CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 16-Feb-2018
Day Change Summary
Previous Current
15-Feb-2018 16-Feb-2018 Change Change % Previous Week
Open 1.2778 1.2836 0.0058 0.5% 1.2562
High 1.2800 1.2836 0.0036 0.3% 1.2836
Low 1.2755 1.2696 -0.0059 -0.5% 1.2527
Close 1.2800 1.2708 -0.0093 -0.7% 1.2708
Range 0.0045 0.0140 0.0095 210.0% 0.0309
ATR 0.0087 0.0090 0.0004 4.4% 0.0000
Volume 56 82 26 46.4% 336
Daily Pivots for day following 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3165 1.3076 1.2784
R3 1.3025 1.2936 1.2746
R2 1.2886 1.2886 1.2733
R1 1.2797 1.2797 1.2720 1.2772
PP 1.2746 1.2746 1.2746 1.2734
S1 1.2657 1.2657 1.2695 1.2632
S2 1.2607 1.2607 1.2682
S3 1.2467 1.2518 1.2669
S4 1.2328 1.2378 1.2631
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3617 1.3471 1.2877
R3 1.3308 1.3162 1.2792
R2 1.2999 1.2999 1.2764
R1 1.2853 1.2853 1.2736 1.2926
PP 1.2690 1.2690 1.2690 1.2726
S1 1.2544 1.2544 1.2679 1.2617
S2 1.2381 1.2381 1.2651
S3 1.2072 1.2235 1.2623
S4 1.1763 1.1926 1.2538
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2836 1.2527 0.0309 2.4% 0.0088 0.7% 59% True False 67
10 1.2836 1.2495 0.0341 2.7% 0.0087 0.7% 62% True False 142
20 1.2836 1.2495 0.0341 2.7% 0.0084 0.7% 62% True False 95
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3428
2.618 1.3201
1.618 1.3061
1.000 1.2975
0.618 1.2922
HIGH 1.2836
0.618 1.2782
0.500 1.2766
0.382 1.2749
LOW 1.2696
0.618 1.2610
1.000 1.2557
1.618 1.2470
2.618 1.2331
4.250 1.2103
Fisher Pivots for day following 16-Feb-2018
Pivot 1 day 3 day
R1 1.2766 1.2706
PP 1.2746 1.2704
S1 1.2727 1.2702

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

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