CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 20-Sep-2018
Day Change Summary
Previous Current
19-Sep-2018 20-Sep-2018 Change Change % Previous Week
Open 1.1753 1.1753 0.0000 0.0% 1.1640
High 1.1797 1.1864 0.0068 0.6% 1.1806
Low 1.1731 1.1747 0.0017 0.1% 1.1613
Close 1.1755 1.1855 0.0101 0.9% 1.1716
Range 0.0066 0.0117 0.0051 77.3% 0.0193
ATR 0.0082 0.0084 0.0003 3.1% 0.0000
Volume 194,266 266,685 72,419 37.3% 965,859
Daily Pivots for day following 20-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.2173 1.2131 1.1919
R3 1.2056 1.2014 1.1887
R2 1.1939 1.1939 1.1876
R1 1.1897 1.1897 1.1866 1.1918
PP 1.1822 1.1822 1.1822 1.1833
S1 1.1780 1.1780 1.1844 1.1801
S2 1.1705 1.1705 1.1834
S3 1.1588 1.1663 1.1823
S4 1.1471 1.1546 1.1791
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.2290 1.2196 1.1822
R3 1.2097 1.2003 1.1769
R2 1.1904 1.1904 1.1751
R1 1.1810 1.1810 1.1733 1.1857
PP 1.1711 1.1711 1.1711 1.1735
S1 1.1617 1.1617 1.1698 1.1664
S2 1.1518 1.1518 1.1680
S3 1.1325 1.1424 1.1662
S4 1.1132 1.1231 1.1609
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1864 1.1700 0.0164 1.4% 0.0088 0.7% 95% True False 226,192
10 1.1864 1.1613 0.0252 2.1% 0.0088 0.7% 96% True False 184,468
20 1.1864 1.1613 0.0252 2.1% 0.0085 0.7% 96% True False 96,853
40 1.1871 1.1410 0.0462 3.9% 0.0078 0.7% 97% False False 49,365
60 1.1936 1.1410 0.0526 4.4% 0.0077 0.7% 85% False False 33,060
80 1.2014 1.1410 0.0604 5.1% 0.0078 0.7% 74% False False 24,910
100 1.2301 1.1410 0.0891 7.5% 0.0078 0.7% 50% False False 19,988
120 1.2653 1.1410 0.1244 10.5% 0.0074 0.6% 36% False False 16,675
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 0.0024
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1.2361
2.618 1.2170
1.618 1.2053
1.000 1.1981
0.618 1.1936
HIGH 1.1864
0.618 1.1819
0.500 1.1806
0.382 1.1792
LOW 1.1747
0.618 1.1675
1.000 1.1630
1.618 1.1558
2.618 1.1441
4.250 1.1250
Fisher Pivots for day following 20-Sep-2018
Pivot 1 day 3 day
R1 1.1839 1.1836
PP 1.1822 1.1817
S1 1.1806 1.1797

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

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