CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 08-Aug-2018
Day Change Summary
Previous Current
07-Aug-2018 08-Aug-2018 Change Change % Previous Week
Open 1.1588 1.1630 0.0042 0.4% 1.1698
High 1.1643 1.1662 0.0020 0.2% 1.1790
Low 1.1585 1.1606 0.0021 0.2% 1.1594
Close 1.1628 1.1652 0.0024 0.2% 1.1614
Range 0.0058 0.0056 -0.0002 -2.6% 0.0196
ATR 0.0073 0.0072 -0.0001 -1.7% 0.0000
Volume 215,677 211,417 -4,260 -2.0% 1,104,494
Daily Pivots for day following 08-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.1808 1.1786 1.1683
R3 1.1752 1.1730 1.1667
R2 1.1696 1.1696 1.1662
R1 1.1674 1.1674 1.1657 1.1685
PP 1.1640 1.1640 1.1640 1.1646
S1 1.1618 1.1618 1.1647 1.1629
S2 1.1584 1.1584 1.1642
S3 1.1528 1.1562 1.1637
S4 1.1472 1.1506 1.1621
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.2254 1.2130 1.1721
R3 1.2058 1.1934 1.1667
R2 1.1862 1.1862 1.1649
R1 1.1738 1.1738 1.1631 1.1702
PP 1.1666 1.1666 1.1666 1.1648
S1 1.1542 1.1542 1.1596 1.1506
S2 1.1470 1.1470 1.1578
S3 1.1274 1.1346 1.1560
S4 1.1078 1.1150 1.1506
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1704 1.1565 0.0140 1.2% 0.0059 0.5% 63% False False 226,266
10 1.1790 1.1565 0.0226 1.9% 0.0062 0.5% 39% False False 218,956
20 1.1801 1.1565 0.0236 2.0% 0.0069 0.6% 37% False False 214,360
40 1.1940 1.1565 0.0375 3.2% 0.0084 0.7% 23% False False 233,402
60 1.2049 1.1565 0.0484 4.2% 0.0086 0.7% 18% False False 163,301
80 1.2557 1.1565 0.0992 8.5% 0.0084 0.7% 9% False False 122,745
100 1.2639 1.1565 0.1075 9.2% 0.0082 0.7% 8% False False 98,250
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1900
2.618 1.1809
1.618 1.1753
1.000 1.1718
0.618 1.1697
HIGH 1.1662
0.618 1.1641
0.500 1.1634
0.382 1.1627
LOW 1.1606
0.618 1.1571
1.000 1.1550
1.618 1.1515
2.618 1.1459
4.250 1.1368
Fisher Pivots for day following 08-Aug-2018
Pivot 1 day 3 day
R1 1.1646 1.1639
PP 1.1640 1.1626
S1 1.1634 1.1613

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

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