CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 07-Aug-2018
Day Change Summary
Previous Current
06-Aug-2018 07-Aug-2018 Change Change % Previous Week
Open 1.1683 1.1680 -0.0003 0.0% 1.1785
High 1.1684 1.1720 0.0036 0.3% 1.1871
Low 1.1649 1.1675 0.0027 0.2% 1.1681
Close 1.1675 1.1713 0.0038 0.3% 1.1698
Range 0.0036 0.0045 0.0009 25.4% 0.0191
ATR 0.0069 0.0067 -0.0002 -2.5% 0.0000
Volume 670 373 -297 -44.3% 2,605
Daily Pivots for day following 07-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.1836 1.1819 1.1737
R3 1.1791 1.1774 1.1725
R2 1.1747 1.1747 1.1721
R1 1.1730 1.1730 1.1717 1.1738
PP 1.1702 1.1702 1.1702 1.1707
S1 1.1685 1.1685 1.1708 1.1694
S2 1.1658 1.1658 1.1704
S3 1.1613 1.1641 1.1700
S4 1.1569 1.1596 1.1688
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.2321 1.2200 1.1802
R3 1.2131 1.2009 1.1750
R2 1.1940 1.1940 1.1732
R1 1.1819 1.1819 1.1715 1.1784
PP 1.1750 1.1750 1.1750 1.1732
S1 1.1628 1.1628 1.1680 1.1594
S2 1.1559 1.1559 1.1663
S3 1.1369 1.1438 1.1645
S4 1.1178 1.1247 1.1593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1819 1.1649 0.0170 1.5% 0.0050 0.4% 38% False False 540
10 1.1871 1.1649 0.0223 1.9% 0.0058 0.5% 29% False False 491
20 1.1900 1.1649 0.0252 2.1% 0.0064 0.5% 25% False False 387
40 1.2010 1.1649 0.0362 3.1% 0.0076 0.7% 18% False False 503
60 1.2194 1.1649 0.0545 4.7% 0.0076 0.6% 12% False False 463
80 1.2653 1.1649 0.1005 8.6% 0.0073 0.6% 6% False False 377
100 1.2735 1.1649 0.1087 9.3% 0.0072 0.6% 6% False False 318
120 1.2836 1.1649 0.1187 10.1% 0.0071 0.6% 5% False False 278
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1909
2.618 1.1836
1.618 1.1792
1.000 1.1764
0.618 1.1747
HIGH 1.1720
0.618 1.1703
0.500 1.1697
0.382 1.1692
LOW 1.1675
0.618 1.1647
1.000 1.1631
1.618 1.1603
2.618 1.1558
4.250 1.1486
Fisher Pivots for day following 07-Aug-2018
Pivot 1 day 3 day
R1 1.1707 1.1705
PP 1.1702 1.1697
S1 1.1697 1.1689

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

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