CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 19-Jul-2018
Day Change Summary
Previous Current
18-Jul-2018 19-Jul-2018 Change Change % Previous Week
Open 1.1713 1.1695 -0.0018 -0.1% 1.1809
High 1.1717 1.1728 0.0011 0.1% 1.1852
Low 1.1653 1.1623 -0.0031 -0.3% 1.1667
Close 1.1700 1.1694 -0.0006 -0.1% 1.1731
Range 0.0064 0.0106 0.0042 64.8% 0.0185
ATR 0.0084 0.0085 0.0002 1.9% 0.0000
Volume 204,532 280,556 76,024 37.2% 983,118
Daily Pivots for day following 19-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.1998 1.1951 1.1752
R3 1.1892 1.1846 1.1723
R2 1.1787 1.1787 1.1713
R1 1.1740 1.1740 1.1703 1.1711
PP 1.1681 1.1681 1.1681 1.1667
S1 1.1635 1.1635 1.1684 1.1605
S2 1.1576 1.1576 1.1674
S3 1.1470 1.1529 1.1664
S4 1.1365 1.1424 1.1635
Weekly Pivots for week ending 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2305 1.2203 1.1833
R3 1.2120 1.2018 1.1782
R2 1.1935 1.1935 1.1765
R1 1.1833 1.1833 1.1748 1.1791
PP 1.1750 1.1750 1.1750 1.1729
S1 1.1648 1.1648 1.1714 1.1606
S2 1.1565 1.1565 1.1697
S3 1.1380 1.1463 1.1680
S4 1.1195 1.1278 1.1629
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1798 1.1623 0.0175 1.5% 0.0078 0.7% 41% False True 205,298
10 1.1852 1.1623 0.0229 2.0% 0.0075 0.6% 31% False True 203,625
20 1.1852 1.1582 0.0270 2.3% 0.0085 0.7% 41% False False 232,352
40 1.1940 1.1582 0.0358 3.1% 0.0093 0.8% 31% False False 167,264
60 1.2373 1.1582 0.0791 6.8% 0.0089 0.8% 14% False False 112,075
80 1.2639 1.1582 0.1057 9.0% 0.0084 0.7% 11% False False 84,152
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.2176
2.618 1.2004
1.618 1.1899
1.000 1.1834
0.618 1.1793
HIGH 1.1728
0.618 1.1688
0.500 1.1675
0.382 1.1663
LOW 1.1623
0.618 1.1557
1.000 1.1517
1.618 1.1452
2.618 1.1346
4.250 1.1174
Fisher Pivots for day following 19-Jul-2018
Pivot 1 day 3 day
R1 1.1687 1.1710
PP 1.1681 1.1705
S1 1.1675 1.1699

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

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