CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 23-Nov-2018
Day Change Summary
Previous Current
21-Nov-2018 23-Nov-2018 Change Change % Previous Week
Open 1.1391 1.1407 0.0016 0.1% 1.1442
High 1.1448 1.1454 0.0007 0.1% 1.1495
Low 1.1389 1.1350 -0.0039 -0.3% 1.1350
Close 1.1411 1.1355 -0.0057 -0.5% 1.1355
Range 0.0059 0.0104 0.0045 76.3% 0.0145
ATR 0.0083 0.0085 0.0001 1.8% 0.0000
Volume 186,238 203,792 17,554 9.4% 733,033
Daily Pivots for day following 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.1698 1.1630 1.1412
R3 1.1594 1.1526 1.1383
R2 1.1490 1.1490 1.1374
R1 1.1422 1.1422 1.1364 1.1404
PP 1.1386 1.1386 1.1386 1.1377
S1 1.1318 1.1318 1.1345 1.1300
S2 1.1282 1.1282 1.1335
S3 1.1178 1.1214 1.1326
S4 1.1074 1.1110 1.1297
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.1835 1.1740 1.1434
R3 1.1690 1.1595 1.1394
R2 1.1545 1.1545 1.1381
R1 1.1450 1.1450 1.1368 1.1425
PP 1.1400 1.1400 1.1400 1.1387
S1 1.1305 1.1305 1.1341 1.1280
S2 1.1255 1.1255 1.1328
S3 1.1110 1.1160 1.1315
S4 1.0965 1.1015 1.1275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1495 1.1347 0.0149 1.3% 0.0090 0.8% 5% False False 190,668
10 1.1495 1.1246 0.0250 2.2% 0.0087 0.8% 44% False False 206,290
20 1.1546 1.1246 0.0300 2.6% 0.0082 0.7% 36% False False 214,291
40 1.1723 1.1246 0.0478 4.2% 0.0080 0.7% 23% False False 222,274
60 1.1893 1.1246 0.0648 5.7% 0.0082 0.7% 17% False False 201,132
80 1.1893 1.1246 0.0648 5.7% 0.0081 0.7% 17% False False 151,588
100 1.1936 1.1246 0.0690 6.1% 0.0078 0.7% 16% False False 121,362
120 1.2014 1.1246 0.0768 6.8% 0.0079 0.7% 14% False False 101,211
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1896
2.618 1.1726
1.618 1.1622
1.000 1.1558
0.618 1.1518
HIGH 1.1454
0.618 1.1414
0.500 1.1402
0.382 1.1390
LOW 1.1350
0.618 1.1286
1.000 1.1246
1.618 1.1182
2.618 1.1078
4.250 1.0908
Fisher Pivots for day following 23-Nov-2018
Pivot 1 day 3 day
R1 1.1402 1.1423
PP 1.1386 1.1400
S1 1.1370 1.1377

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

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