CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 23-Feb-2018
Day Change Summary
Previous Current
22-Feb-2018 23-Feb-2018 Change Change % Previous Week
Open 1.2553 1.2597 0.0044 0.3% 1.2685
High 1.2626 1.2597 -0.0030 -0.2% 1.2685
Low 1.2553 1.2576 0.0024 0.2% 1.2553
Close 1.2616 1.2579 -0.0037 -0.3% 1.2579
Range 0.0074 0.0021 -0.0053 -72.1% 0.0132
ATR 0.0088 0.0084 -0.0003 -3.9% 0.0000
Volume 54 91 37 68.5% 333
Daily Pivots for day following 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2645 1.2633 1.2590
R3 1.2625 1.2612 1.2585
R2 1.2604 1.2604 1.2583
R1 1.2592 1.2592 1.2581 1.2588
PP 1.2584 1.2584 1.2584 1.2582
S1 1.2571 1.2571 1.2577 1.2567
S2 1.2563 1.2563 1.2575
S3 1.2543 1.2551 1.2573
S4 1.2522 1.2530 1.2568
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3001 1.2922 1.2652
R3 1.2869 1.2790 1.2615
R2 1.2737 1.2737 1.2603
R1 1.2658 1.2658 1.2591 1.2632
PP 1.2605 1.2605 1.2605 1.2592
S1 1.2526 1.2526 1.2567 1.2500
S2 1.2473 1.2473 1.2555
S3 1.2341 1.2394 1.2543
S4 1.2209 1.2262 1.2506
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2836 1.2553 0.0283 2.2% 0.0074 0.6% 9% False False 83
10 1.2836 1.2495 0.0341 2.7% 0.0073 0.6% 25% False False 70
20 1.2836 1.2495 0.0341 2.7% 0.0079 0.6% 25% False False 94
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 1.2684
2.618 1.2650
1.618 1.2630
1.000 1.2617
0.618 1.2609
HIGH 1.2597
0.618 1.2589
0.500 1.2586
0.382 1.2584
LOW 1.2576
0.618 1.2563
1.000 1.2556
1.618 1.2543
2.618 1.2522
4.250 1.2489
Fisher Pivots for day following 23-Feb-2018
Pivot 1 day 3 day
R1 1.2586 1.2594
PP 1.2584 1.2589
S1 1.2581 1.2584

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

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