CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 22-Jan-2018
Day Change Summary
Previous Current
19-Jan-2018 22-Jan-2018 Change Change % Previous Week
Open 1.2529 1.2513 -0.0017 -0.1% 1.2489
High 1.2573 1.2550 -0.0023 -0.2% 1.2573
Low 1.2517 1.2503 -0.0014 -0.1% 1.2472
Close 1.2523 1.2549 0.0026 0.2% 1.2523
Range 0.0056 0.0048 -0.0009 -15.2% 0.0101
ATR 0.0000 0.0074 0.0074 0.0000
Volume 573 31 -542 -94.6% 678
Daily Pivots for day following 22-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2676 1.2660 1.2575
R3 1.2629 1.2612 1.2562
R2 1.2581 1.2581 1.2557
R1 1.2565 1.2565 1.2553 1.2573
PP 1.2534 1.2534 1.2534 1.2538
S1 1.2517 1.2517 1.2544 1.2526
S2 1.2486 1.2486 1.2540
S3 1.2439 1.2470 1.2535
S4 1.2391 1.2422 1.2522
Weekly Pivots for week ending 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2825 1.2775 1.2578
R3 1.2724 1.2674 1.2550
R2 1.2623 1.2623 1.2541
R1 1.2573 1.2573 1.2532 1.2598
PP 1.2522 1.2522 1.2522 1.2535
S1 1.2472 1.2472 1.2513 1.2497
S2 1.2421 1.2421 1.2504
S3 1.2320 1.2371 1.2495
S4 1.2219 1.2270 1.2467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2573 1.2472 0.0101 0.8% 0.0068 0.5% 76% False False 141
10 1.2573 1.2202 0.0371 3.0% 0.0068 0.5% 94% False False 90
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0009
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2752
2.618 1.2674
1.618 1.2627
1.000 1.2598
0.618 1.2579
HIGH 1.2550
0.618 1.2532
0.500 1.2526
0.382 1.2521
LOW 1.2503
0.618 1.2473
1.000 1.2455
1.618 1.2426
2.618 1.2378
4.250 1.2301
Fisher Pivots for day following 22-Jan-2018
Pivot 1 day 3 day
R1 1.2541 1.2542
PP 1.2534 1.2535
S1 1.2526 1.2529

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

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