CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 31-May-2018
Day Change Summary
Previous Current
30-May-2018 31-May-2018 Change Change % Previous Week
Open 1.1734 1.1848 0.0114 1.0% 1.1946
High 1.1862 1.1906 0.0045 0.4% 1.2019
Low 1.1718 1.1824 0.0107 0.9% 1.1840
Close 1.1838 1.1872 0.0034 0.3% 1.1853
Range 0.0144 0.0082 -0.0062 -43.1% 0.0179
ATR 0.0084 0.0084 0.0000 -0.2% 0.0000
Volume 1,122 245 -877 -78.2% 2,002
Daily Pivots for day following 31-May-2018
Classic Woodie Camarilla DeMark
R4 1.2113 1.2074 1.1917
R3 1.2031 1.1992 1.1894
R2 1.1949 1.1949 1.1887
R1 1.1910 1.1910 1.1879 1.1930
PP 1.1867 1.1867 1.1867 1.1877
S1 1.1828 1.1828 1.1864 1.1848
S2 1.1785 1.1785 1.1856
S3 1.1703 1.1746 1.1849
S4 1.1621 1.1664 1.1826
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 1.1940 1.1700 0.0240 2.0% 0.0110 0.9% 72% False False 633
10 1.2033 1.1700 0.0333 2.8% 0.0087 0.7% 52% False False 564
20 1.2223 1.1700 0.0523 4.4% 0.0081 0.7% 33% False False 362
40 1.2653 1.1700 0.0953 8.0% 0.0069 0.6% 18% False False 238
60 1.2735 1.1700 0.1035 8.7% 0.0070 0.6% 17% False False 185
80 1.2836 1.1700 0.1136 9.6% 0.0072 0.6% 15% False False 165
100 1.2836 1.1700 0.1136 9.6% 0.0073 0.6% 15% False False 146
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2255
2.618 1.2121
1.618 1.2039
1.000 1.1988
0.618 1.1957
HIGH 1.1906
0.618 1.1875
0.500 1.1865
0.382 1.1855
LOW 1.1824
0.618 1.1773
1.000 1.1742
1.618 1.1691
2.618 1.1609
4.250 1.1476
Fisher Pivots for day following 31-May-2018
Pivot 1 day 3 day
R1 1.1869 1.1849
PP 1.1867 1.1826
S1 1.1865 1.1803

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

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