CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 06-Dec-2018
Day Change Summary
Previous Current
05-Dec-2018 06-Dec-2018 Change Change % Previous Week
Open 1.1351 1.1354 0.0004 0.0% 1.1355
High 1.1372 1.1420 0.0048 0.4% 1.1416
Low 1.1321 1.1329 0.0008 0.1% 1.1283
Close 1.1351 1.1381 0.0030 0.3% 1.1322
Range 0.0051 0.0092 0.0041 79.4% 0.0133
ATR 0.0081 0.0082 0.0001 0.9% 0.0000
Volume 130,235 252,497 122,262 93.9% 1,014,310
Daily Pivots for day following 06-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.1651 1.1608 1.1431
R3 1.1560 1.1516 1.1406
R2 1.1468 1.1468 1.1398
R1 1.1425 1.1425 1.1389 1.1446
PP 1.1377 1.1377 1.1377 1.1387
S1 1.1333 1.1333 1.1373 1.1355
S2 1.1285 1.1285 1.1364
S3 1.1194 1.1242 1.1356
S4 1.1102 1.1150 1.1331
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 1.1431 1.1318 0.0113 1.0% 0.0080 0.7% 56% False False 206,853
10 1.1454 1.1283 0.0171 1.5% 0.0081 0.7% 57% False False 204,969
20 1.1495 1.1246 0.0250 2.2% 0.0083 0.7% 54% False False 205,658
40 1.1678 1.1246 0.0433 3.8% 0.0080 0.7% 31% False False 214,589
60 1.1893 1.1246 0.0648 5.7% 0.0081 0.7% 21% False False 223,782
80 1.1893 1.1246 0.0648 5.7% 0.0081 0.7% 21% False False 174,554
100 1.1893 1.1246 0.0648 5.7% 0.0079 0.7% 21% False False 139,771
120 1.1936 1.1246 0.0690 6.1% 0.0079 0.7% 20% False False 116,563
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 True
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1809
2.618 1.1660
1.618 1.1568
1.000 1.1512
0.618 1.1477
HIGH 1.1420
0.618 1.1385
0.500 1.1374
0.382 1.1363
LOW 1.1329
0.618 1.1272
1.000 1.1237
1.618 1.1180
2.618 1.1089
4.250 1.0940
Fisher Pivots for day following 06-Dec-2018
Pivot 1 day 3 day
R1 1.1379 1.1379
PP 1.1377 1.1378
S1 1.1374 1.1376

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

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