CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 19-Jul-2018
Day Change Summary
Previous Current
18-Jul-2018 19-Jul-2018 Change Change % Previous Week
Open 1.1794 1.1780 -0.0014 -0.1% 1.1909
High 1.1797 1.1809 0.0012 0.1% 1.1936
Low 1.1744 1.1709 -0.0035 -0.3% 1.1754
Close 1.1784 1.1778 -0.0007 -0.1% 1.1815
Range 0.0054 0.0100 0.0047 86.9% 0.0182
ATR 0.0077 0.0078 0.0002 2.2% 0.0000
Volume 199 446 247 124.1% 3,129
Daily Pivots for day following 19-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2065 1.2021 1.1833
R3 1.1965 1.1921 1.1805
R2 1.1865 1.1865 1.1796
R1 1.1821 1.1821 1.1787 1.1793
PP 1.1765 1.1765 1.1765 1.1751
S1 1.1721 1.1721 1.1768 1.1693
S2 1.1665 1.1665 1.1759
S3 1.1565 1.1621 1.1750
S4 1.1465 1.1521 1.1723
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 1.1881 1.1709 0.0172 1.5% 0.0070 0.6% 40% False True 281
10 1.1936 1.1709 0.0227 1.9% 0.0068 0.6% 30% False True 511
20 1.1936 1.1669 0.0267 2.3% 0.0078 0.7% 41% False False 470
40 1.2014 1.1669 0.0345 2.9% 0.0082 0.7% 32% False False 490
60 1.2460 1.1669 0.0792 6.7% 0.0078 0.7% 14% False False 394
80 1.2735 1.1669 0.1067 9.1% 0.0072 0.6% 10% False False 317
100 1.2735 1.1669 0.1067 9.1% 0.0073 0.6% 10% False False 268
120 1.2836 1.1669 0.1167 9.9% 0.0074 0.6% 9% False False 240
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 0.0015
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.2234
2.618 1.2071
1.618 1.1971
1.000 1.1909
0.618 1.1871
HIGH 1.1809
0.618 1.1771
0.500 1.1759
0.382 1.1747
LOW 1.1709
0.618 1.1647
1.000 1.1609
1.618 1.1547
2.618 1.1447
4.250 1.1284
Fisher Pivots for day following 19-Jul-2018
Pivot 1 day 3 day
R1 1.1771 1.1795
PP 1.1765 1.1789
S1 1.1759 1.1783

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

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