CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 15-Nov-2018
Day Change Summary
Previous Current
14-Nov-2018 15-Nov-2018 Change Change % Previous Week
Open 1.1325 1.1342 0.0017 0.1% 1.1427
High 1.1377 1.1389 0.0013 0.1% 1.1546
Low 1.1292 1.1297 0.0005 0.0% 1.1348
Close 1.1367 1.1377 0.0011 0.1% 1.1367
Range 0.0085 0.0093 0.0008 8.8% 0.0198
ATR 0.0082 0.0082 0.0001 1.0% 0.0000
Volume 247,663 242,762 -4,901 -2.0% 969,909
Daily Pivots for day following 15-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.1632 1.1597 1.1428
R3 1.1539 1.1504 1.1402
R2 1.1447 1.1447 1.1394
R1 1.1412 1.1412 1.1385 1.1429
PP 1.1354 1.1354 1.1354 1.1363
S1 1.1319 1.1319 1.1369 1.1337
S2 1.1262 1.1262 1.1360
S3 1.1169 1.1227 1.1352
S4 1.1077 1.1134 1.1326
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 1.1401 1.1246 0.0155 1.4% 0.0084 0.7% 85% False False 221,913
10 1.1546 1.1246 0.0300 2.6% 0.0083 0.7% 44% False False 216,877
20 1.1601 1.1246 0.0355 3.1% 0.0081 0.7% 37% False False 222,726
40 1.1893 1.1246 0.0648 5.7% 0.0079 0.7% 20% False False 230,032
60 1.1893 1.1246 0.0648 5.7% 0.0081 0.7% 20% False False 185,639
80 1.1893 1.1246 0.0648 5.7% 0.0079 0.7% 20% False False 139,698
100 1.1936 1.1246 0.0690 6.1% 0.0078 0.7% 19% False False 111,849
120 1.2014 1.1246 0.0768 6.8% 0.0079 0.7% 17% False False 93,284
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 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1782
2.618 1.1631
1.618 1.1539
1.000 1.1482
0.618 1.1446
HIGH 1.1389
0.618 1.1354
0.500 1.1343
0.382 1.1332
LOW 1.1297
0.618 1.1239
1.000 1.1204
1.618 1.1147
2.618 1.1054
4.250 1.0903
Fisher Pivots for day following 15-Nov-2018
Pivot 1 day 3 day
R1 1.1366 1.1358
PP 1.1354 1.1339
S1 1.1343 1.1320

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

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