CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 14-Nov-2018
Day Change Summary
Previous Current
13-Nov-2018 14-Nov-2018 Change Change % Previous Week
Open 1.1250 1.1325 0.0075 0.7% 1.1427
High 1.1324 1.1377 0.0053 0.5% 1.1546
Low 1.1250 1.1292 0.0042 0.4% 1.1348
Close 1.1298 1.1367 0.0069 0.6% 1.1367
Range 0.0074 0.0085 0.0012 15.6% 0.0198
ATR 0.0081 0.0082 0.0000 0.3% 0.0000
Volume 236,407 247,663 11,256 4.8% 969,909
Daily Pivots for day following 14-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.1600 1.1568 1.1413
R3 1.1515 1.1483 1.1390
R2 1.1430 1.1430 1.1382
R1 1.1398 1.1398 1.1374 1.1414
PP 1.1345 1.1345 1.1345 1.1353
S1 1.1313 1.1313 1.1359 1.1329
S2 1.1260 1.1260 1.1351
S3 1.1175 1.1228 1.1343
S4 1.1090 1.1143 1.1320
Weekly Pivots for week ending 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.2013 1.1887 1.1476
R3 1.1815 1.1690 1.1421
R2 1.1618 1.1618 1.1403
R1 1.1492 1.1492 1.1385 1.1456
PP 1.1420 1.1420 1.1420 1.1402
S1 1.1295 1.1295 1.1349 1.1259
S2 1.1223 1.1223 1.1331
S3 1.1025 1.1097 1.1313
S4 1.0828 1.0900 1.1258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1479 1.1246 0.0233 2.0% 0.0085 0.7% 52% False False 214,233
10 1.1546 1.1246 0.0300 2.6% 0.0085 0.8% 40% False False 217,450
20 1.1601 1.1246 0.0355 3.1% 0.0080 0.7% 34% False False 222,224
40 1.1893 1.1246 0.0648 5.7% 0.0080 0.7% 19% False False 230,630
60 1.1893 1.1246 0.0648 5.7% 0.0081 0.7% 19% False False 181,749
80 1.1893 1.1246 0.0648 5.7% 0.0078 0.7% 19% False False 136,669
100 1.1936 1.1246 0.0690 6.1% 0.0078 0.7% 18% False False 109,423
120 1.2014 1.1246 0.0768 6.8% 0.0080 0.7% 16% False False 91,271
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1738
2.618 1.1599
1.618 1.1514
1.000 1.1462
0.618 1.1429
HIGH 1.1377
0.618 1.1344
0.500 1.1334
0.382 1.1324
LOW 1.1292
0.618 1.1239
1.000 1.1207
1.618 1.1154
2.618 1.1069
4.250 1.0930
Fisher Pivots for day following 14-Nov-2018
Pivot 1 day 3 day
R1 1.1356 1.1348
PP 1.1345 1.1330
S1 1.1334 1.1311

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

View Archives - Comment on this page... - Back to Index of Symbols