CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 03-Dec-2018
Day Change Summary
Previous Current
30-Nov-2018 03-Dec-2018 Change Change % Previous Week
Open 1.1403 1.1347 -0.0056 -0.5% 1.1355
High 1.1414 1.1392 -0.0022 -0.2% 1.1416
Low 1.1318 1.1331 0.0013 0.1% 1.1283
Close 1.1322 1.1355 0.0033 0.3% 1.1322
Range 0.0096 0.0061 -0.0035 -36.6% 0.0133
ATR 0.0083 0.0082 -0.0001 -1.2% 0.0000
Volume 202,672 196,671 -6,001 -3.0% 1,014,310
Daily Pivots for day following 03-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.1541 1.1508 1.1388
R3 1.1480 1.1448 1.1371
R2 1.1420 1.1420 1.1366
R1 1.1387 1.1387 1.1360 1.1403
PP 1.1359 1.1359 1.1359 1.1367
S1 1.1327 1.1327 1.1349 1.1343
S2 1.1299 1.1299 1.1343
S3 1.1238 1.1266 1.1338
S4 1.1178 1.1206 1.1321
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.1738 1.1662 1.1395
R3 1.1605 1.1530 1.1358
R2 1.1473 1.1473 1.1346
R1 1.1397 1.1397 1.1334 1.1369
PP 1.1340 1.1340 1.1340 1.1326
S1 1.1265 1.1265 1.1310 1.1236
S2 1.1208 1.1208 1.1298
S3 1.1075 1.1132 1.1286
S4 1.0943 1.1000 1.1249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1416 1.1283 0.0133 1.2% 0.0080 0.7% 54% False False 212,617
10 1.1495 1.1283 0.0212 1.9% 0.0081 0.7% 34% False False 194,401
20 1.1546 1.1246 0.0300 2.6% 0.0083 0.7% 36% False False 203,183
40 1.1678 1.1246 0.0433 3.8% 0.0079 0.7% 25% False False 214,485
60 1.1893 1.1246 0.0648 5.7% 0.0081 0.7% 17% False False 219,650
80 1.1893 1.1246 0.0648 5.7% 0.0082 0.7% 17% False False 166,674
100 1.1893 1.1246 0.0648 5.7% 0.0079 0.7% 17% False False 133,430
120 1.2010 1.1246 0.0765 6.7% 0.0080 0.7% 14% False False 111,291
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1649
2.618 1.1550
1.618 1.1489
1.000 1.1452
0.618 1.1429
HIGH 1.1392
0.618 1.1368
0.500 1.1361
0.382 1.1354
LOW 1.1331
0.618 1.1294
1.000 1.1271
1.618 1.1233
2.618 1.1173
4.250 1.1074
Fisher Pivots for day following 03-Dec-2018
Pivot 1 day 3 day
R1 1.1361 1.1367
PP 1.1359 1.1363
S1 1.1357 1.1359

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

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