CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 15-Oct-2018
Day Change Summary
Previous Current
12-Oct-2018 15-Oct-2018 Change Change % Previous Week
Open 1.1651 1.1610 -0.0041 -0.4% 1.1586
High 1.1669 1.1664 -0.0005 0.0% 1.1669
Low 1.1593 1.1601 0.0008 0.1% 1.1494
Close 1.1622 1.1641 0.0019 0.2% 1.1622
Range 0.0076 0.0063 -0.0013 -17.1% 0.0175
ATR 0.0080 0.0079 -0.0001 -1.6% 0.0000
Volume 208,354 157,712 -50,642 -24.3% 1,163,216
Daily Pivots for day following 15-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.1824 1.1795 1.1675
R3 1.1761 1.1732 1.1658
R2 1.1698 1.1698 1.1652
R1 1.1669 1.1669 1.1646 1.1684
PP 1.1635 1.1635 1.1635 1.1642
S1 1.1606 1.1606 1.1635 1.1621
S2 1.1572 1.1572 1.1629
S3 1.1509 1.1543 1.1623
S4 1.1446 1.1480 1.1606
Weekly Pivots for week ending 12-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.2120 1.2046 1.1718
R3 1.1945 1.1871 1.1670
R2 1.1770 1.1770 1.1654
R1 1.1696 1.1696 1.1638 1.1733
PP 1.1595 1.1595 1.1595 1.1613
S1 1.1521 1.1521 1.1605 1.1558
S2 1.1420 1.1420 1.1589
S3 1.1245 1.1346 1.1573
S4 1.1070 1.1171 1.1525
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1669 1.1494 0.0175 1.5% 0.0070 0.6% 84% False False 232,379
10 1.1669 1.1494 0.0175 1.5% 0.0077 0.7% 84% False False 232,273
20 1.1893 1.1494 0.0400 3.4% 0.0080 0.7% 37% False False 239,581
40 1.1893 1.1494 0.0400 3.4% 0.0083 0.7% 37% False False 151,516
60 1.1893 1.1410 0.0484 4.2% 0.0077 0.7% 48% False False 101,379
80 1.1936 1.1410 0.0526 4.5% 0.0077 0.7% 44% False False 76,149
100 1.2014 1.1410 0.0604 5.2% 0.0079 0.7% 38% False False 61,017
120 1.2431 1.1410 0.1022 8.8% 0.0078 0.7% 23% False False 50,889
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1931
2.618 1.1828
1.618 1.1765
1.000 1.1727
0.618 1.1702
HIGH 1.1664
0.618 1.1639
0.500 1.1632
0.382 1.1625
LOW 1.1601
0.618 1.1562
1.000 1.1538
1.618 1.1499
2.618 1.1436
4.250 1.1333
Fisher Pivots for day following 15-Oct-2018
Pivot 1 day 3 day
R1 1.1638 1.1636
PP 1.1635 1.1632
S1 1.1632 1.1627

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

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