CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 10-May-2018
Day Change Summary
Previous Current
09-May-2018 10-May-2018 Change Change % Previous Week
Open 1.1981 1.1968 -0.0013 -0.1% 1.2257
High 1.2014 1.2058 0.0044 0.4% 1.2268
Low 1.1943 1.1961 0.0018 0.2% 1.2034
Close 1.1979 1.2042 0.0063 0.5% 1.2086
Range 0.0071 0.0097 0.0026 36.9% 0.0234
ATR 0.0077 0.0078 0.0001 1.8% 0.0000
Volume 699 2,144 1,445 206.7% 6,522
Daily Pivots for day following 10-May-2018
Classic Woodie Camarilla DeMark
R4 1.2310 1.2272 1.2095
R3 1.2213 1.2176 1.2068
R2 1.2117 1.2117 1.2059
R1 1.2079 1.2079 1.2050 1.2098
PP 1.2020 1.2020 1.2020 1.2029
S1 1.1983 1.1983 1.2033 1.2001
S2 1.1924 1.1924 1.2024
S3 1.1827 1.1886 1.2015
S4 1.1731 1.1790 1.1988
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 1.2114 1.1943 0.0171 1.4% 0.0084 0.7% 58% False False 1,011
10 1.2268 1.1943 0.0325 2.7% 0.0081 0.7% 30% False False 1,126
20 1.2557 1.1943 0.0614 5.1% 0.0076 0.6% 16% False False 893
40 1.2639 1.1943 0.0696 5.8% 0.0077 0.6% 14% False False 579
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2468
2.618 1.2310
1.618 1.2214
1.000 1.2154
0.618 1.2117
HIGH 1.2058
0.618 1.2021
0.500 1.2009
0.382 1.1998
LOW 1.1961
0.618 1.1901
1.000 1.1865
1.618 1.1805
2.618 1.1708
4.250 1.1551
Fisher Pivots for day following 10-May-2018
Pivot 1 day 3 day
R1 1.2031 1.2028
PP 1.2020 1.2014
S1 1.2009 1.2000

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

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