CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 01-Aug-2018
Day Change Summary
Previous Current
31-Jul-2018 01-Aug-2018 Change Change % Previous Week
Open 1.1840 1.1813 -0.0027 -0.2% 1.1856
High 1.1871 1.1819 -0.0053 -0.4% 1.1880
Low 1.1819 1.1783 -0.0036 -0.3% 1.1750
Close 1.1823 1.1787 -0.0036 -0.3% 1.1783
Range 0.0053 0.0036 -0.0017 -32.4% 0.0130
ATR 0.0073 0.0071 -0.0002 -3.2% 0.0000
Volume 355 312 -43 -12.1% 1,900
Daily Pivots for day following 01-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.1903 1.1880 1.1807
R3 1.1867 1.1845 1.1797
R2 1.1832 1.1832 1.1794
R1 1.1809 1.1809 1.1790 1.1803
PP 1.1796 1.1796 1.1796 1.1793
S1 1.1774 1.1774 1.1784 1.1767
S2 1.1761 1.1761 1.1780
S3 1.1725 1.1738 1.1777
S4 1.1690 1.1703 1.1767
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2193 1.2117 1.1854
R3 1.2063 1.1988 1.1819
R2 1.1934 1.1934 1.1807
R1 1.1858 1.1858 1.1795 1.1831
PP 1.1804 1.1804 1.1804 1.1791
S1 1.1729 1.1729 1.1771 1.1702
S2 1.1675 1.1675 1.1759
S3 1.1545 1.1599 1.1747
S4 1.1416 1.1470 1.1712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1871 1.1750 0.0121 1.0% 0.0059 0.5% 31% False False 427
10 1.1880 1.1709 0.0171 1.4% 0.0069 0.6% 46% False False 396
20 1.1936 1.1709 0.0227 1.9% 0.0067 0.6% 34% False False 457
40 1.2014 1.1669 0.0345 2.9% 0.0076 0.6% 34% False False 457
60 1.2194 1.1669 0.0525 4.5% 0.0077 0.7% 23% False False 431
80 1.2653 1.1669 0.0985 8.4% 0.0072 0.6% 12% False False 350
100 1.2735 1.1669 0.1067 9.0% 0.0072 0.6% 11% False False 299
120 1.2836 1.1669 0.1167 9.9% 0.0072 0.6% 10% False False 260
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 1.1969
2.618 1.1911
1.618 1.1876
1.000 1.1854
0.618 1.1840
HIGH 1.1819
0.618 1.1805
0.500 1.1801
0.382 1.1797
LOW 1.1783
0.618 1.1761
1.000 1.1748
1.618 1.1726
2.618 1.1690
4.250 1.1632
Fisher Pivots for day following 01-Aug-2018
Pivot 1 day 3 day
R1 1.1801 1.1823
PP 1.1796 1.1811
S1 1.1792 1.1799

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

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