CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 17-Jul-2018
Day Change Summary
Previous Current
16-Jul-2018 17-Jul-2018 Change Change % Previous Week
Open 1.1820 1.1848 0.0029 0.2% 1.1909
High 1.1861 1.1881 0.0020 0.2% 1.1936
Low 1.1819 1.1790 -0.0030 -0.2% 1.1754
Close 1.1852 1.1801 -0.0051 -0.4% 1.1815
Range 0.0042 0.0091 0.0050 119.3% 0.0182
ATR 0.0077 0.0078 0.0001 1.3% 0.0000
Volume 301 207 -94 -31.2% 3,129
Daily Pivots for day following 17-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2097 1.2040 1.1851
R3 1.2006 1.1949 1.1826
R2 1.1915 1.1915 1.1818
R1 1.1858 1.1858 1.1809 1.1841
PP 1.1824 1.1824 1.1824 1.1815
S1 1.1767 1.1767 1.1793 1.1750
S2 1.1733 1.1733 1.1784
S3 1.1642 1.1676 1.1776
S4 1.1551 1.1585 1.1751
Weekly Pivots for week ending 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2379 1.2279 1.1915
R3 1.2198 1.2097 1.1865
R2 1.2016 1.2016 1.1848
R1 1.1916 1.1916 1.1832 1.1875
PP 1.1835 1.1835 1.1835 1.1815
S1 1.1734 1.1734 1.1798 1.1694
S2 1.1653 1.1653 1.1782
S3 1.1472 1.1553 1.1765
S4 1.1290 1.1371 1.1715
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1900 1.1754 0.0146 1.2% 0.0065 0.6% 32% False False 238
10 1.1936 1.1754 0.0182 1.5% 0.0065 0.5% 26% False False 530
20 1.1936 1.1669 0.0267 2.3% 0.0079 0.7% 50% False False 521
40 1.2019 1.1669 0.0351 3.0% 0.0081 0.7% 38% False False 485
60 1.2510 1.1669 0.0841 7.1% 0.0077 0.7% 16% False False 387
80 1.2735 1.1669 0.1067 9.0% 0.0072 0.6% 12% False False 312
100 1.2735 1.1669 0.1067 9.0% 0.0072 0.6% 12% False False 264
120 1.2836 1.1669 0.1167 9.9% 0.0074 0.6% 11% False False 236
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2267
2.618 1.2119
1.618 1.2028
1.000 1.1972
0.618 1.1937
HIGH 1.1881
0.618 1.1846
0.500 1.1835
0.382 1.1824
LOW 1.1790
0.618 1.1733
1.000 1.1699
1.618 1.1642
2.618 1.1551
4.250 1.1403
Fisher Pivots for day following 17-Jul-2018
Pivot 1 day 3 day
R1 1.1835 1.1817
PP 1.1824 1.1812
S1 1.1812 1.1806

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

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