CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 10-May-2018
Day Change Summary
Previous Current
09-May-2018 10-May-2018 Change Change % Previous Week
Open 1.2073 1.2057 -0.0016 -0.1% 1.2338
High 1.2090 1.2151 0.0061 0.5% 1.2338
Low 1.2040 1.2057 0.0017 0.1% 1.2125
Close 1.2070 1.2132 0.0062 0.5% 1.2179
Range 0.0050 0.0094 0.0044 87.0% 0.0213
ATR 0.0068 0.0070 0.0002 2.7% 0.0000
Volume 156 58 -98 -62.8% 406
Daily Pivots for day following 10-May-2018
Classic Woodie Camarilla DeMark
R4 1.2394 1.2356 1.2183
R3 1.2300 1.2263 1.2158
R2 1.2207 1.2207 1.2149
R1 1.2169 1.2169 1.2141 1.2188
PP 1.2113 1.2113 1.2113 1.2123
S1 1.2076 1.2076 1.2123 1.2095
S2 1.2020 1.2020 1.2115
S3 1.1926 1.1982 1.2106
S4 1.1833 1.1889 1.2081
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 1.2853 1.2729 1.2296
R3 1.2640 1.2516 1.2237
R2 1.2427 1.2427 1.2218
R1 1.2303 1.2303 1.2198 1.2258
PP 1.2214 1.2214 1.2214 1.2191
S1 1.2090 1.2090 1.2159 1.2045
S2 1.2001 1.2001 1.2139
S3 1.1788 1.1877 1.2120
S4 1.1575 1.1664 1.2061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2208 1.2040 0.0168 1.4% 0.0077 0.6% 55% False False 116
10 1.2347 1.2040 0.0307 2.5% 0.0070 0.6% 30% False False 145
20 1.2653 1.2040 0.0613 5.1% 0.0063 0.5% 15% False False 116
40 1.2735 1.2040 0.0695 5.7% 0.0065 0.5% 13% False False 100
60 1.2836 1.2040 0.0796 6.6% 0.0068 0.6% 12% False False 92
80 1.2836 1.2040 0.0796 6.6% 0.0071 0.6% 12% False False 97
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 0.0005
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2548
2.618 1.2395
1.618 1.2302
1.000 1.2244
0.618 1.2208
HIGH 1.2151
0.618 1.2115
0.500 1.2104
0.382 1.2093
LOW 1.2057
0.618 1.1999
1.000 1.1964
1.618 1.1906
2.618 1.1812
4.250 1.1660
Fisher Pivots for day following 10-May-2018
Pivot 1 day 3 day
R1 1.2123 1.2120
PP 1.2113 1.2108
S1 1.2104 1.2095

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

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