CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 14-Dec-2017
Day Change Summary
Previous Current
13-Dec-2017 14-Dec-2017 Change Change % Previous Week
Open 1.1896 1.1978 0.0082 0.7% 1.2021
High 1.1980 1.2008 0.0028 0.2% 1.2021
Low 1.1887 1.1928 0.0041 0.3% 1.1886
Close 1.1972 1.1945 -0.0028 -0.2% 1.1918
Range 0.0093 0.0080 -0.0014 -14.5% 0.0136
ATR 0.0000 0.0062 0.0062 0.0000
Volume 5,220 164 -5,056 -96.9% 1,302
Daily Pivots for day following 14-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2199 1.2151 1.1988
R3 1.2119 1.2072 1.1966
R2 1.2040 1.2040 1.1959
R1 1.1992 1.1992 1.1952 1.1976
PP 1.1960 1.1960 1.1960 1.1952
S1 1.1913 1.1913 1.1937 1.1897
S2 1.1881 1.1881 1.1930
S3 1.1801 1.1833 1.1923
S4 1.1722 1.1754 1.1901
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 1.2008 1.1872 0.0136 1.1% 0.0062 0.5% 54% True False 1,195
10 1.2082 1.1872 0.0210 1.8% 0.0058 0.5% 35% False False 716
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2345
2.618 1.2216
1.618 1.2136
1.000 1.2087
0.618 1.2057
HIGH 1.2008
0.618 1.1977
0.500 1.1968
0.382 1.1958
LOW 1.1928
0.618 1.1879
1.000 1.1849
1.618 1.1799
2.618 1.1720
4.250 1.1590
Fisher Pivots for day following 14-Dec-2017
Pivot 1 day 3 day
R1 1.1968 1.1943
PP 1.1960 1.1941
S1 1.1952 1.1940

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

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