CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 22-May-2018
Day Change Summary
Previous Current
21-May-2018 22-May-2018 Change Change % Previous Week
Open 1.1946 1.1986 0.0041 0.3% 1.2164
High 1.1973 1.2019 0.0046 0.4% 1.2194
Low 1.1914 1.1957 0.0044 0.4% 1.1949
Close 1.1969 1.1975 0.0006 0.1% 1.1971
Range 0.0060 0.0062 0.0003 4.2% 0.0245
ATR 0.0070 0.0069 -0.0001 -0.8% 0.0000
Volume 144 294 150 104.2% 1,841
Daily Pivots for day following 22-May-2018
Classic Woodie Camarilla DeMark
R4 1.2170 1.2134 1.2009
R3 1.2108 1.2072 1.1992
R2 1.2046 1.2046 1.1986
R1 1.2010 1.2010 1.1981 1.1997
PP 1.1984 1.1984 1.1984 1.1977
S1 1.1948 1.1948 1.1969 1.1935
S2 1.1922 1.1922 1.1964
S3 1.1860 1.1886 1.1958
S4 1.1798 1.1824 1.1941
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 1.2771 1.2615 1.2105
R3 1.2527 1.2371 1.2038
R2 1.2282 1.2282 1.2015
R1 1.2126 1.2126 1.1993 1.2082
PP 1.2038 1.2038 1.2038 1.2016
S1 1.1882 1.1882 1.1948 1.1838
S2 1.1793 1.1793 1.1926
S3 1.1549 1.1637 1.1903
S4 1.1304 1.1393 1.1836
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2055 1.1914 0.0142 1.2% 0.0064 0.5% 43% False False 354
10 1.2194 1.1914 0.0280 2.3% 0.0069 0.6% 22% False False 260
20 1.2460 1.1914 0.0547 4.6% 0.0070 0.6% 11% False False 201
40 1.2735 1.1914 0.0822 6.9% 0.0063 0.5% 7% False False 144
60 1.2735 1.1914 0.0822 6.9% 0.0067 0.6% 7% False False 120
80 1.2836 1.1914 0.0922 7.7% 0.0070 0.6% 7% False False 115
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2283
2.618 1.2181
1.618 1.2119
1.000 1.2081
0.618 1.2057
HIGH 1.2019
0.618 1.1995
0.500 1.1988
0.382 1.1981
LOW 1.1957
0.618 1.1919
1.000 1.1895
1.618 1.1857
2.618 1.1795
4.250 1.1694
Fisher Pivots for day following 22-May-2018
Pivot 1 day 3 day
R1 1.1988 1.1972
PP 1.1984 1.1969
S1 1.1979 1.1966

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

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