CME Euro FX (E) Future June 2019


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 1.1590 1.1536 -0.0054 -0.5% 1.1607
High 1.1590 1.1536 -0.0054 -0.5% 1.1727
Low 1.1559 1.1464 -0.0095 -0.8% 1.1559
Close 1.1564 1.1467 -0.0097 -0.8% 1.1564
Range 0.0031 0.0072 0.0041 130.6% 0.0168
ATR 0.0053 0.0057 0.0003 6.2% 0.0000
Volume 82 53 -29 -35.4% 284
Daily Pivots for day following 12-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.1703 1.1657 1.1506
R3 1.1632 1.1585 1.1487
R2 1.1560 1.1560 1.1480
R1 1.1514 1.1514 1.1474 1.1501
PP 1.1489 1.1489 1.1489 1.1483
S1 1.1442 1.1442 1.1460 1.1430
S2 1.1417 1.1417 1.1454
S3 1.1346 1.1371 1.1447
S4 1.1274 1.1299 1.1428
Weekly Pivots for week ending 09-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.2120 1.2010 1.1656
R3 1.1952 1.1842 1.1610
R2 1.1784 1.1784 1.1594
R1 1.1674 1.1674 1.1579 1.1645
PP 1.1616 1.1616 1.1616 1.1602
S1 1.1506 1.1506 1.1548 1.1477
S2 1.1448 1.1448 1.1533
S3 1.1280 1.1338 1.1517
S4 1.1112 1.1170 1.1471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1727 1.1464 0.0263 2.3% 0.0047 0.4% 1% False True 62
10 1.1727 1.1464 0.0263 2.3% 0.0046 0.4% 1% False True 42
20 1.1834 1.1464 0.0370 3.2% 0.0041 0.4% 1% False True 48
40 1.2069 1.1464 0.0605 5.3% 0.0038 0.3% 0% False True 90
60 1.2069 1.1464 0.0605 5.3% 0.0045 0.4% 0% False True 75
80 1.2069 1.1464 0.0605 5.3% 0.0041 0.4% 0% False True 63
100 1.2111 1.1464 0.0647 5.6% 0.0041 0.4% 0% False True 54
120 1.2188 1.1464 0.0724 6.3% 0.0043 0.4% 0% False True 49
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 0.0000
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1839
2.618 1.1723
1.618 1.1651
1.000 1.1607
0.618 1.1580
HIGH 1.1536
0.618 1.1508
0.500 1.1500
0.382 1.1491
LOW 1.1464
0.618 1.1420
1.000 1.1393
1.618 1.1348
2.618 1.1277
4.250 1.1160
Fisher Pivots for day following 12-Nov-2018
Pivot 1 day 3 day
R1 1.1500 1.1559
PP 1.1489 1.1528
S1 1.1478 1.1498

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

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