CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 17-Dec-2018
Day Change Summary
Previous Current
14-Dec-2018 17-Dec-2018 Change Change % Previous Week
Open 1.1546 1.1490 -0.0056 -0.5% 1.1597
High 1.1546 1.1540 -0.0006 0.0% 1.1621
Low 1.1454 1.1490 0.0036 0.3% 1.1454
Close 1.1487 1.1533 0.0046 0.4% 1.1487
Range 0.0092 0.0051 -0.0041 -44.8% 0.0167
ATR 0.0066 0.0065 -0.0001 -1.4% 0.0000
Volume 263 165 -98 -37.3% 2,415
Daily Pivots for day following 17-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.1672 1.1653 1.1561
R3 1.1622 1.1603 1.1547
R2 1.1571 1.1571 1.1542
R1 1.1552 1.1552 1.1538 1.1562
PP 1.1521 1.1521 1.1521 1.1526
S1 1.1502 1.1502 1.1528 1.1511
S2 1.1470 1.1470 1.1524
S3 1.1420 1.1451 1.1519
S4 1.1369 1.1401 1.1505
Weekly Pivots for week ending 14-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.2022 1.1921 1.1579
R3 1.1855 1.1754 1.1533
R2 1.1688 1.1688 1.1518
R1 1.1587 1.1587 1.1502 1.1554
PP 1.1521 1.1521 1.1521 1.1504
S1 1.1420 1.1420 1.1472 1.1387
S2 1.1354 1.1354 1.1456
S3 1.1187 1.1253 1.1441
S4 1.1020 1.1086 1.1395
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1588 1.1454 0.0134 1.2% 0.0068 0.6% 59% False False 306
10 1.1621 1.1454 0.0167 1.4% 0.0067 0.6% 47% False False 367
20 1.1674 1.1454 0.0220 1.9% 0.0063 0.5% 36% False False 275
40 1.1761 1.1454 0.0308 2.7% 0.0056 0.5% 26% False False 266
60 1.2069 1.1454 0.0615 5.3% 0.0048 0.4% 13% False False 222
80 1.2069 1.1454 0.0615 5.3% 0.0050 0.4% 13% False False 177
100 1.2069 1.1454 0.0615 5.3% 0.0046 0.4% 13% False False 146
120 1.2111 1.1454 0.0658 5.7% 0.0045 0.4% 12% False False 126
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1755
2.618 1.1672
1.618 1.1622
1.000 1.1591
0.618 1.1571
HIGH 1.1540
0.618 1.1521
0.500 1.1515
0.382 1.1509
LOW 1.1490
0.618 1.1458
1.000 1.1439
1.618 1.1408
2.618 1.1357
4.250 1.1275
Fisher Pivots for day following 17-Dec-2018
Pivot 1 day 3 day
R1 1.1527 1.1526
PP 1.1521 1.1520
S1 1.1515 1.1513

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

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