CME Euro FX (E) Future December 2018

Trading Metrics calculated at close of trading on 26-Feb-2018

Day Change Summary
	Previous	Current
	23-Feb-2018	26-Feb-2018	Change	Change %	Previous Week
Open	1.2597	1.2623	0.0026	0.2%	1.2685
High	1.2597	1.2633	0.0036	0.3%	1.2685
Low	1.2576	1.2573	-0.0004	0.0%	1.2553
Close	1.2579	1.2595	0.0016	0.1%	1.2579
Range	0.0021	0.0060	0.0040	192.7%	0.0132
ATR	0.0084	0.0083	-0.0002	-2.1%	0.0000
Volume	91	121	30	33.0%	333

Daily Pivots for day following 26-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2780	1.2747	1.2628
R3	1.2720	1.2687	1.2611
R2	1.2660	1.2660	1.2606
R1	1.2627	1.2627	1.2600	1.2614
PP	1.2600	1.2600	1.2600	1.2593
S1	1.2567	1.2567	1.2589	1.2554
S2	1.2540	1.2540	1.2584
S3	1.2480	1.2507	1.2578
S4	1.2420	1.2447	1.2562

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	1.2685	1.2553	0.0132	1.0%	0.0059	0.5%	32%	False	False	90
10	1.2836	1.2527	0.0309	2.5%	0.0073	0.6%	22%	False	False	79
20	1.2836	1.2495	0.0341	2.7%	0.0079	0.6%	29%	False	False	97

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2888
2.618	1.2790
1.618	1.2730
1.000	1.2693
0.618	1.2670
HIGH	1.2633
0.618	1.2610
0.500	1.2603
0.382	1.2595
LOW	1.2573
0.618	1.2535
1.000	1.2513
1.618	1.2475
2.618	1.2415
4.250	1.2318

Fisher Pivots for day following 26-Feb-2018
Pivot	1 day	3 day
R1	1.2603	1.2594
PP	1.2600	1.2593
S1	1.2597	1.2593

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols