CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 08-Oct-2018
Day Change Summary
Previous Current
05-Oct-2018 08-Oct-2018 Change Change % Previous Week
Open 1.1576 1.1586 0.0010 0.1% 1.1683
High 1.1614 1.1593 -0.0021 -0.2% 1.1695
Low 1.1547 1.1523 -0.0025 -0.2% 1.1527
Close 1.1589 1.1552 -0.0038 -0.3% 1.1589
Range 0.0067 0.0070 0.0004 5.3% 0.0169
ATR 0.0085 0.0083 -0.0001 -1.2% 0.0000
Volume 230,503 159,032 -71,471 -31.0% 1,222,624
Daily Pivots for day following 08-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.1766 1.1729 1.1590
R3 1.1696 1.1659 1.1571
R2 1.1626 1.1626 1.1564
R1 1.1589 1.1589 1.1558 1.1572
PP 1.1556 1.1556 1.1556 1.1547
S1 1.1519 1.1519 1.1545 1.1502
S2 1.1486 1.1486 1.1539
S3 1.1416 1.1449 1.1532
S4 1.1346 1.1379 1.1513
Weekly Pivots for week ending 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.2109 1.2018 1.1682
R3 1.1941 1.1849 1.1635
R2 1.1772 1.1772 1.1620
R1 1.1681 1.1681 1.1604 1.1642
PP 1.1604 1.1604 1.1604 1.1584
S1 1.1512 1.1512 1.1574 1.1474
S2 1.1435 1.1435 1.1558
S3 1.1267 1.1344 1.1543
S4 1.1098 1.1175 1.1496
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1661 1.1523 0.0139 1.2% 0.0084 0.7% 21% False True 232,168
10 1.1875 1.1523 0.0353 3.1% 0.0082 0.7% 8% False True 248,243
20 1.1893 1.1523 0.0371 3.2% 0.0084 0.7% 8% False True 235,061
40 1.1893 1.1410 0.0484 4.2% 0.0083 0.7% 29% False False 122,798
60 1.1893 1.1410 0.0484 4.2% 0.0078 0.7% 29% False False 82,039
80 1.1936 1.1410 0.0526 4.6% 0.0078 0.7% 27% False False 61,673
100 1.2033 1.1410 0.0624 5.4% 0.0079 0.7% 23% False False 49,423
120 1.2637 1.1410 0.1227 10.6% 0.0078 0.7% 12% False False 41,211
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1890
2.618 1.1776
1.618 1.1706
1.000 1.1663
0.618 1.1636
HIGH 1.1593
0.618 1.1566
0.500 1.1558
0.382 1.1549
LOW 1.1523
0.618 1.1479
1.000 1.1453
1.618 1.1409
2.618 1.1339
4.250 1.1225
Fisher Pivots for day following 08-Oct-2018
Pivot 1 day 3 day
R1 1.1558 1.1568
PP 1.1556 1.1563
S1 1.1554 1.1557

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

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