CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 26-Jan-2018
Day Change Summary
Previous Current
25-Jan-2018 26-Jan-2018 Change Change % Previous Week
Open 1.2711 1.2754 0.0043 0.3% 1.2513
High 1.2809 1.2754 -0.0055 -0.4% 1.2809
Low 1.2666 1.2678 0.0013 0.1% 1.2503
Close 1.2680 1.2715 0.0035 0.3% 1.2715
Range 0.0143 0.0076 -0.0068 -47.2% 0.0306
ATR 0.0081 0.0081 0.0000 -0.5% 0.0000
Volume 94 63 -31 -33.0% 399
Daily Pivots for day following 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2942 1.2904 1.2756
R3 1.2866 1.2828 1.2735
R2 1.2791 1.2791 1.2728
R1 1.2753 1.2753 1.2721 1.2734
PP 1.2715 1.2715 1.2715 1.2706
S1 1.2677 1.2677 1.2708 1.2659
S2 1.2640 1.2640 1.2701
S3 1.2564 1.2602 1.2694
S4 1.2489 1.2526 1.2673
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.3593 1.3460 1.2883
R3 1.3287 1.3154 1.2799
R2 1.2981 1.2981 1.2771
R1 1.2848 1.2848 1.2743 1.2915
PP 1.2675 1.2675 1.2675 1.2709
S1 1.2542 1.2542 1.2686 1.2609
S2 1.2369 1.2369 1.2658
S3 1.2063 1.2236 1.2630
S4 1.1757 1.1930 1.2546
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2809 1.2503 0.0306 2.4% 0.0082 0.6% 69% False False 79
10 1.2809 1.2400 0.0409 3.2% 0.0080 0.6% 77% False False 114
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3074
2.618 1.2951
1.618 1.2876
1.000 1.2829
0.618 1.2800
HIGH 1.2754
0.618 1.2725
0.500 1.2716
0.382 1.2707
LOW 1.2678
0.618 1.2631
1.000 1.2603
1.618 1.2556
2.618 1.2480
4.250 1.2357
Fisher Pivots for day following 26-Jan-2018
Pivot 1 day 3 day
R1 1.2716 1.2716
PP 1.2715 1.2715
S1 1.2715 1.2715

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

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