CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 19-Dec-2018
Day Change Summary
Previous Current
18-Dec-2018 19-Dec-2018 Change Change % Previous Week
Open 1.1532 1.1553 0.0022 0.2% 1.1597
High 1.1583 1.1620 0.0038 0.3% 1.1621
Low 1.1520 1.1553 0.0033 0.3% 1.1454
Close 1.1537 1.1555 0.0019 0.2% 1.1487
Range 0.0063 0.0067 0.0005 7.2% 0.0167
ATR 0.0065 0.0066 0.0001 2.0% 0.0000
Volume 109 113 4 3.7% 2,415
Daily Pivots for day following 19-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.1777 1.1733 1.1592
R3 1.1710 1.1666 1.1573
R2 1.1643 1.1643 1.1567
R1 1.1599 1.1599 1.1561 1.1621
PP 1.1576 1.1576 1.1576 1.1587
S1 1.1532 1.1532 1.1549 1.1554
S2 1.1509 1.1509 1.1543
S3 1.1442 1.1465 1.1537
S4 1.1375 1.1398 1.1518
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 1.1620 1.1454 0.0166 1.4% 0.0066 0.6% 61% True False 211
10 1.1621 1.1454 0.0167 1.4% 0.0067 0.6% 60% False False 339
20 1.1639 1.1454 0.0185 1.6% 0.0061 0.5% 55% False False 279
40 1.1727 1.1454 0.0273 2.4% 0.0058 0.5% 37% False False 267
60 1.2060 1.1454 0.0606 5.2% 0.0050 0.4% 17% False False 225
80 1.2069 1.1454 0.0615 5.3% 0.0050 0.4% 17% False False 179
100 1.2069 1.1454 0.0615 5.3% 0.0047 0.4% 17% False False 148
120 1.2111 1.1454 0.0658 5.7% 0.0045 0.4% 15% False False 127
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1905
2.618 1.1795
1.618 1.1728
1.000 1.1687
0.618 1.1661
HIGH 1.1620
0.618 1.1594
0.500 1.1587
0.382 1.1579
LOW 1.1553
0.618 1.1512
1.000 1.1486
1.618 1.1445
2.618 1.1378
4.250 1.1268
Fisher Pivots for day following 19-Dec-2018
Pivot 1 day 3 day
R1 1.1587 1.1555
PP 1.1576 1.1555
S1 1.1566 1.1555

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

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