CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 24-Aug-2018
Day Change Summary
Previous Current
23-Aug-2018 24-Aug-2018 Change Change % Previous Week
Open 1.1615 1.1561 -0.0055 -0.5% 1.1461
High 1.1619 1.1658 0.0039 0.3% 1.1658
Low 1.1549 1.1553 0.0004 0.0% 1.1417
Close 1.1556 1.1644 0.0088 0.8% 1.1644
Range 0.0071 0.0106 0.0035 49.6% 0.0242
ATR 0.0081 0.0083 0.0002 2.1% 0.0000
Volume 222,981 240,625 17,644 7.9% 1,243,286
Daily Pivots for day following 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.1935 1.1895 1.1702
R3 1.1829 1.1789 1.1673
R2 1.1724 1.1724 1.1663
R1 1.1684 1.1684 1.1653 1.1704
PP 1.1618 1.1618 1.1618 1.1628
S1 1.1578 1.1578 1.1634 1.1598
S2 1.1513 1.1513 1.1624
S3 1.1407 1.1473 1.1614
S4 1.1302 1.1367 1.1585
Weekly Pivots for week ending 24-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.2297 1.2212 1.1776
R3 1.2056 1.1970 1.1710
R2 1.1814 1.1814 1.1688
R1 1.1729 1.1729 1.1666 1.1772
PP 1.1573 1.1573 1.1573 1.1594
S1 1.1487 1.1487 1.1621 1.1530
S2 1.1331 1.1331 1.1599
S3 1.1090 1.1246 1.1577
S4 1.0848 1.1004 1.1511
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1658 1.1417 0.0242 2.1% 0.0091 0.8% 94% True False 248,657
10 1.1658 1.1328 0.0331 2.8% 0.0083 0.7% 96% True False 267,783
20 1.1790 1.1328 0.0463 4.0% 0.0077 0.7% 68% False False 254,751
40 1.1852 1.1328 0.0524 4.5% 0.0078 0.7% 60% False False 237,187
60 1.1940 1.1328 0.0612 5.3% 0.0084 0.7% 52% False False 217,353
80 1.2130 1.1328 0.0803 6.9% 0.0085 0.7% 39% False False 164,581
100 1.2557 1.1328 0.1229 10.6% 0.0083 0.7% 26% False False 131,805
120 1.2639 1.1328 0.1312 11.3% 0.0082 0.7% 24% False False 109,870
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2106
2.618 1.1934
1.618 1.1829
1.000 1.1764
0.618 1.1723
HIGH 1.1658
0.618 1.1618
0.500 1.1605
0.382 1.1593
LOW 1.1553
0.618 1.1487
1.000 1.1447
1.618 1.1382
2.618 1.1276
4.250 1.1104
Fisher Pivots for day following 24-Aug-2018
Pivot 1 day 3 day
R1 1.1631 1.1630
PP 1.1618 1.1617
S1 1.1605 1.1603

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

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