CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 15-Dec-2017
Day Change Summary
Previous Current
14-Dec-2017 15-Dec-2017 Change Change % Previous Week
Open 1.1978 1.1947 -0.0031 -0.3% 1.1918
High 1.2008 1.1968 -0.0040 -0.3% 1.2008
Low 1.1928 1.1913 -0.0015 -0.1% 1.1872
Close 1.1945 1.1916 -0.0029 -0.2% 1.1916
Range 0.0080 0.0055 -0.0025 -31.4% 0.0136
ATR 0.0062 0.0062 -0.0001 -0.9% 0.0000
Volume 164 9,694 9,530 5,811.0% 15,538
Daily Pivots for day following 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2096 1.2060 1.1946
R3 1.2041 1.2006 1.1931
R2 1.1987 1.1987 1.1926
R1 1.1951 1.1951 1.1921 1.1942
PP 1.1932 1.1932 1.1932 1.1927
S1 1.1897 1.1897 1.1911 1.1887
S2 1.1878 1.1878 1.1906
S3 1.1823 1.1842 1.1901
S4 1.1769 1.1788 1.1886
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2340 1.2264 1.1991
R3 1.2204 1.2128 1.1953
R2 1.2068 1.2068 1.1941
R1 1.1992 1.1992 1.1928 1.1962
PP 1.1932 1.1932 1.1932 1.1917
S1 1.1856 1.1856 1.1904 1.1826
S2 1.1796 1.1796 1.1891
S3 1.1660 1.1720 1.1879
S4 1.1524 1.1584 1.1841
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% 0.0065 0.5% 33% False False 3,107
10 1.2021 1.1872 0.0150 1.3% 0.0056 0.5% 30% False False 1,684
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2199
2.618 1.2110
1.618 1.2056
1.000 1.2022
0.618 1.2001
HIGH 1.1968
0.618 1.1947
0.500 1.1940
0.382 1.1934
LOW 1.1913
0.618 1.1879
1.000 1.1859
1.618 1.1825
2.618 1.1770
4.250 1.1681
Fisher Pivots for day following 15-Dec-2017
Pivot 1 day 3 day
R1 1.1940 1.1947
PP 1.1932 1.1937
S1 1.1924 1.1926

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

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