CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 11-Sep-2018
Day Change Summary
Previous Current
10-Sep-2018 11-Sep-2018 Change Change % Previous Week
Open 1.1556 1.1600 0.0044 0.4% 1.1609
High 1.1623 1.1649 0.0027 0.2% 1.1667
Low 1.1531 1.1571 0.0040 0.3% 1.1541
Close 1.1603 1.1590 -0.0013 -0.1% 1.1572
Range 0.0092 0.0079 -0.0014 -14.7% 0.0127
ATR 0.0085 0.0084 0.0000 -0.5% 0.0000
Volume 218,940 331,638 112,698 51.5% 1,178,657
Daily Pivots for day following 11-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.1839 1.1793 1.1633
R3 1.1760 1.1714 1.1612
R2 1.1682 1.1682 1.1604
R1 1.1636 1.1636 1.1597 1.1620
PP 1.1603 1.1603 1.1603 1.1595
S1 1.1557 1.1557 1.1583 1.1541
S2 1.1525 1.1525 1.1576
S3 1.1446 1.1479 1.1568
S4 1.1368 1.1400 1.1547
Weekly Pivots for week ending 07-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.1973 1.1899 1.1641
R3 1.1846 1.1772 1.1606
R2 1.1720 1.1720 1.1595
R1 1.1646 1.1646 1.1583 1.1619
PP 1.1593 1.1593 1.1593 1.1580
S1 1.1519 1.1519 1.1560 1.1493
S2 1.1467 1.1467 1.1548
S3 1.1340 1.1393 1.1537
S4 1.1214 1.1266 1.1502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1667 1.1531 0.0137 1.2% 0.0084 0.7% 44% False False 276,260
10 1.1751 1.1531 0.0220 1.9% 0.0083 0.7% 27% False False 272,297
20 1.1751 1.1328 0.0423 3.6% 0.0085 0.7% 62% False False 263,412
40 1.1801 1.1328 0.0473 4.1% 0.0080 0.7% 55% False False 251,094
60 1.1852 1.1328 0.0524 4.5% 0.0082 0.7% 50% False False 245,392
80 1.1940 1.1328 0.0612 5.3% 0.0086 0.7% 43% False False 200,782
100 1.2490 1.1328 0.1162 10.0% 0.0085 0.7% 23% False False 160,926
120 1.2639 1.1328 0.1312 11.3% 0.0083 0.7% 20% False False 134,151
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 0.0025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1983
2.618 1.1855
1.618 1.1776
1.000 1.1728
0.618 1.1698
HIGH 1.1649
0.618 1.1619
0.500 1.1610
0.382 1.1600
LOW 1.1571
0.618 1.1522
1.000 1.1492
1.618 1.1443
2.618 1.1365
4.250 1.1237
Fisher Pivots for day following 11-Sep-2018
Pivot 1 day 3 day
R1 1.1610 1.1593
PP 1.1603 1.1592
S1 1.1597 1.1591

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

View Archives - Comment on this page... - Back to Index of Symbols