CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 30-May-2018
Day Change Summary
Previous Current
29-May-2018 30-May-2018 Change Change % Previous Week
Open 1.1869 1.1734 -0.0136 -1.1% 1.1946
High 1.1900 1.1862 -0.0039 -0.3% 1.2019
Low 1.1700 1.1718 0.0018 0.1% 1.1840
Close 1.1718 1.1838 0.0120 1.0% 1.1853
Range 0.0200 0.0144 -0.0056 -28.0% 0.0179
ATR 0.0080 0.0084 0.0005 5.8% 0.0000
Volume 1,250 1,122 -128 -10.2% 2,002
Daily Pivots for day following 30-May-2018
Classic Woodie Camarilla DeMark
R4 1.2238 1.2182 1.1917
R3 1.2094 1.2038 1.1878
R2 1.1950 1.1950 1.1864
R1 1.1894 1.1894 1.1851 1.1922
PP 1.1806 1.1806 1.1806 1.1820
S1 1.1750 1.1750 1.1825 1.1778
S2 1.1662 1.1662 1.1812
S3 1.1518 1.1606 1.1798
S4 1.1374 1.1462 1.1759
Weekly Pivots for week ending 25-May-2018
Classic Woodie Camarilla DeMark
R4 1.2441 1.2326 1.1951
R3 1.2262 1.2147 1.1902
R2 1.2083 1.2083 1.1885
R1 1.1968 1.1968 1.1869 1.1936
PP 1.1904 1.1904 1.1904 1.1888
S1 1.1789 1.1789 1.1836 1.1757
S2 1.1725 1.1725 1.1820
S3 1.1546 1.1610 1.1803
S4 1.1367 1.1431 1.1754
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1961 1.1700 0.0261 2.2% 0.0111 0.9% 53% False False 787
10 1.2055 1.1700 0.0355 3.0% 0.0087 0.7% 39% False False 571
20 1.2248 1.1700 0.0548 4.6% 0.0081 0.7% 25% False False 354
40 1.2653 1.1700 0.0953 8.1% 0.0068 0.6% 14% False False 234
60 1.2735 1.1700 0.1035 8.7% 0.0070 0.6% 13% False False 181
80 1.2836 1.1700 0.1136 9.6% 0.0072 0.6% 12% False False 163
100 1.2836 1.1700 0.1136 9.6% 0.0072 0.6% 12% False False 144
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2474
2.618 1.2238
1.618 1.2094
1.000 1.2006
0.618 1.1950
HIGH 1.1862
0.618 1.1806
0.500 1.1790
0.382 1.1773
LOW 1.1718
0.618 1.1629
1.000 1.1574
1.618 1.1485
2.618 1.1341
4.250 1.1106
Fisher Pivots for day following 30-May-2018
Pivot 1 day 3 day
R1 1.1822 1.1828
PP 1.1806 1.1818
S1 1.1790 1.1809

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

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