CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 27-Apr-2018
Day Change Summary
Previous Current
26-Apr-2018 27-Apr-2018 Change Change % Previous Week
Open 1.2415 1.2293 -0.0122 -1.0% 1.2508
High 1.2431 1.2347 -0.0084 -0.7% 1.2510
Low 1.2333 1.2285 -0.0049 -0.4% 1.2285
Close 1.2335 1.2347 0.0013 0.1% 1.2347
Range 0.0098 0.0063 -0.0036 -36.2% 0.0225
ATR 0.0066 0.0065 0.0000 -0.3% 0.0000
Volume 111 588 477 429.7% 1,001
Daily Pivots for day following 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2514 1.2493 1.2381
R3 1.2451 1.2430 1.2364
R2 1.2389 1.2389 1.2358
R1 1.2368 1.2368 1.2353 1.2378
PP 1.2326 1.2326 1.2326 1.2331
S1 1.2305 1.2305 1.2341 1.2316
S2 1.2264 1.2264 1.2336
S3 1.2201 1.2243 1.2330
S4 1.2139 1.2180 1.2313
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.3055 1.2926 1.2471
R3 1.2830 1.2701 1.2409
R2 1.2605 1.2605 1.2388
R1 1.2476 1.2476 1.2368 1.2428
PP 1.2380 1.2380 1.2380 1.2356
S1 1.2251 1.2251 1.2326 1.2203
S2 1.2155 1.2155 1.2306
S3 1.1930 1.2026 1.2285
S4 1.1705 1.1801 1.2223
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2510 1.2285 0.0225 1.8% 0.0067 0.5% 28% False True 200
10 1.2653 1.2285 0.0369 3.0% 0.0060 0.5% 17% False True 139
20 1.2653 1.2285 0.0369 3.0% 0.0055 0.4% 17% False True 114
40 1.2735 1.2285 0.0451 3.6% 0.0064 0.5% 14% False True 94
60 1.2836 1.2285 0.0551 4.5% 0.0070 0.6% 11% False True 98
80 1.2836 1.2202 0.0634 5.1% 0.0069 0.6% 23% False False 92
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2613
2.618 1.2511
1.618 1.2448
1.000 1.2410
0.618 1.2386
HIGH 1.2347
0.618 1.2323
0.500 1.2316
0.382 1.2308
LOW 1.2285
0.618 1.2246
1.000 1.2222
1.618 1.2183
2.618 1.2121
4.250 1.2019
Fisher Pivots for day following 27-Apr-2018
Pivot 1 day 3 day
R1 1.2337 1.2372
PP 1.2326 1.2364
S1 1.2316 1.2355

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

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