CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 02-Apr-2018
Day Change Summary
Previous Current
29-Mar-2018 02-Apr-2018 Change Change % Previous Week
Open 1.2566 1.2572 0.0006 0.0% 1.2628
High 1.2585 1.2594 0.0009 0.1% 1.2735
Low 1.2541 1.2535 -0.0006 0.0% 1.2541
Close 1.2543 1.2552 0.0010 0.1% 1.2543
Range 0.0045 0.0059 0.0014 31.5% 0.0195
ATR 0.0079 0.0077 -0.0001 -1.8% 0.0000
Volume 26 68 42 161.5% 332
Daily Pivots for day following 02-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2736 1.2702 1.2584
R3 1.2677 1.2644 1.2568
R2 1.2619 1.2619 1.2563
R1 1.2585 1.2585 1.2557 1.2573
PP 1.2560 1.2560 1.2560 1.2554
S1 1.2527 1.2527 1.2547 1.2514
S2 1.2502 1.2502 1.2541
S3 1.2443 1.2468 1.2536
S4 1.2385 1.2410 1.2520
Weekly Pivots for week ending 30-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.3190 1.3061 1.2649
R3 1.2995 1.2866 1.2596
R2 1.2801 1.2801 1.2578
R1 1.2672 1.2672 1.2560 1.2639
PP 1.2606 1.2606 1.2606 1.2590
S1 1.2477 1.2477 1.2525 1.2444
S2 1.2412 1.2412 1.2507
S3 1.2217 1.2283 1.2489
S4 1.2023 1.2088 1.2436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2735 1.2535 0.0200 1.6% 0.0075 0.6% 9% False True 80
10 1.2735 1.2513 0.0222 1.8% 0.0078 0.6% 18% False False 71
20 1.2735 1.2513 0.0222 1.8% 0.0074 0.6% 18% False False 76
40 1.2836 1.2442 0.0394 3.1% 0.0075 0.6% 28% False False 91
60 1.2836 1.2202 0.0634 5.0% 0.0075 0.6% 55% False False 85
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2842
2.618 1.2747
1.618 1.2688
1.000 1.2652
0.618 1.2630
HIGH 1.2594
0.618 1.2571
0.500 1.2564
0.382 1.2557
LOW 1.2535
0.618 1.2499
1.000 1.2477
1.618 1.2440
2.618 1.2382
4.250 1.2286
Fisher Pivots for day following 02-Apr-2018
Pivot 1 day 3 day
R1 1.2564 1.2596
PP 1.2560 1.2581
S1 1.2556 1.2567

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

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