CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 21-Aug-2018
Day Change Summary
Previous Current
20-Aug-2018 21-Aug-2018 Change Change % Previous Week
Open 1.1461 1.1510 0.0049 0.4% 1.1417
High 1.1508 1.1624 0.0116 1.0% 1.1469
Low 1.1417 1.1507 0.0091 0.8% 1.1328
Close 1.1490 1.1595 0.0105 0.9% 1.1468
Range 0.0092 0.0117 0.0026 27.9% 0.0141
ATR 0.0079 0.0083 0.0004 5.0% 0.0000
Volume 214,346 317,259 102,913 48.0% 1,434,545
Daily Pivots for day following 21-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.1926 1.1877 1.1659
R3 1.1809 1.1760 1.1627
R2 1.1692 1.1692 1.1616
R1 1.1643 1.1643 1.1605 1.1668
PP 1.1575 1.1575 1.1575 1.1587
S1 1.1526 1.1526 1.1584 1.1551
S2 1.1458 1.1458 1.1573
S3 1.1341 1.1409 1.1562
S4 1.1224 1.1292 1.1530
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.1844 1.1797 1.1545
R3 1.1703 1.1656 1.1506
R2 1.1562 1.1562 1.1493
R1 1.1515 1.1515 1.1480 1.1539
PP 1.1421 1.1421 1.1421 1.1433
S1 1.1374 1.1374 1.1455 1.1398
S2 1.1280 1.1280 1.1442
S3 1.1139 1.1233 1.1429
S4 1.0998 1.1092 1.1390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1624 1.1328 0.0297 2.6% 0.0083 0.7% 90% True False 275,564
10 1.1662 1.1328 0.0335 2.9% 0.0088 0.8% 80% False False 285,785
20 1.1790 1.1328 0.0463 4.0% 0.0076 0.7% 58% False False 252,986
40 1.1852 1.1328 0.0524 4.5% 0.0080 0.7% 51% False False 239,794
60 1.1940 1.1328 0.0612 5.3% 0.0087 0.8% 44% False False 206,662
80 1.2268 1.1328 0.0940 8.1% 0.0085 0.7% 28% False False 155,740
100 1.2557 1.1328 0.1229 10.6% 0.0082 0.7% 22% False False 124,693
120 1.2639 1.1328 0.1312 11.3% 0.0082 0.7% 20% False False 103,941
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 0.0016
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2121
2.618 1.1930
1.618 1.1813
1.000 1.1741
0.618 1.1696
HIGH 1.1624
0.618 1.1579
0.500 1.1566
0.382 1.1552
LOW 1.1507
0.618 1.1435
1.000 1.1390
1.618 1.1318
2.618 1.1201
4.250 1.1010
Fisher Pivots for day following 21-Aug-2018
Pivot 1 day 3 day
R1 1.1585 1.1565
PP 1.1575 1.1536
S1 1.1566 1.1507

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

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