CME Euro FX (E) Future December 2018

Trading Metrics calculated at close of trading on 23-Mar-2018

Day Change Summary
	Previous	Current
	22-Mar-2018	23-Mar-2018	Change	Change %	Previous Week
Open	1.2605	1.2593	-0.0012	-0.1%	1.2530
High	1.2648	1.2633	-0.0015	-0.1%	1.2648
Low	1.2564	1.2588	0.0025	0.2%	1.2513
Close	1.2573	1.2633	0.0061	0.5%	1.2633
Range	0.0085	0.0045	-0.0040	-46.7%	0.0135
ATR	0.0080	0.0079	-0.0001	-1.7%	0.0000
Volume	73	115	42	57.5%	312

Daily Pivots for day following 23-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2753	1.2738	1.2658
R3	1.2708	1.2693	1.2645
R2	1.2663	1.2663	1.2641
R1	1.2648	1.2648	1.2637	1.2656
PP	1.2618	1.2618	1.2618	1.2622
S1	1.2603	1.2603	1.2629	1.2611
S2	1.2573	1.2573	1.2625
S3	1.2528	1.2558	1.2621
S4	1.2483	1.2513	1.2608

Weekly Pivots for week ending 23-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3003	1.2953	1.2707
R3	1.2868	1.2818	1.2670
R2	1.2733	1.2733	1.2658
R1	1.2683	1.2683	1.2645	1.2708
PP	1.2598	1.2598	1.2598	1.2611
S1	1.2548	1.2548	1.2621	1.2573
S2	1.2463	1.2463	1.2608
S3	1.2328	1.2413	1.2596
S4	1.2193	1.2278	1.2559

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2648	1.2513	0.0135	1.1%	0.0082	0.6%	89%	False	False	62
10	1.2678	1.2513	0.0165	1.3%	0.0072	0.6%	73%	False	False	88
20	1.2729	1.2442	0.0287	2.3%	0.0074	0.6%	67%	False	False	75
40	1.2836	1.2442	0.0394	3.1%	0.0077	0.6%	49%	False	False	85

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	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.2824
2.618	1.2751
1.618	1.2706
1.000	1.2678
0.618	1.2661
HIGH	1.2633
0.618	1.2616
0.500	1.2611
0.382	1.2605
LOW	1.2588
0.618	1.2560
1.000	1.2543
1.618	1.2515
2.618	1.2470
4.250	1.2397

Fisher Pivots for day following 23-Mar-2018
Pivot	1 day	3 day
R1	1.2626	1.2616
PP	1.2618	1.2600
S1	1.2611	1.2583

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