CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 04-Sep-2018
Day Change Summary
Previous Current
31-Aug-2018 04-Sep-2018 Change Change % Previous Week
Open 1.1678 1.1609 -0.0069 -0.6% 1.1643
High 1.1703 1.1640 -0.0064 -0.5% 1.1751
Low 1.1597 1.1541 -0.0056 -0.5% 1.1597
Close 1.1609 1.1591 -0.0019 -0.2% 1.1609
Range 0.0107 0.0099 -0.0008 -7.0% 0.0154
ATR 0.0083 0.0084 0.0001 1.4% 0.0000
Volume 266,773 347,935 81,162 30.4% 1,186,367
Daily Pivots for day following 04-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.1887 1.1838 1.1645
R3 1.1788 1.1739 1.1618
R2 1.1689 1.1689 1.1609
R1 1.1640 1.1640 1.1600 1.1615
PP 1.1590 1.1590 1.1590 1.1578
S1 1.1541 1.1541 1.1581 1.1516
S2 1.1491 1.1491 1.1572
S3 1.1392 1.1442 1.1563
S4 1.1293 1.1343 1.1536
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.2114 1.2016 1.1694
R3 1.1960 1.1862 1.1651
R2 1.1806 1.1806 1.1637
R1 1.1708 1.1708 1.1623 1.1680
PP 1.1652 1.1652 1.1652 1.1638
S1 1.1554 1.1554 1.1595 1.1526
S2 1.1498 1.1498 1.1581
S3 1.1344 1.1400 1.1567
S4 1.1190 1.1246 1.1524
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1751 1.1541 0.0210 1.8% 0.0083 0.7% 24% False True 268,335
10 1.1751 1.1507 0.0244 2.1% 0.0088 0.8% 34% False False 256,324
20 1.1751 1.1328 0.0423 3.6% 0.0085 0.7% 62% False False 265,975
40 1.1823 1.1328 0.0495 4.3% 0.0078 0.7% 53% False False 240,240
60 1.1940 1.1328 0.0612 5.3% 0.0084 0.7% 43% False False 240,464
80 1.2108 1.1328 0.0781 6.7% 0.0086 0.7% 34% False False 183,680
100 1.2557 1.1328 0.1229 10.6% 0.0084 0.7% 21% False False 147,122
120 1.2639 1.1328 0.1312 11.3% 0.0083 0.7% 20% False False 122,646
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2060
2.618 1.1899
1.618 1.1800
1.000 1.1739
0.618 1.1701
HIGH 1.1640
0.618 1.1602
0.500 1.1590
0.382 1.1578
LOW 1.1541
0.618 1.1479
1.000 1.1442
1.618 1.1380
2.618 1.1281
4.250 1.1120
Fisher Pivots for day following 04-Sep-2018
Pivot 1 day 3 day
R1 1.1590 1.1636
PP 1.1590 1.1621
S1 1.1590 1.1606

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

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