CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 26-Dec-2017
Day Change Summary
Previous Current
22-Dec-2017 26-Dec-2017 Change Change % Previous Week
Open 1.1988 1.2020 0.0032 0.3% 1.1913
High 1.2007 1.2025 0.0018 0.1% 1.2046
Low 1.1968 1.2002 0.0034 0.3% 1.1906
Close 1.2000 1.2013 0.0013 0.1% 1.2000
Range 0.0040 0.0024 -0.0016 -40.5% 0.0140
ATR 0.0060 0.0057 -0.0002 -4.2% 0.0000
Volume 81 234 153 188.9% 994
Daily Pivots for day following 26-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2084 1.2072 1.2026
R3 1.2060 1.2048 1.2019
R2 1.2037 1.2037 1.2017
R1 1.2025 1.2025 1.2015 1.2019
PP 1.2013 1.2013 1.2013 1.2010
S1 1.2001 1.2001 1.2011 1.1996
S2 1.1990 1.1990 1.2009
S3 1.1966 1.1978 1.2007
S4 1.1943 1.1954 1.2000
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2404 1.2342 1.2077
R3 1.2264 1.2202 1.2039
R2 1.2124 1.2124 1.2026
R1 1.2062 1.2062 1.2013 1.2093
PP 1.1984 1.1984 1.1984 1.1999
S1 1.1922 1.1922 1.1987 1.1953
S2 1.1844 1.1844 1.1974
S3 1.1704 1.1782 1.1962
S4 1.1564 1.1642 1.1923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2046 1.1934 0.0112 0.9% 0.0044 0.4% 71% False False 191
10 1.2046 1.1872 0.0174 1.4% 0.0058 0.5% 81% False False 1,663
20 1.2082 1.1872 0.0210 1.7% 0.0056 0.5% 67% False False 916
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.2125
2.618 1.2087
1.618 1.2063
1.000 1.2049
0.618 1.2040
HIGH 1.2025
0.618 1.2016
0.500 1.2013
0.382 1.2010
LOW 1.2002
0.618 1.1987
1.000 1.1978
1.618 1.1963
2.618 1.1940
4.250 1.1902
Fisher Pivots for day following 26-Dec-2017
Pivot 1 day 3 day
R1 1.2013 1.2009
PP 1.2013 1.2004
S1 1.2013 1.2000

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

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