CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 23-Apr-2018
Day Change Summary
Previous Current
20-Apr-2018 23-Apr-2018 Change Change % Previous Week
Open 1.2549 1.2508 -0.0042 -0.3% 1.2576
High 1.2549 1.2510 -0.0040 -0.3% 1.2653
Low 1.2505 1.2437 -0.0068 -0.5% 1.2505
Close 1.2519 1.2440 -0.0079 -0.6% 1.2519
Range 0.0044 0.0073 0.0029 64.8% 0.0148
ATR 0.0063 0.0064 0.0001 2.1% 0.0000
Volume 131 106 -25 -19.1% 390
Daily Pivots for day following 23-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2680 1.2632 1.2479
R3 1.2607 1.2560 1.2459
R2 1.2535 1.2535 1.2453
R1 1.2487 1.2487 1.2446 1.2475
PP 1.2462 1.2462 1.2462 1.2456
S1 1.2415 1.2415 1.2433 1.2402
S2 1.2390 1.2390 1.2426
S3 1.2317 1.2342 1.2420
S4 1.2245 1.2270 1.2400
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.3003 1.2909 1.2600
R3 1.2855 1.2761 1.2559
R2 1.2707 1.2707 1.2546
R1 1.2613 1.2613 1.2532 1.2586
PP 1.2559 1.2559 1.2559 1.2545
S1 1.2465 1.2465 1.2505 1.2438
S2 1.2411 1.2411 1.2491
S3 1.2263 1.2317 1.2478
S4 1.2115 1.2169 1.2437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2653 1.2437 0.0216 1.7% 0.0057 0.5% 1% False True 93
10 1.2653 1.2437 0.0216 1.7% 0.0048 0.4% 1% False True 70
20 1.2735 1.2437 0.0298 2.4% 0.0057 0.5% 1% False True 85
40 1.2735 1.2437 0.0298 2.4% 0.0065 0.5% 1% False True 80
60 1.2836 1.2437 0.0399 3.2% 0.0070 0.6% 1% False True 85
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2818
2.618 1.2699
1.618 1.2627
1.000 1.2582
0.618 1.2554
HIGH 1.2510
0.618 1.2482
0.500 1.2473
0.382 1.2465
LOW 1.2437
0.618 1.2392
1.000 1.2365
1.618 1.2320
2.618 1.2247
4.250 1.2129
Fisher Pivots for day following 23-Apr-2018
Pivot 1 day 3 day
R1 1.2473 1.2537
PP 1.2462 1.2504
S1 1.2451 1.2472

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

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