CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 28-Dec-2017
Day Change Summary
Previous Current
27-Dec-2017 28-Dec-2017 Change Change % Previous Week
Open 1.2029 1.2042 0.0013 0.1% 1.1913
High 1.2054 1.2082 0.0028 0.2% 1.2046
Low 1.2015 1.2032 0.0017 0.1% 1.1906
Close 1.2041 1.2080 0.0039 0.3% 1.2000
Range 0.0039 0.0051 0.0012 29.5% 0.0140
ATR 0.0056 0.0056 0.0000 -0.7% 0.0000
Volume 101 302 201 199.0% 994
Daily Pivots for day following 28-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2216 1.2199 1.2108
R3 1.2166 1.2148 1.2094
R2 1.2115 1.2115 1.2089
R1 1.2098 1.2098 1.2085 1.2106
PP 1.2065 1.2065 1.2065 1.2069
S1 1.2047 1.2047 1.2075 1.2056
S2 1.2014 1.2014 1.2071
S3 1.1964 1.1997 1.2066
S4 1.1913 1.1946 1.2052
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 1.2082 1.1968 0.0115 0.9% 0.0037 0.3% 98% True False 163
10 1.2082 1.1906 0.0177 1.5% 0.0052 0.4% 99% True False 1,148
20 1.2082 1.1872 0.0211 1.7% 0.0055 0.5% 99% True False 927
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2297
2.618 1.2214
1.618 1.2164
1.000 1.2133
0.618 1.2113
HIGH 1.2082
0.618 1.2063
0.500 1.2057
0.382 1.2051
LOW 1.2032
0.618 1.2000
1.000 1.1981
1.618 1.1950
2.618 1.1899
4.250 1.1817
Fisher Pivots for day following 28-Dec-2017
Pivot 1 day 3 day
R1 1.2072 1.2067
PP 1.2065 1.2055
S1 1.2057 1.2042

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

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