CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 09-Oct-2018
Day Change Summary
Previous Current
08-Oct-2018 09-Oct-2018 Change Change % Previous Week
Open 1.1586 1.1555 -0.0031 -0.3% 1.1683
High 1.1593 1.1566 -0.0027 -0.2% 1.1695
Low 1.1523 1.1494 -0.0029 -0.3% 1.1527
Close 1.1552 1.1560 0.0009 0.1% 1.1589
Range 0.0070 0.0072 0.0002 2.9% 0.0169
ATR 0.0083 0.0083 -0.0001 -1.0% 0.0000
Volume 159,032 254,931 95,899 60.3% 1,222,624
Daily Pivots for day following 09-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.1756 1.1730 1.1600
R3 1.1684 1.1658 1.1580
R2 1.1612 1.1612 1.1573
R1 1.1586 1.1586 1.1567 1.1599
PP 1.1540 1.1540 1.1540 1.1546
S1 1.1514 1.1514 1.1553 1.1527
S2 1.1468 1.1468 1.1547
S3 1.1396 1.1442 1.1540
S4 1.1324 1.1370 1.1520
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 1.1494 0.0168 1.4% 0.0084 0.7% 40% False True 230,557
10 1.1875 1.1494 0.0382 3.3% 0.0083 0.7% 17% False True 251,029
20 1.1893 1.1494 0.0400 3.5% 0.0083 0.7% 17% False True 239,765
40 1.1893 1.1410 0.0484 4.2% 0.0083 0.7% 31% False False 129,130
60 1.1893 1.1410 0.0484 4.2% 0.0079 0.7% 31% False False 86,283
80 1.1936 1.1410 0.0526 4.6% 0.0078 0.7% 29% False False 64,846
100 1.2019 1.1410 0.0610 5.3% 0.0079 0.7% 25% False False 51,963
120 1.2549 1.1410 0.1140 9.9% 0.0078 0.7% 13% False False 43,334
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1872
2.618 1.1754
1.618 1.1682
1.000 1.1638
0.618 1.1610
HIGH 1.1566
0.618 1.1538
0.500 1.1530
0.382 1.1521
LOW 1.1494
0.618 1.1449
1.000 1.1422
1.618 1.1377
2.618 1.1305
4.250 1.1188
Fisher Pivots for day following 09-Oct-2018
Pivot 1 day 3 day
R1 1.1550 1.1558
PP 1.1540 1.1556
S1 1.1530 1.1554

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

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