CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 14-Feb-2018
Day Change Summary
Previous Current
13-Feb-2018 14-Feb-2018 Change Change % Previous Week
Open 1.2607 1.2635 0.0029 0.2% 1.2740
High 1.2656 1.2730 0.0075 0.6% 1.2749
Low 1.2606 1.2568 -0.0039 -0.3% 1.2495
Close 1.2643 1.2730 0.0087 0.7% 1.2520
Range 0.0050 0.0163 0.0113 228.3% 0.0254
ATR 0.0082 0.0088 0.0006 7.0% 0.0000
Volume 72 83 11 15.3% 1,086
Daily Pivots for day following 14-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3163 1.3109 1.2819
R3 1.3001 1.2947 1.2775
R2 1.2838 1.2838 1.2760
R1 1.2784 1.2784 1.2745 1.2811
PP 1.2676 1.2676 1.2676 1.2689
S1 1.2622 1.2622 1.2715 1.2649
S2 1.2513 1.2513 1.2700
S3 1.2351 1.2459 1.2685
S4 1.2188 1.2297 1.2641
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3350 1.3189 1.2659
R3 1.3096 1.2935 1.2589
R2 1.2842 1.2842 1.2566
R1 1.2681 1.2681 1.2543 1.2634
PP 1.2588 1.2588 1.2588 1.2565
S1 1.2427 1.2427 1.2496 1.2380
S2 1.2334 1.2334 1.2473
S3 1.2080 1.2173 1.2450
S4 1.1826 1.1919 1.2380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2730 1.2495 0.0235 1.8% 0.0079 0.6% 100% True False 184
10 1.2801 1.2495 0.0306 2.4% 0.0087 0.7% 77% False False 130
20 1.2809 1.2485 0.0324 2.5% 0.0081 0.6% 76% False False 117
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 1.3421
2.618 1.3155
1.618 1.2993
1.000 1.2893
0.618 1.2830
HIGH 1.2730
0.618 1.2668
0.500 1.2649
0.382 1.2630
LOW 1.2568
0.618 1.2467
1.000 1.2405
1.618 1.2305
2.618 1.2142
4.250 1.1877
Fisher Pivots for day following 14-Feb-2018
Pivot 1 day 3 day
R1 1.2703 1.2696
PP 1.2676 1.2662
S1 1.2649 1.2628

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

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