CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 12-Apr-2018
Day Change Summary
Previous Current
11-Apr-2018 12-Apr-2018 Change Change % Previous Week
Open 1.2621 1.2564 -0.0057 -0.4% 1.2572
High 1.2638 1.2574 -0.0064 -0.5% 1.2594
Low 1.2608 1.2549 -0.0060 -0.5% 1.2469
Close 1.2608 1.2574 -0.0034 -0.3% 1.2533
Range 0.0030 0.0026 -0.0005 -15.0% 0.0125
ATR 0.0069 0.0068 -0.0001 -1.0% 0.0000
Volume 42 30 -12 -28.6% 547
Daily Pivots for day following 12-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2642 1.2634 1.2588
R3 1.2617 1.2608 1.2581
R2 1.2591 1.2591 1.2579
R1 1.2583 1.2583 1.2576 1.2587
PP 1.2566 1.2566 1.2566 1.2568
S1 1.2557 1.2557 1.2572 1.2561
S2 1.2540 1.2540 1.2569
S3 1.2515 1.2532 1.2567
S4 1.2489 1.2506 1.2560
Weekly Pivots for week ending 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2905 1.2844 1.2601
R3 1.2781 1.2719 1.2567
R2 1.2656 1.2656 1.2556
R1 1.2595 1.2595 1.2544 1.2563
PP 1.2532 1.2532 1.2532 1.2516
S1 1.2470 1.2470 1.2522 1.2439
S2 1.2407 1.2407 1.2510
S3 1.2283 1.2346 1.2499
S4 1.2158 1.2221 1.2465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2638 1.2469 0.0169 1.3% 0.0050 0.4% 62% False False 113
10 1.2638 1.2469 0.0169 1.3% 0.0052 0.4% 62% False False 84
20 1.2735 1.2469 0.0266 2.1% 0.0068 0.5% 39% False False 84
40 1.2836 1.2442 0.0394 3.1% 0.0071 0.6% 34% False False 80
60 1.2836 1.2442 0.0394 3.1% 0.0073 0.6% 34% False False 91
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1.2682
2.618 1.2641
1.618 1.2615
1.000 1.2600
0.618 1.2590
HIGH 1.2574
0.618 1.2564
0.500 1.2561
0.382 1.2558
LOW 1.2549
0.618 1.2533
1.000 1.2523
1.618 1.2507
2.618 1.2482
4.250 1.2440
Fisher Pivots for day following 12-Apr-2018
Pivot 1 day 3 day
R1 1.2570 1.2593
PP 1.2566 1.2586
S1 1.2561 1.2580

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

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