CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 21-May-2018
Day Change Summary
Previous Current
18-May-2018 21-May-2018 Change Change % Previous Week
Open 1.1898 1.1873 -0.0025 -0.2% 1.2058
High 1.1928 1.1903 -0.0026 -0.2% 1.2108
Low 1.1859 1.1824 -0.0035 -0.3% 1.1859
Close 1.1881 1.1880 -0.0002 0.0% 1.1881
Range 0.0070 0.0079 0.0009 12.9% 0.0250
ATR 0.0078 0.0078 0.0000 0.0% 0.0000
Volume 1,384 2,514 1,130 81.6% 13,250
Daily Pivots for day following 21-May-2018
Classic Woodie Camarilla DeMark
R4 1.2104 1.2070 1.1923
R3 1.2026 1.1992 1.1901
R2 1.1947 1.1947 1.1894
R1 1.1913 1.1913 1.1887 1.1930
PP 1.1869 1.1869 1.1869 1.1877
S1 1.1835 1.1835 1.1872 1.1852
S2 1.1790 1.1790 1.1865
S3 1.1712 1.1756 1.1858
S4 1.1633 1.1678 1.1836
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 1.2698 1.2539 1.2018
R3 1.2448 1.2289 1.1950
R2 1.2199 1.2199 1.1927
R1 1.2040 1.2040 1.1904 1.1995
PP 1.1949 1.1949 1.1949 1.1927
S1 1.1790 1.1790 1.1858 1.1745
S2 1.1700 1.1700 1.1835
S3 1.1450 1.1541 1.1812
S4 1.1201 1.1291 1.1744
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2049 1.1824 0.0225 1.9% 0.0082 0.7% 25% False True 2,613
10 1.2108 1.1824 0.0284 2.4% 0.0081 0.7% 20% False True 2,054
20 1.2382 1.1824 0.0558 4.7% 0.0080 0.7% 10% False True 1,603
40 1.2639 1.1824 0.0815 6.9% 0.0075 0.6% 7% False True 973
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 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2236
2.618 1.2108
1.618 1.2030
1.000 1.1981
0.618 1.1951
HIGH 1.1903
0.618 1.1873
0.500 1.1863
0.382 1.1854
LOW 1.1824
0.618 1.1775
1.000 1.1746
1.618 1.1697
2.618 1.1618
4.250 1.1490
Fisher Pivots for day following 21-May-2018
Pivot 1 day 3 day
R1 1.1874 1.1883
PP 1.1869 1.1882
S1 1.1863 1.1881

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

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