CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 13-Dec-2017
Day Change Summary
Previous Current
12-Dec-2017 13-Dec-2017 Change Change % Previous Week
Open 1.1925 1.1896 -0.0029 -0.2% 1.2021
High 1.1932 1.1980 0.0049 0.4% 1.2021
Low 1.1872 1.1887 0.0016 0.1% 1.1886
Close 1.1888 1.1972 0.0084 0.7% 1.1918
Range 0.0060 0.0093 0.0033 55.0% 0.0136
ATR
Volume 329 5,220 4,891 1,486.6% 1,302
Daily Pivots for day following 13-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2225 1.2192 1.2023
R3 1.2132 1.2099 1.1998
R2 1.2039 1.2039 1.1989
R1 1.2006 1.2006 1.1981 1.2023
PP 1.1946 1.1946 1.1946 1.1955
S1 1.1913 1.1913 1.1963 1.1930
S2 1.1853 1.1853 1.1955
S3 1.1760 1.1820 1.1946
S4 1.1667 1.1727 1.1921
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2348 1.2269 1.1993
R3 1.2213 1.2133 1.1955
R2 1.2077 1.2077 1.1943
R1 1.1998 1.1998 1.1930 1.1970
PP 1.1942 1.1942 1.1942 1.1928
S1 1.1862 1.1862 1.1906 1.1834
S2 1.1806 1.1806 1.1893
S3 1.1671 1.1727 1.1881
S4 1.1535 1.1591 1.1843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1980 1.1872 0.0109 0.9% 0.0052 0.4% 93% True False 1,359
10 1.2082 1.1872 0.0210 1.8% 0.0059 0.5% 48% False False 705
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 0.0007
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.2375
2.618 1.2223
1.618 1.2130
1.000 1.2073
0.618 1.2037
HIGH 1.1980
0.618 1.1944
0.500 1.1934
0.382 1.1923
LOW 1.1887
0.618 1.1830
1.000 1.1794
1.618 1.1737
2.618 1.1644
4.250 1.1492
Fisher Pivots for day following 13-Dec-2017
Pivot 1 day 3 day
R1 1.1959 1.1957
PP 1.1946 1.1941
S1 1.1934 1.1926

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

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