CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 04-Jan-2018
Day Change Summary
Previous Current
03-Jan-2018 04-Jan-2018 Change Change % Previous Week
Open 1.2192 1.2139 -0.0053 -0.4% 1.2020
High 1.2192 1.2215 0.0023 0.2% 1.2151
Low 1.2132 1.2133 0.0001 0.0% 1.2002
Close 1.2143 1.2198 0.0056 0.5% 1.2149
Range 0.0060 0.0082 0.0022 35.8% 0.0150
ATR 0.0059 0.0060 0.0002 2.8% 0.0000
Volume 294 191 -103 -35.0% 861
Daily Pivots for day following 04-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2426 1.2394 1.2243
R3 1.2345 1.2312 1.2220
R2 1.2263 1.2263 1.2213
R1 1.2231 1.2231 1.2205 1.2247
PP 1.2182 1.2182 1.2182 1.2190
S1 1.2149 1.2149 1.2191 1.2166
S2 1.2100 1.2100 1.2183
S3 1.2019 1.2068 1.2176
S4 1.1937 1.1986 1.2153
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 1.2215 1.2032 0.0183 1.5% 0.0069 0.6% 91% True False 316
10 1.2215 1.1968 0.0247 2.0% 0.0054 0.4% 93% True False 250
20 1.2215 1.1872 0.0343 2.8% 0.0057 0.5% 95% True False 982
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2561
2.618 1.2428
1.618 1.2346
1.000 1.2296
0.618 1.2265
HIGH 1.2215
0.618 1.2183
0.500 1.2174
0.382 1.2164
LOW 1.2133
0.618 1.2083
1.000 1.2052
1.618 1.2001
2.618 1.1920
4.250 1.1787
Fisher Pivots for day following 04-Jan-2018
Pivot 1 day 3 day
R1 1.2190 1.2190
PP 1.2182 1.2182
S1 1.2174 1.2173

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

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