CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 21-Sep-2018
Day Change Summary
Previous Current
20-Sep-2018 21-Sep-2018 Change Change % Previous Week
Open 1.1753 1.1857 0.0105 0.9% 1.1711
High 1.1864 1.1882 0.0018 0.1% 1.1882
Low 1.1747 1.1811 0.0064 0.5% 1.1700
Close 1.1855 1.1826 -0.0030 -0.2% 1.1826
Range 0.0117 0.0071 -0.0047 -39.7% 0.0182
ATR 0.0084 0.0083 -0.0001 -1.2% 0.0000
Volume 266,685 237,666 -29,019 -10.9% 1,085,254
Daily Pivots for day following 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.2051 1.2009 1.1864
R3 1.1980 1.1938 1.1845
R2 1.1910 1.1910 1.1838
R1 1.1868 1.1868 1.1832 1.1854
PP 1.1839 1.1839 1.1839 1.1832
S1 1.1797 1.1797 1.1819 1.1783
S2 1.1769 1.1769 1.1813
S3 1.1698 1.1727 1.1806
S4 1.1628 1.1656 1.1787
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.2347 1.2268 1.1925
R3 1.2165 1.2086 1.1875
R2 1.1984 1.1984 1.1859
R1 1.1905 1.1905 1.1842 1.1944
PP 1.1802 1.1802 1.1802 1.1822
S1 1.1723 1.1723 1.1809 1.1763
S2 1.1621 1.1621 1.1792
S3 1.1439 1.1542 1.1776
S4 1.1258 1.1360 1.1726
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1882 1.1700 0.0182 1.5% 0.0082 0.7% 69% True False 217,050
10 1.1882 1.1613 0.0269 2.3% 0.0085 0.7% 79% True False 205,111
20 1.1882 1.1613 0.0269 2.3% 0.0085 0.7% 79% True False 108,553
40 1.1882 1.1410 0.0472 4.0% 0.0077 0.7% 88% True False 55,297
60 1.1936 1.1410 0.0526 4.4% 0.0076 0.6% 79% False False 37,010
80 1.2014 1.1410 0.0604 5.1% 0.0078 0.7% 69% False False 27,867
100 1.2248 1.1410 0.0839 7.1% 0.0078 0.7% 50% False False 22,364
120 1.2653 1.1410 0.1244 10.5% 0.0074 0.6% 33% False False 18,656
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2181
2.618 1.2066
1.618 1.1996
1.000 1.1952
0.618 1.1925
HIGH 1.1882
0.618 1.1855
0.500 1.1846
0.382 1.1838
LOW 1.1811
0.618 1.1767
1.000 1.1741
1.618 1.1697
2.618 1.1626
4.250 1.1511
Fisher Pivots for day following 21-Sep-2018
Pivot 1 day 3 day
R1 1.1846 1.1819
PP 1.1839 1.1813
S1 1.1832 1.1806

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

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