CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 08-Feb-2018
Day Change Summary
Previous Current
07-Feb-2018 08-Feb-2018 Change Change % Previous Week
Open 1.2670 1.2546 -0.0125 -1.0% 1.2696
High 1.2673 1.2577 -0.0097 -0.8% 1.2801
Low 1.2541 1.2500 -0.0041 -0.3% 1.2637
Close 1.2560 1.2549 -0.0011 -0.1% 1.2744
Range 0.0133 0.0077 -0.0056 -41.9% 0.0164
ATR 0.0087 0.0086 -0.0001 -0.8% 0.0000
Volume 207 688 481 232.4% 79
Daily Pivots for day following 08-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2773 1.2738 1.2591
R3 1.2696 1.2661 1.2570
R2 1.2619 1.2619 1.2563
R1 1.2584 1.2584 1.2556 1.2601
PP 1.2542 1.2542 1.2542 1.2550
S1 1.2507 1.2507 1.2541 1.2524
S2 1.2465 1.2465 1.2534
S3 1.2388 1.2430 1.2527
S4 1.2311 1.2353 1.2506
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 1.2778 1.2500 0.0279 2.2% 0.0088 0.7% 18% False True 210
10 1.2801 1.2500 0.0302 2.4% 0.0085 0.7% 16% False True 119
20 1.2809 1.2225 0.0584 4.7% 0.0084 0.7% 55% False False 115
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2904
2.618 1.2778
1.618 1.2701
1.000 1.2654
0.618 1.2624
HIGH 1.2577
0.618 1.2547
0.500 1.2538
0.382 1.2529
LOW 1.2500
0.618 1.2452
1.000 1.2423
1.618 1.2375
2.618 1.2298
4.250 1.2172
Fisher Pivots for day following 08-Feb-2018
Pivot 1 day 3 day
R1 1.2545 1.2603
PP 1.2542 1.2585
S1 1.2538 1.2567

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

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