CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 03-May-2018
Day Change Summary
Previous Current
02-May-2018 03-May-2018 Change Change % Previous Week
Open 1.2237 1.2184 -0.0054 -0.4% 1.2508
High 1.2248 1.2223 -0.0025 -0.2% 1.2510
Low 1.2178 1.2170 -0.0008 -0.1% 1.2285
Close 1.2207 1.2209 0.0002 0.0% 1.2347
Range 0.0070 0.0053 -0.0017 -24.3% 0.0225
ATR 0.0067 0.0066 -0.0001 -1.5% 0.0000
Volume 82 91 9 11.0% 1,001
Daily Pivots for day following 03-May-2018
Classic Woodie Camarilla DeMark
R4 1.2360 1.2337 1.2238
R3 1.2307 1.2284 1.2223
R2 1.2254 1.2254 1.2218
R1 1.2231 1.2231 1.2213 1.2242
PP 1.2201 1.2201 1.2201 1.2206
S1 1.2178 1.2178 1.2204 1.2189
S2 1.2148 1.2148 1.2199
S3 1.2095 1.2125 1.2194
S4 1.2042 1.2072 1.2179
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 1.2347 1.2170 0.0177 1.4% 0.0063 0.5% 22% False True 175
10 1.2549 1.2170 0.0379 3.1% 0.0063 0.5% 10% False True 142
20 1.2653 1.2170 0.0483 4.0% 0.0056 0.5% 8% False True 115
40 1.2735 1.2170 0.0565 4.6% 0.0064 0.5% 7% False True 97
60 1.2836 1.2170 0.0666 5.5% 0.0068 0.6% 6% False True 100
80 1.2836 1.2170 0.0666 5.5% 0.0071 0.6% 6% False True 93
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 False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2448
2.618 1.2362
1.618 1.2309
1.000 1.2276
0.618 1.2256
HIGH 1.2223
0.618 1.2203
0.500 1.2197
0.382 1.2190
LOW 1.2170
0.618 1.2137
1.000 1.2117
1.618 1.2084
2.618 1.2031
4.250 1.1945
Fisher Pivots for day following 03-May-2018
Pivot 1 day 3 day
R1 1.2205 1.2235
PP 1.2201 1.2226
S1 1.2197 1.2217

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

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