CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 23-Aug-2018
Day Change Summary
Previous Current
22-Aug-2018 23-Aug-2018 Change Change % Previous Week
Open 1.1676 1.1700 0.0025 0.2% 1.1500
High 1.1727 1.1701 -0.0026 -0.2% 1.1549
Low 1.1658 1.1631 -0.0027 -0.2% 1.1410
Close 1.1692 1.1638 -0.0054 -0.5% 1.1549
Range 0.0069 0.0070 0.0001 1.4% 0.0140
ATR 0.0078 0.0078 -0.0001 -0.7% 0.0000
Volume 9,368 3,674 -5,694 -60.8% 13,166
Daily Pivots for day following 23-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.1866 1.1822 1.1677
R3 1.1796 1.1752 1.1657
R2 1.1726 1.1726 1.1651
R1 1.1682 1.1682 1.1644 1.1669
PP 1.1656 1.1656 1.1656 1.1650
S1 1.1612 1.1612 1.1632 1.1599
S2 1.1586 1.1586 1.1625
S3 1.1516 1.1542 1.1619
S4 1.1446 1.1472 1.1600
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.1921 1.1875 1.1626
R3 1.1782 1.1735 1.1587
R2 1.1642 1.1642 1.1575
R1 1.1596 1.1596 1.1562 1.1619
PP 1.1503 1.1503 1.1503 1.1514
S1 1.1456 1.1456 1.1536 1.1479
S2 1.1363 1.1363 1.1523
S3 1.1224 1.1317 1.1511
S4 1.1084 1.1177 1.1472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1727 1.1477 0.0250 2.1% 0.0083 0.7% 65% False False 4,369
10 1.1727 1.1410 0.0317 2.7% 0.0084 0.7% 72% False False 3,496
20 1.1871 1.1410 0.0462 4.0% 0.0070 0.6% 50% False False 2,040
40 1.1936 1.1410 0.0526 4.5% 0.0072 0.6% 43% False False 1,239
60 1.2014 1.1410 0.0604 5.2% 0.0075 0.6% 38% False False 971
80 1.2248 1.1410 0.0839 7.2% 0.0076 0.7% 27% False False 817
100 1.2653 1.1410 0.1244 10.7% 0.0072 0.6% 18% False False 676
120 1.2735 1.1410 0.1326 11.4% 0.0072 0.6% 17% False False 576
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1998
2.618 1.1884
1.618 1.1814
1.000 1.1771
0.618 1.1744
HIGH 1.1701
0.618 1.1674
0.500 1.1666
0.382 1.1657
LOW 1.1631
0.618 1.1587
1.000 1.1561
1.618 1.1517
2.618 1.1447
4.250 1.1333
Fisher Pivots for day following 23-Aug-2018
Pivot 1 day 3 day
R1 1.1666 1.1659
PP 1.1656 1.1652
S1 1.1647 1.1645

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

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