CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 02-Jan-2018
Day Change Summary
Previous Current
29-Dec-2017 02-Jan-2018 Change Change % Previous Week
Open 1.2067 1.2141 0.0074 0.6% 1.2020
High 1.2151 1.2204 0.0053 0.4% 1.2151
Low 1.2065 1.2135 0.0070 0.6% 1.2002
Close 1.2149 1.2180 0.0032 0.3% 1.2149
Range 0.0086 0.0069 -0.0017 -19.8% 0.0150
ATR 0.0058 0.0059 0.0001 1.4% 0.0000
Volume 224 570 346 154.5% 861
Daily Pivots for day following 02-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2380 1.2349 1.2218
R3 1.2311 1.2280 1.2199
R2 1.2242 1.2242 1.2193
R1 1.2211 1.2211 1.2186 1.2226
PP 1.2173 1.2173 1.2173 1.2180
S1 1.2142 1.2142 1.2174 1.2157
S2 1.2104 1.2104 1.2167
S3 1.2035 1.2073 1.2161
S4 1.1966 1.2004 1.2142
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 1.2204 1.2002 0.0202 1.7% 0.0054 0.4% 88% True False 286
10 1.2204 1.1906 0.0298 2.4% 0.0054 0.4% 92% True False 242
20 1.2204 1.1872 0.0332 2.7% 0.0055 0.5% 93% True False 963
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2497
2.618 1.2384
1.618 1.2315
1.000 1.2273
0.618 1.2246
HIGH 1.2204
0.618 1.2177
0.500 1.2169
0.382 1.2161
LOW 1.2135
0.618 1.2092
1.000 1.2066
1.618 1.2023
2.618 1.1954
4.250 1.1841
Fisher Pivots for day following 02-Jan-2018
Pivot 1 day 3 day
R1 1.2176 1.2159
PP 1.2173 1.2138
S1 1.2169 1.2118

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

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