CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 03-Jan-2018
Day Change Summary
Previous Current
02-Jan-2018 03-Jan-2018 Change Change % Previous Week
Open 1.2141 1.2192 0.0052 0.4% 1.2020
High 1.2204 1.2192 -0.0012 -0.1% 1.2151
Low 1.2135 1.2132 -0.0003 0.0% 1.2002
Close 1.2180 1.2143 -0.0038 -0.3% 1.2149
Range 0.0069 0.0060 -0.0009 -13.0% 0.0150
ATR 0.0059 0.0059 0.0000 0.2% 0.0000
Volume 570 294 -276 -48.4% 861
Daily Pivots for day following 03-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2336 1.2299 1.2176
R3 1.2276 1.2239 1.2159
R2 1.2216 1.2216 1.2154
R1 1.2179 1.2179 1.2148 1.2167
PP 1.2156 1.2156 1.2156 1.2150
S1 1.2119 1.2119 1.2137 1.2107
S2 1.2096 1.2096 1.2132
S3 1.2036 1.2059 1.2126
S4 1.1976 1.1999 1.2110
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 1.2015 0.0189 1.6% 0.0061 0.5% 68% False False 298
10 1.2204 1.1934 0.0270 2.2% 0.0052 0.4% 77% False False 244
20 1.2204 1.1872 0.0332 2.7% 0.0056 0.5% 82% False False 976
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2447
2.618 1.2349
1.618 1.2289
1.000 1.2252
0.618 1.2229
HIGH 1.2192
0.618 1.2169
0.500 1.2162
0.382 1.2155
LOW 1.2132
0.618 1.2095
1.000 1.2072
1.618 1.2035
2.618 1.1975
4.250 1.1877
Fisher Pivots for day following 03-Jan-2018
Pivot 1 day 3 day
R1 1.2162 1.2140
PP 1.2156 1.2137
S1 1.2149 1.2134

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

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