CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 07-Feb-2018
Day Change Summary
Previous Current
06-Feb-2018 07-Feb-2018 Change Change % Previous Week
Open 1.2668 1.2670 0.0003 0.0% 1.2696
High 1.2707 1.2673 -0.0034 -0.3% 1.2801
Low 1.2609 1.2541 -0.0069 -0.5% 1.2637
Close 1.2678 1.2560 -0.0119 -0.9% 1.2744
Range 0.0098 0.0133 0.0035 35.9% 0.0164
ATR 0.0083 0.0087 0.0004 4.7% 0.0000
Volume 97 207 110 113.4% 79
Daily Pivots for day following 07-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2989 1.2907 1.2632
R3 1.2856 1.2774 1.2596
R2 1.2724 1.2724 1.2584
R1 1.2642 1.2642 1.2572 1.2616
PP 1.2591 1.2591 1.2591 1.2578
S1 1.2509 1.2509 1.2547 1.2484
S2 1.2459 1.2459 1.2535
S3 1.2326 1.2377 1.2523
S4 1.2194 1.2244 1.2487
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3219 1.3146 1.2834
R3 1.3055 1.2982 1.2789
R2 1.2891 1.2891 1.2774
R1 1.2818 1.2818 1.2759 1.2855
PP 1.2727 1.2727 1.2727 1.2746
S1 1.2654 1.2654 1.2729 1.2691
S2 1.2563 1.2563 1.2714
S3 1.2399 1.2490 1.2699
S4 1.2235 1.2326 1.2654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2801 1.2541 0.0261 2.1% 0.0096 0.8% 7% False True 76
10 1.2809 1.2541 0.0268 2.1% 0.0092 0.7% 7% False True 59
20 1.2809 1.2225 0.0584 4.6% 0.0083 0.7% 57% False False 83
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3236
2.618 1.3020
1.618 1.2887
1.000 1.2806
0.618 1.2755
HIGH 1.2673
0.618 1.2622
0.500 1.2607
0.382 1.2591
LOW 1.2541
0.618 1.2459
1.000 1.2408
1.618 1.2326
2.618 1.2194
4.250 1.1977
Fisher Pivots for day following 07-Feb-2018
Pivot 1 day 3 day
R1 1.2607 1.2645
PP 1.2591 1.2616
S1 1.2575 1.2588

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

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