CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 08-Mar-2018
Day Change Summary
Previous Current
07-Mar-2018 08-Mar-2018 Change Change % Previous Week
Open 1.2691 1.2687 -0.0004 0.0% 1.2623
High 1.2729 1.2716 -0.0013 -0.1% 1.2633
Low 1.2672 1.2581 -0.0091 -0.7% 1.2442
Close 1.2685 1.2581 -0.0104 -0.8% 1.2608
Range 0.0057 0.0135 0.0078 136.8% 0.0191
ATR 0.0080 0.0084 0.0004 4.9% 0.0000
Volume 64 100 36 56.3% 379
Daily Pivots for day following 08-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.3031 1.2941 1.2655
R3 1.2896 1.2806 1.2618
R2 1.2761 1.2761 1.2606
R1 1.2671 1.2671 1.2593 1.2649
PP 1.2626 1.2626 1.2626 1.2615
S1 1.2536 1.2536 1.2569 1.2514
S2 1.2491 1.2491 1.2556
S3 1.2356 1.2401 1.2544
S4 1.2221 1.2266 1.2507
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.3134 1.3062 1.2713
R3 1.2943 1.2871 1.2661
R2 1.2752 1.2752 1.2643
R1 1.2680 1.2680 1.2626 1.2620
PP 1.2561 1.2561 1.2561 1.2531
S1 1.2489 1.2489 1.2590 1.2429
S2 1.2370 1.2370 1.2573
S3 1.2179 1.2298 1.2555
S4 1.1988 1.2107 1.2503
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2729 1.2539 0.0190 1.5% 0.0082 0.7% 22% False False 54
10 1.2729 1.2442 0.0287 2.3% 0.0074 0.6% 49% False False 68
20 1.2836 1.2442 0.0394 3.1% 0.0076 0.6% 35% False False 99
40 1.2836 1.2225 0.0611 4.9% 0.0080 0.6% 58% False False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.3290
2.618 1.3069
1.618 1.2934
1.000 1.2851
0.618 1.2799
HIGH 1.2716
0.618 1.2664
0.500 1.2649
0.382 1.2633
LOW 1.2581
0.618 1.2498
1.000 1.2446
1.618 1.2363
2.618 1.2228
4.250 1.2007
Fisher Pivots for day following 08-Mar-2018
Pivot 1 day 3 day
R1 1.2649 1.2655
PP 1.2626 1.2630
S1 1.2604 1.2606

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

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