CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 22-May-2018
Day Change Summary
Previous Current
21-May-2018 22-May-2018 Change Change % Previous Week
Open 1.1873 1.1899 0.0026 0.2% 1.2058
High 1.1903 1.1934 0.0031 0.3% 1.2108
Low 1.1824 1.1868 0.0044 0.4% 1.1859
Close 1.1880 1.1885 0.0006 0.0% 1.1881
Range 0.0079 0.0066 -0.0013 -16.6% 0.0250
ATR 0.0078 0.0077 -0.0001 -1.2% 0.0000
Volume 2,514 2,901 387 15.4% 13,250
Daily Pivots for day following 22-May-2018
Classic Woodie Camarilla DeMark
R4 1.2092 1.2054 1.1921
R3 1.2027 1.1989 1.1903
R2 1.1961 1.1961 1.1897
R1 1.1923 1.1923 1.1891 1.1909
PP 1.1896 1.1896 1.1896 1.1889
S1 1.1858 1.1858 1.1879 1.1844
S2 1.1830 1.1830 1.1873
S3 1.1765 1.1792 1.1867
S4 1.1699 1.1727 1.1849
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 1.2698 1.2539 1.2018
R3 1.2448 1.2289 1.1950
R2 1.2199 1.2199 1.1927
R1 1.2040 1.2040 1.1904 1.1995
PP 1.1949 1.1949 1.1949 1.1927
S1 1.1790 1.1790 1.1858 1.1745
S2 1.1700 1.1700 1.1835
S3 1.1450 1.1541 1.1812
S4 1.1201 1.1291 1.1744
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1965 1.1824 0.0141 1.2% 0.0072 0.6% 43% False False 2,818
10 1.2108 1.1824 0.0284 2.4% 0.0078 0.7% 21% False False 2,271
20 1.2373 1.1824 0.0549 4.6% 0.0080 0.7% 11% False False 1,698
40 1.2639 1.1824 0.0815 6.9% 0.0074 0.6% 7% False False 1,040
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2212
2.618 1.2105
1.618 1.2039
1.000 1.1999
0.618 1.1974
HIGH 1.1934
0.618 1.1908
0.500 1.1901
0.382 1.1893
LOW 1.1868
0.618 1.1828
1.000 1.1803
1.618 1.1762
2.618 1.1697
4.250 1.1590
Fisher Pivots for day following 22-May-2018
Pivot 1 day 3 day
R1 1.1901 1.1883
PP 1.1896 1.1881
S1 1.1890 1.1879

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

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