2034 0.0393 3.2% 0.0080 0.7% 13% False True 1,140
20 1.2557 1.2034 0.0523 4.3% 0.0072 0.6% 10% False True 756
40 1.2639 1.2034 0.0605 5.0% 0.0074 0.6% 9% False True 490
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2454
2.618 1.2323
1.618 1.2243
1.000 1.2194
0.618 1.2163
HIGH 1.2114
0.618 1.2083
0.500 1.2074
0.382 1.2065
LOW 1.2034
0.618 1.1985
1.000 1.1954
1.618 1.1905
2.618 1.1825
4.250 1.1694
Fisher Pivots for day following 04-May-2018
Pivot 1 day 3 day
R1 1.2082 1.2095
PP 1.2078 1.2092
S1 1.2074 1.2089

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

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