CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 01-May-2018
Day Change Summary
Previous Current
30-Apr-2018 01-May-2018 Change Change % Previous Week
Open 1.2338 1.2301 -0.0037 -0.3% 1.2508
High 1.2338 1.2301 -0.0037 -0.3% 1.2510
Low 1.2299 1.2209 -0.0090 -0.7% 1.2285
Close 1.2306 1.2218 -0.0088 -0.7% 1.2347
Range 0.0039 0.0092 0.0053 135.9% 0.0225
ATR 0.0064 0.0067 0.0002 3.7% 0.0000
Volume 66 49 -17 -25.8% 1,001
Daily Pivots for day following 01-May-2018
Classic Woodie Camarilla DeMark
R4 1.2518 1.2460 1.2269
R3 1.2426 1.2368 1.2243
R2 1.2334 1.2334 1.2235
R1 1.2276 1.2276 1.2226 1.2259
PP 1.2242 1.2242 1.2242 1.2234
S1 1.2184 1.2184 1.2210 1.2167
S2 1.2150 1.2150 1.2201
S3 1.2058 1.2092 1.2193
S4 1.1966 1.2000 1.2167
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 1.2460 1.2209 0.0252 2.1% 0.0069 0.6% 4% False True 177
10 1.2637 1.2209 0.0428 3.5% 0.0061 0.5% 2% False True 140
20 1.2653 1.2209 0.0445 3.6% 0.0055 0.4% 2% False True 114
40 1.2735 1.2209 0.0527 4.3% 0.0064 0.5% 2% False True 95
60 1.2836 1.2209 0.0627 5.1% 0.0069 0.6% 2% False True 99
80 1.2836 1.2202 0.0634 5.2% 0.0070 0.6% 3% False False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2692
2.618 1.2541
1.618 1.2449
1.000 1.2393
0.618 1.2357
HIGH 1.2301
0.618 1.2265
0.500 1.2255
0.382 1.2244
LOW 1.2209
0.618 1.2152
1.000 1.2117
1.618 1.2060
2.618 1.1968
4.250 1.1818
Fisher Pivots for day following 01-May-2018
Pivot 1 day 3 day
R1 1.2255 1.2278
PP 1.2242 1.2258
S1 1.2230 1.2238

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

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