CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 08-Nov-2018
Day Change Summary
Previous Current
07-Nov-2018 08-Nov-2018 Change Change % Previous Week
Open 1.1455 1.1459 0.0005 0.0% 1.1442
High 1.1546 1.1479 -0.0067 -0.6% 1.1494
Low 1.1430 1.1383 -0.0048 -0.4% 1.1343
Close 1.1491 1.1388 -0.0103 -0.9% 1.1423
Range 0.0116 0.0096 -0.0020 -16.9% 0.0151
ATR 0.0079 0.0081 0.0002 2.6% 0.0000
Volume 268,365 204,363 -64,002 -23.8% 1,186,475
Daily Pivots for day following 08-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.1704 1.1642 1.1441
R3 1.1608 1.1546 1.1414
R2 1.1512 1.1512 1.1406
R1 1.1450 1.1450 1.1397 1.1433
PP 1.1416 1.1416 1.1416 1.1408
S1 1.1354 1.1354 1.1379 1.1337
S2 1.1320 1.1320 1.1370
S3 1.1224 1.1258 1.1362
S4 1.1128 1.1162 1.1335
Weekly Pivots for week ending 02-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.1873 1.1799 1.1506
R3 1.1722 1.1648 1.1464
R2 1.1571 1.1571 1.1450
R1 1.1497 1.1497 1.1436 1.1458
PP 1.1420 1.1420 1.1420 1.1401
S1 1.1346 1.1346 1.1409 1.1307
S2 1.1269 1.1269 1.1395
S3 1.1118 1.1195 1.1381
S4 1.0967 1.1044 1.1339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1546 1.1383 0.0163 1.4% 0.0083 0.7% 3% False True 211,841
10 1.1546 1.1343 0.0203 1.8% 0.0078 0.7% 22% False False 222,291
20 1.1678 1.1343 0.0335 2.9% 0.0078 0.7% 13% False False 217,533
40 1.1893 1.1343 0.0550 4.8% 0.0080 0.7% 8% False False 230,567
60 1.1893 1.1343 0.0550 4.8% 0.0081 0.7% 8% False False 167,568
80 1.1893 1.1343 0.0550 4.8% 0.0078 0.7% 8% False False 125,851
100 1.1936 1.1343 0.0593 5.2% 0.0078 0.7% 8% False False 100,777
120 1.2019 1.1343 0.0676 5.9% 0.0079 0.7% 7% False False 84,063
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1887
2.618 1.1730
1.618 1.1634
1.000 1.1575
0.618 1.1538
HIGH 1.1479
0.618 1.1442
0.500 1.1431
0.382 1.1419
LOW 1.1383
0.618 1.1323
1.000 1.1287
1.618 1.1227
2.618 1.1131
4.250 1.0975
Fisher Pivots for day following 08-Nov-2018
Pivot 1 day 3 day
R1 1.1431 1.1464
PP 1.1416 1.1439
S1 1.1402 1.1413

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

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