CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 10-Aug-2018
Day Change Summary
Previous Current
09-Aug-2018 10-Aug-2018 Change Change % Previous Week
Open 1.1646 1.1558 -0.0089 -0.8% 1.1605
High 1.1650 1.1566 -0.0084 -0.7% 1.1662
Low 1.1555 1.1417 -0.0138 -1.2% 1.1417
Close 1.1573 1.1429 -0.0144 -1.2% 1.1429
Range 0.0095 0.0149 0.0054 56.8% 0.0245
ATR 0.0074 0.0080 0.0006 7.9% 0.0000
Volume 227,087 453,203 226,116 99.6% 1,312,704
Daily Pivots for day following 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.1918 1.1822 1.1511
R3 1.1769 1.1673 1.1470
R2 1.1620 1.1620 1.1456
R1 1.1524 1.1524 1.1443 1.1498
PP 1.1471 1.1471 1.1471 1.1457
S1 1.1375 1.1375 1.1415 1.1349
S2 1.1322 1.1322 1.1402
S3 1.1173 1.1226 1.1388
S4 1.1024 1.1077 1.1347
Weekly Pivots for week ending 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.2238 1.2078 1.1564
R3 1.1993 1.1833 1.1496
R2 1.1748 1.1748 1.1474
R1 1.1588 1.1588 1.1451 1.1546
PP 1.1503 1.1503 1.1503 1.1481
S1 1.1343 1.1343 1.1407 1.1301
S2 1.1258 1.1258 1.1384
S3 1.1013 1.1098 1.1362
S4 1.0768 1.0853 1.1294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1662 1.1417 0.0245 2.1% 0.0080 0.7% 5% False True 262,540
10 1.1790 1.1417 0.0373 3.3% 0.0072 0.6% 3% False True 241,719
20 1.1801 1.1417 0.0384 3.4% 0.0075 0.7% 3% False True 230,030
40 1.1852 1.1417 0.0435 3.8% 0.0080 0.7% 3% False True 236,293
60 1.1943 1.1417 0.0526 4.6% 0.0086 0.8% 2% False True 174,516
80 1.2543 1.1417 0.1126 9.8% 0.0085 0.7% 1% False True 131,243
100 1.2639 1.1417 0.1222 10.7% 0.0082 0.7% 1% False True 105,050
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 1.2199
2.618 1.1956
1.618 1.1807
1.000 1.1715
0.618 1.1658
HIGH 1.1566
0.618 1.1509
0.500 1.1492
0.382 1.1474
LOW 1.1417
0.618 1.1325
1.000 1.1268
1.618 1.1176
2.618 1.1027
4.250 1.0784
Fisher Pivots for day following 10-Aug-2018
Pivot 1 day 3 day
R1 1.1492 1.1540
PP 1.1471 1.1503
S1 1.1450 1.1466

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

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