CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 09-Jul-2018
Day Change Summary
Previous Current
06-Jul-2018 09-Jul-2018 Change Change % Previous Week
Open 1.1750 1.1809 0.0060 0.5% 1.1738
High 1.1830 1.1852 0.0022 0.2% 1.1830
Low 1.1740 1.1793 0.0053 0.5% 1.1656
Close 1.1805 1.1809 0.0004 0.0% 1.1805
Range 0.0090 0.0059 -0.0032 -35.0% 0.0175
ATR 0.0095 0.0092 -0.0003 -2.7% 0.0000
Volume 224,361 186,245 -38,116 -17.0% 887,382
Daily Pivots for day following 09-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.1993 1.1960 1.1841
R3 1.1935 1.1901 1.1825
R2 1.1876 1.1876 1.1820
R1 1.1843 1.1843 1.1814 1.1838
PP 1.1818 1.1818 1.1818 1.1816
S1 1.1784 1.1784 1.1804 1.1780
S2 1.1759 1.1759 1.1798
S3 1.1701 1.1726 1.1793
S4 1.1642 1.1667 1.1777
Weekly Pivots for week ending 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2287 1.2221 1.1901
R3 1.2113 1.2046 1.1853
R2 1.1938 1.1938 1.1837
R1 1.1872 1.1872 1.1821 1.1905
PP 1.1764 1.1764 1.1764 1.1780
S1 1.1697 1.1697 1.1789 1.1730
S2 1.1589 1.1589 1.1773
S3 1.1415 1.1523 1.1757
S4 1.1240 1.1348 1.1709
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1852 1.1656 0.0196 1.7% 0.0077 0.7% 78% True False 214,725
10 1.1852 1.1595 0.0257 2.2% 0.0090 0.8% 83% True False 244,566
20 1.1940 1.1582 0.0358 3.0% 0.0096 0.8% 63% False False 240,912
40 1.2108 1.1582 0.0526 4.5% 0.0093 0.8% 43% False False 127,120
60 1.2557 1.1582 0.0975 8.3% 0.0088 0.7% 23% False False 85,044
80 1.2639 1.1582 0.1057 9.0% 0.0085 0.7% 21% False False 63,849
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2100
2.618 1.2005
1.618 1.1946
1.000 1.1910
0.618 1.1888
HIGH 1.1852
0.618 1.1829
0.500 1.1822
0.382 1.1815
LOW 1.1793
0.618 1.1757
1.000 1.1735
1.618 1.1698
2.618 1.1640
4.250 1.1544
Fisher Pivots for day following 09-Jul-2018
Pivot 1 day 3 day
R1 1.1822 1.1796
PP 1.1818 1.1784
S1 1.1813 1.1771

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

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