CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 12-Nov-2018
Day Change Summary
Previous Current
09-Nov-2018 12-Nov-2018 Change Change % Previous Week
Open 1.1397 1.1350 -0.0048 -0.4% 1.1427
High 1.1401 1.1362 -0.0039 -0.3% 1.1546
Low 1.1348 1.1246 -0.0103 -0.9% 1.1348
Close 1.1367 1.1271 -0.0096 -0.8% 1.1367
Range 0.0053 0.0116 0.0064 121.0% 0.0198
ATR 0.0079 0.0082 0.0003 3.9% 0.0000
Volume 180,120 202,614 22,494 12.5% 969,909
Daily Pivots for day following 12-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.1641 1.1572 1.1335
R3 1.1525 1.1456 1.1303
R2 1.1409 1.1409 1.1292
R1 1.1340 1.1340 1.1282 1.1316
PP 1.1293 1.1293 1.1293 1.1281
S1 1.1224 1.1224 1.1260 1.1200
S2 1.1177 1.1177 1.1250
S3 1.1061 1.1108 1.1239
S4 1.0945 1.0992 1.1207
Weekly Pivots for week ending 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.2013 1.1887 1.1476
R3 1.1815 1.1690 1.1421
R2 1.1618 1.1618 1.1403
R1 1.1492 1.1492 1.1385 1.1456
PP 1.1420 1.1420 1.1420 1.1402
S1 1.1295 1.1295 1.1349 1.1259
S2 1.1223 1.1223 1.1331
S3 1.1025 1.1097 1.1313
S4 1.0828 1.0900 1.1258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1546 1.1246 0.0300 2.7% 0.0085 0.8% 9% False True 202,901
10 1.1546 1.1246 0.0300 2.7% 0.0080 0.7% 9% False True 213,293
20 1.1678 1.1246 0.0433 3.8% 0.0080 0.7% 6% False True 218,366
40 1.1893 1.1246 0.0648 5.7% 0.0080 0.7% 4% False True 228,974
60 1.1893 1.1246 0.0648 5.7% 0.0082 0.7% 4% False True 173,799
80 1.1893 1.1246 0.0648 5.7% 0.0078 0.7% 4% False True 130,626
100 1.1936 1.1246 0.0690 6.1% 0.0078 0.7% 4% False True 104,593
120 1.2014 1.1246 0.0768 6.8% 0.0079 0.7% 3% False True 87,242
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 0.0018
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 1.1855
2.618 1.1665
1.618 1.1549
1.000 1.1478
0.618 1.1433
HIGH 1.1362
0.618 1.1317
0.500 1.1304
0.382 1.1290
LOW 1.1246
0.618 1.1174
1.000 1.1130
1.618 1.1058
2.618 1.0942
4.250 1.0753
Fisher Pivots for day following 12-Nov-2018
Pivot 1 day 3 day
R1 1.1304 1.1362
PP 1.1293 1.1332
S1 1.1282 1.1301

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

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