CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 29-Jun-2018
Day Change Summary
Previous Current
28-Jun-2018 29-Jun-2018 Change Change % Previous Week
Open 1.1712 1.1721 0.0009 0.1% 1.1827
High 1.1753 1.1842 0.0089 0.8% 1.1877
Low 1.1683 1.1718 0.0035 0.3% 1.1683
Close 1.1709 1.1822 0.0113 1.0% 1.1822
Range 0.0071 0.0125 0.0054 76.6% 0.0194
ATR 0.0087 0.0091 0.0003 3.7% 0.0000
Volume 377 437 60 15.9% 2,165
Daily Pivots for day following 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2167 1.2119 1.1890
R3 1.2043 1.1995 1.1856
R2 1.1918 1.1918 1.1845
R1 1.1870 1.1870 1.1833 1.1894
PP 1.1794 1.1794 1.1794 1.1806
S1 1.1746 1.1746 1.1811 1.1770
S2 1.1669 1.1669 1.1799
S3 1.1545 1.1621 1.1788
S4 1.1420 1.1497 1.1754
Weekly Pivots for week ending 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2376 1.2293 1.1929
R3 1.2182 1.2099 1.1875
R2 1.1988 1.1988 1.1858
R1 1.1905 1.1905 1.1840 1.1849
PP 1.1794 1.1794 1.1794 1.1766
S1 1.1711 1.1711 1.1804 1.1655
S2 1.1600 1.1600 1.1786
S3 1.1406 1.1517 1.1769
S4 1.1212 1.1323 1.1715
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1877 1.1683 0.0194 1.6% 0.0097 0.8% 72% False False 433
10 1.1877 1.1669 0.0208 1.8% 0.0090 0.8% 74% False False 541
20 1.2014 1.1669 0.0345 2.9% 0.0084 0.7% 44% False False 454
40 1.2208 1.1669 0.0539 4.6% 0.0083 0.7% 28% False False 410
60 1.2653 1.1669 0.0985 8.3% 0.0074 0.6% 16% False False 312
80 1.2735 1.1669 0.1067 9.0% 0.0073 0.6% 14% False False 254
100 1.2836 1.1669 0.1167 9.9% 0.0074 0.6% 13% False False 224
120 1.2836 1.1669 0.1167 9.9% 0.0075 0.6% 13% False False 199
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2371
2.618 1.2168
1.618 1.2043
1.000 1.1967
0.618 1.1919
HIGH 1.1842
0.618 1.1794
0.500 1.1780
0.382 1.1765
LOW 1.1718
0.618 1.1641
1.000 1.1593
1.618 1.1516
2.618 1.1392
4.250 1.1188
Fisher Pivots for day following 29-Jun-2018
Pivot 1 day 3 day
R1 1.1808 1.1802
PP 1.1794 1.1782
S1 1.1780 1.1762

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

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