CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 20-Jul-2018
Day Change Summary
Previous Current
19-Jul-2018 20-Jul-2018 Change Change % Previous Week
Open 1.1780 1.1778 -0.0002 0.0% 1.1820
High 1.1809 1.1866 0.0057 0.5% 1.1881
Low 1.1709 1.1762 0.0053 0.4% 1.1709
Close 1.1778 1.1858 0.0080 0.7% 1.1858
Range 0.0100 0.0105 0.0005 4.5% 0.0172
ATR 0.0078 0.0080 0.0002 2.4% 0.0000
Volume 446 361 -85 -19.1% 1,514
Daily Pivots for day following 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2142 1.2104 1.1915
R3 1.2037 1.2000 1.1886
R2 1.1933 1.1933 1.1877
R1 1.1895 1.1895 1.1867 1.1914
PP 1.1828 1.1828 1.1828 1.1838
S1 1.1791 1.1791 1.1848 1.1810
S2 1.1724 1.1724 1.1838
S3 1.1619 1.1686 1.1829
S4 1.1515 1.1582 1.1800
Weekly Pivots for week ending 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2330 1.2265 1.1952
R3 1.2159 1.2094 1.1905
R2 1.1987 1.1987 1.1889
R1 1.1922 1.1922 1.1873 1.1955
PP 1.1816 1.1816 1.1816 1.1832
S1 1.1751 1.1751 1.1842 1.1783
S2 1.1644 1.1644 1.1826
S3 1.1473 1.1579 1.1810
S4 1.1301 1.1408 1.1763
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 1.4% 0.0078 0.7% 87% False False 302
10 1.1936 1.1709 0.0227 1.9% 0.0070 0.6% 66% False False 464
20 1.1936 1.1683 0.0253 2.1% 0.0077 0.7% 69% False False 461
40 1.2014 1.1669 0.0345 2.9% 0.0082 0.7% 55% False False 474
60 1.2431 1.1669 0.0763 6.4% 0.0079 0.7% 25% False False 399
80 1.2657 1.1669 0.0989 8.3% 0.0073 0.6% 19% False False 320
100 1.2735 1.1669 0.1067 9.0% 0.0073 0.6% 18% False False 271
120 1.2836 1.1669 0.1167 9.8% 0.0074 0.6% 16% False False 243
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.2310
2.618 1.2140
1.618 1.2035
1.000 1.1971
0.618 1.1931
HIGH 1.1866
0.618 1.1826
0.500 1.1814
0.382 1.1801
LOW 1.1762
0.618 1.1697
1.000 1.1657
1.618 1.1592
2.618 1.1488
4.250 1.1317
Fisher Pivots for day following 20-Jul-2018
Pivot 1 day 3 day
R1 1.1843 1.1834
PP 1.1828 1.1811
S1 1.1814 1.1788

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

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