CME Euro FX (E) Future September 2018

Trading Metrics calculated at close of trading on 07-May-2018

Day Change Summary
	Previous	Current
	04-May-2018	07-May-2018	Change	Change %	Previous Week
Open	1.2110	1.2084	-0.0026	-0.2%	1.2257
High	1.2114	1.2096	-0.0018	-0.1%	1.2268
Low	1.2034	1.2021	-0.0014	-0.1%	1.2034
Close	1.2086	1.2045	-0.0041	-0.3%	1.2086
Range	0.0080	0.0076	-0.0005	-5.6%	0.0234
ATR	0.0076	0.0076	0.0000	0.0%	0.0000
Volume	753	735	-18	-2.4%	6,522

Daily Pivots for day following 07-May-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2280	1.2238	1.2087
R3	1.2205	1.2163	1.2066
R2	1.2129	1.2129	1.2059
R1	1.2087	1.2087	1.2052	1.2071
PP	1.2054	1.2054	1.2054	1.2046
S1	1.2012	1.2012	1.2038	1.1995
S2	1.1978	1.1978	1.2031
S3	1.1903	1.1936	1.2024
S4	1.1827	1.1861	1.2003

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	1.2213	1.2021	0.0192	1.6%	0.0079	0.7%	13%	False	True	1,201
10	1.2382	1.2021	0.0361	3.0%	0.0079	0.7%	7%	False	True	1,152
20	1.2557	1.2021	0.0536	4.4%	0.0073	0.6%	5%	False	True	781
40	1.2639	1.2021	0.0619	5.1%	0.0074	0.6%	4%	False	True	508

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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2417
2.618	1.2294
1.618	1.2218
1.000	1.2172
0.618	1.2143
HIGH	1.2096
0.618	1.2067
0.500	1.2058
0.382	1.2049
LOW	1.2021
0.618	1.1974
1.000	1.1945
1.618	1.1898
2.618	1.1823
4.250	1.1700

Fisher Pivots for day following 07-May-2018
Pivot	1 day	3 day
R1	1.2058	1.2075
PP	1.2054	1.2065
S1	1.2049	1.2055

Download as Excel Spreadsheet

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

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