CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 24-Jul-2018
Day Change Summary
Previous Current
23-Jul-2018 24-Jul-2018 Change Change % Previous Week
Open 1.1774 1.1738 -0.0037 -0.3% 1.1738
High 1.1801 1.1764 -0.0037 -0.3% 1.1798
Low 1.1731 1.1701 -0.0030 -0.3% 1.1623
Close 1.1737 1.1730 -0.0007 -0.1% 1.1774
Range 0.0070 0.0063 -0.0007 -9.4% 0.0175
ATR 0.0086 0.0084 -0.0002 -1.9% 0.0000
Volume 187,511 199,833 12,322 6.6% 1,119,681
Daily Pivots for day following 24-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.1921 1.1888 1.1765
R3 1.1858 1.1825 1.1747
R2 1.1795 1.1795 1.1742
R1 1.1762 1.1762 1.1736 1.1747
PP 1.1732 1.1732 1.1732 1.1724
S1 1.1699 1.1699 1.1724 1.1684
S2 1.1669 1.1669 1.1718
S3 1.1606 1.1636 1.1713
S4 1.1543 1.1573 1.1695
Weekly Pivots for week ending 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2256 1.2190 1.1870
R3 1.2081 1.2015 1.1822
R2 1.1906 1.1906 1.1806
R1 1.1840 1.1840 1.1790 1.1873
PP 1.1731 1.1731 1.1731 1.1748
S1 1.1665 1.1665 1.1757 1.1698
S2 1.1556 1.1556 1.1741
S3 1.1381 1.1490 1.1725
S4 1.1206 1.1315 1.1677
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1801 1.1623 0.0178 1.5% 0.0083 0.7% 60% False False 232,668
10 1.1817 1.1623 0.0194 1.7% 0.0078 0.7% 55% False False 212,753
20 1.1852 1.1595 0.0257 2.2% 0.0083 0.7% 53% False False 226,603
40 1.1940 1.1582 0.0358 3.0% 0.0093 0.8% 41% False False 183,500
60 1.2268 1.1582 0.0686 5.8% 0.0089 0.8% 22% False False 123,325
80 1.2557 1.1582 0.0975 8.3% 0.0083 0.7% 15% False False 92,620
100 1.2639 1.1582 0.1057 9.0% 0.0083 0.7% 14% False False 74,132
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2032
2.618 1.1929
1.618 1.1866
1.000 1.1827
0.618 1.1803
HIGH 1.1764
0.618 1.1740
0.500 1.1733
0.382 1.1725
LOW 1.1701
0.618 1.1662
1.000 1.1638
1.618 1.1599
2.618 1.1536
4.250 1.1433
Fisher Pivots for day following 24-Jul-2018
Pivot 1 day 3 day
R1 1.1733 1.1738
PP 1.1732 1.1735
S1 1.1731 1.1733

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

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