CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 08-May-2018
Day Change Summary
Previous Current
07-May-2018 08-May-2018 Change Change % Previous Week
Open 1.2084 1.2051 -0.0033 -0.3% 1.2257
High 1.2096 1.2055 -0.0041 -0.3% 1.2268
Low 1.2021 1.1958 -0.0063 -0.5% 1.2034
Close 1.2045 1.1976 -0.0069 -0.6% 1.2086
Range 0.0076 0.0097 0.0022 28.5% 0.0234
ATR 0.0076 0.0077 0.0002 2.0% 0.0000
Volume 735 727 -8 -1.1% 6,522
Daily Pivots for day following 08-May-2018
Classic Woodie Camarilla DeMark
R4 1.2287 1.2229 1.2029
R3 1.2190 1.2132 1.2003
R2 1.2093 1.2093 1.1994
R1 1.2035 1.2035 1.1985 1.2016
PP 1.1996 1.1996 1.1996 1.1987
S1 1.1938 1.1938 1.1967 1.1919
S2 1.1899 1.1899 1.1958
S3 1.1802 1.1841 1.1949
S4 1.1705 1.1744 1.1923
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 1.2830 1.2691 1.2214
R3 1.2596 1.2458 1.2150
R2 1.2363 1.2363 1.2128
R1 1.2224 1.2224 1.2107 1.2177
PP 1.2129 1.2129 1.2129 1.2105
S1 1.1991 1.1991 1.2064 1.1943
S2 1.1896 1.1896 1.2043
S3 1.1662 1.1757 1.2021
S4 1.1429 1.1524 1.1957
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2156 1.1958 0.0198 1.6% 0.0079 0.7% 9% False True 1,242
10 1.2373 1.1958 0.0415 3.5% 0.0083 0.7% 4% False True 1,126
20 1.2557 1.1958 0.0599 5.0% 0.0074 0.6% 3% False True 795
40 1.2639 1.1958 0.0681 5.7% 0.0076 0.6% 3% False True 520
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2467
2.618 1.2309
1.618 1.2212
1.000 1.2152
0.618 1.2115
HIGH 1.2055
0.618 1.2018
0.500 1.2007
0.382 1.1995
LOW 1.1958
0.618 1.1898
1.000 1.1861
1.618 1.1801
2.618 1.1704
4.250 1.1546
Fisher Pivots for day following 08-May-2018
Pivot 1 day 3 day
R1 1.2007 1.2036
PP 1.1996 1.2016
S1 1.1986 1.1996

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

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