CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 29-Dec-2017
Day Change Summary
Previous Current
28-Dec-2017 29-Dec-2017 Change Change % Previous Week
Open 1.2042 1.2067 0.0025 0.2% 1.2020
High 1.2082 1.2151 0.0069 0.6% 1.2151
Low 1.2032 1.2065 0.0034 0.3% 1.2002
Close 1.2080 1.2149 0.0069 0.6% 1.2149
Range 0.0051 0.0086 0.0036 70.3% 0.0150
ATR 0.0056 0.0058 0.0002 3.9% 0.0000
Volume 302 224 -78 -25.8% 861
Daily Pivots for day following 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2380 1.2350 1.2196
R3 1.2294 1.2264 1.2172
R2 1.2208 1.2208 1.2164
R1 1.2178 1.2178 1.2156 1.2193
PP 1.2122 1.2122 1.2122 1.2129
S1 1.2092 1.2092 1.2141 1.2107
S2 1.2036 1.2036 1.2133
S3 1.1950 1.2006 1.2125
S4 1.1864 1.1920 1.2101
Weekly Pivots for week ending 29-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2549 1.2498 1.2231
R3 1.2399 1.2349 1.2190
R2 1.2250 1.2250 1.2176
R1 1.2199 1.2199 1.2162 1.2225
PP 1.2100 1.2100 1.2100 1.2113
S1 1.2050 1.2050 1.2135 1.2075
S2 1.1951 1.1951 1.2121
S3 1.1801 1.1900 1.2107
S4 1.1652 1.1751 1.2066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2151 1.1968 0.0184 1.5% 0.0048 0.4% 99% True False 188
10 1.2151 1.1906 0.0246 2.0% 0.0052 0.4% 99% True False 1,154
20 1.2151 1.1872 0.0280 2.3% 0.0055 0.5% 99% True False 935
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 0.0009
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2517
2.618 1.2376
1.618 1.2290
1.000 1.2237
0.618 1.2204
HIGH 1.2151
0.618 1.2118
0.500 1.2108
0.382 1.2098
LOW 1.2065
0.618 1.2012
1.000 1.1979
1.618 1.1926
2.618 1.1840
4.250 1.1700
Fisher Pivots for day following 29-Dec-2017
Pivot 1 day 3 day
R1 1.2135 1.2127
PP 1.2122 1.2105
S1 1.2108 1.2083

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

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