CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 19-Oct-2018
Day Change Summary
Previous Current
18-Oct-2018 19-Oct-2018 Change Change % Previous Week
Open 1.1550 1.1506 -0.0045 -0.4% 1.1610
High 1.1580 1.1586 0.0006 0.1% 1.1678
Low 1.1501 1.1484 -0.0018 -0.2% 1.1484
Close 1.1517 1.1561 0.0044 0.4% 1.1561
Range 0.0079 0.0103 0.0024 29.7% 0.0195
ATR 0.0078 0.0080 0.0002 2.2% 0.0000
Volume 232,722 245,234 12,512 5.4% 1,042,579
Daily Pivots for day following 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.1851 1.1809 1.1617
R3 1.1749 1.1706 1.1589
R2 1.1646 1.1646 1.1580
R1 1.1604 1.1604 1.1570 1.1625
PP 1.1544 1.1544 1.1544 1.1554
S1 1.1501 1.1501 1.1552 1.1522
S2 1.1441 1.1441 1.1542
S3 1.1339 1.1399 1.1533
S4 1.1236 1.1296 1.1505
Weekly Pivots for week ending 19-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.2158 1.2054 1.1668
R3 1.1963 1.1859 1.1614
R2 1.1769 1.1769 1.1597
R1 1.1665 1.1665 1.1579 1.1620
PP 1.1574 1.1574 1.1574 1.1552
S1 1.1470 1.1470 1.1543 1.1425
S2 1.1380 1.1380 1.1525
S3 1.1185 1.1276 1.1508
S4 1.0991 1.1081 1.1454
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1678 1.1484 0.0195 1.7% 0.0077 0.7% 40% False True 208,515
10 1.1678 1.1484 0.0195 1.7% 0.0074 0.6% 40% False True 220,579
20 1.1893 1.1484 0.0410 3.5% 0.0079 0.7% 19% False True 237,716
40 1.1893 1.1484 0.0410 3.5% 0.0082 0.7% 19% False True 173,134
60 1.1893 1.1410 0.0484 4.2% 0.0078 0.7% 31% False False 116,103
80 1.1936 1.1410 0.0526 4.5% 0.0077 0.7% 29% False False 87,187
100 1.2014 1.1410 0.0604 5.2% 0.0078 0.7% 25% False False 69,836
120 1.2248 1.1410 0.0839 7.3% 0.0078 0.7% 18% False False 58,256
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.2022
2.618 1.1854
1.618 1.1752
1.000 1.1689
0.618 1.1649
HIGH 1.1586
0.618 1.1547
0.500 1.1535
0.382 1.1523
LOW 1.1484
0.618 1.1420
1.000 1.1381
1.618 1.1318
2.618 1.1215
4.250 1.1048
Fisher Pivots for day following 19-Oct-2018
Pivot 1 day 3 day
R1 1.1552 1.1561
PP 1.1544 1.1560
S1 1.1535 1.1560

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

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