CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 09-May-2018
Day Change Summary
Previous Current
08-May-2018 09-May-2018 Change Change % Previous Week
Open 1.2051 1.1981 -0.0071 -0.6% 1.2257
High 1.2055 1.2014 -0.0042 -0.3% 1.2268
Low 1.1958 1.1943 -0.0015 -0.1% 1.2034
Close 1.1976 1.1979 0.0003 0.0% 1.2086
Range 0.0097 0.0071 -0.0027 -27.3% 0.0234
ATR 0.0077 0.0077 0.0000 -0.6% 0.0000
Volume 727 699 -28 -3.9% 6,522
Daily Pivots for day following 09-May-2018
Classic Woodie Camarilla DeMark
R4 1.2190 1.2155 1.2018
R3 1.2120 1.2085 1.1998
R2 1.2049 1.2049 1.1992
R1 1.2014 1.2014 1.1985 1.1996
PP 1.1979 1.1979 1.1979 1.1970
S1 1.1944 1.1944 1.1973 1.1926
S2 1.1908 1.1908 1.1966
S3 1.1838 1.1873 1.1960
S4 1.1767 1.1803 1.1940
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 1.2830 1.2691 1.2214
R3 1.2596 1.2458 1.2150
R2 1.2363 1.2363 1.2128
R1 1.2224 1.2224 1.2107 1.2177
PP 1.2129 1.2129 1.2129 1.2105
S1 1.1991 1.1991 1.2064 1.1943
S2 1.1896 1.1896 1.2043
S3 1.1662 1.1757 1.2021
S4 1.1429 1.1524 1.1957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2130 1.1943 0.0187 1.6% 0.0076 0.6% 19% False True 858
10 1.2345 1.1943 0.0402 3.4% 0.0083 0.7% 9% False True 1,065
20 1.2557 1.1943 0.0614 5.1% 0.0075 0.6% 6% False True 819
40 1.2639 1.1943 0.0696 5.8% 0.0076 0.6% 5% False True 531
Crabel Price Patterns
NR True
NR4 True
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 0.0019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2313
2.618 1.2198
1.618 1.2128
1.000 1.2084
0.618 1.2057
HIGH 1.2014
0.618 1.1987
0.500 1.1978
0.382 1.1970
LOW 1.1943
0.618 1.1899
1.000 1.1873
1.618 1.1829
2.618 1.1758
4.250 1.1643
Fisher Pivots for day following 09-May-2018
Pivot 1 day 3 day
R1 1.1979 1.2020
PP 1.1979 1.2006
S1 1.1978 1.1993

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

View Archives - Comment on this page... - Back to Index of Symbols