CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 15-Feb-2018
Day Change Summary
Previous Current
14-Feb-2018 15-Feb-2018 Change Change % Previous Week
Open 1.2635 1.2778 0.0143 1.1% 1.2740
High 1.2730 1.2800 0.0070 0.5% 1.2749
Low 1.2568 1.2755 0.0188 1.5% 1.2495
Close 1.2730 1.2800 0.0070 0.5% 1.2520
Range 0.0163 0.0045 -0.0118 -72.3% 0.0254
ATR 0.0088 0.0087 -0.0001 -1.4% 0.0000
Volume 83 56 -27 -32.5% 1,086
Daily Pivots for day following 15-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2920 1.2905 1.2825
R3 1.2875 1.2860 1.2812
R2 1.2830 1.2830 1.2808
R1 1.2815 1.2815 1.2804 1.2823
PP 1.2785 1.2785 1.2785 1.2789
S1 1.2770 1.2770 1.2796 1.2778
S2 1.2740 1.2740 1.2792
S3 1.2695 1.2725 1.2788
S4 1.2650 1.2680 1.2775
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 1.2800 1.2495 0.0305 2.4% 0.0073 0.6% 100% True False 58
10 1.2800 1.2495 0.0305 2.4% 0.0080 0.6% 100% True False 134
20 1.2809 1.2495 0.0314 2.4% 0.0080 0.6% 97% False False 119
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 False
Bull Hook False
Stretch 0.0021
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 1.2991
2.618 1.2918
1.618 1.2873
1.000 1.2845
0.618 1.2828
HIGH 1.2800
0.618 1.2783
0.500 1.2778
0.382 1.2772
LOW 1.2755
0.618 1.2727
1.000 1.2710
1.618 1.2682
2.618 1.2637
4.250 1.2564
Fisher Pivots for day following 15-Feb-2018
Pivot 1 day 3 day
R1 1.2793 1.2761
PP 1.2785 1.2723
S1 1.2778 1.2684

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

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