CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 05-Jan-2018
Day Change Summary
Previous Current
04-Jan-2018 05-Jan-2018 Change Change % Previous Week
Open 1.2139 1.2200 0.0061 0.5% 1.2141
High 1.2215 1.2207 -0.0008 -0.1% 1.2215
Low 1.2133 1.2147 0.0014 0.1% 1.2132
Close 1.2198 1.2174 -0.0024 -0.2% 1.2174
Range 0.0082 0.0060 -0.0022 -27.0% 0.0083
ATR 0.0060 0.0060 0.0000 -0.1% 0.0000
Volume 191 329 138 72.3% 1,384
Daily Pivots for day following 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2354 1.2324 1.2207
R3 1.2295 1.2264 1.2190
R2 1.2235 1.2235 1.2185
R1 1.2205 1.2205 1.2179 1.2190
PP 1.2176 1.2176 1.2176 1.2169
S1 1.2145 1.2145 1.2169 1.2131
S2 1.2116 1.2116 1.2163
S3 1.2057 1.2086 1.2158
S4 1.1997 1.2026 1.2141
Weekly Pivots for week ending 05-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2421 1.2380 1.2219
R3 1.2339 1.2298 1.2197
R2 1.2256 1.2256 1.2189
R1 1.2215 1.2215 1.2182 1.2236
PP 1.2174 1.2174 1.2174 1.2184
S1 1.2133 1.2133 1.2166 1.2153
S2 1.2091 1.2091 1.2159
S3 1.2009 1.2050 1.2151
S4 1.1926 1.1968 1.2129
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2215 1.2065 0.0150 1.2% 0.0071 0.6% 73% False False 321
10 1.2215 1.1968 0.0247 2.0% 0.0054 0.4% 84% False False 242
20 1.2215 1.1872 0.0343 2.8% 0.0057 0.5% 88% False False 994
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2459
2.618 1.2362
1.618 1.2303
1.000 1.2266
0.618 1.2243
HIGH 1.2207
0.618 1.2184
0.500 1.2177
0.382 1.2170
LOW 1.2147
0.618 1.2110
1.000 1.2088
1.618 1.2051
2.618 1.1991
4.250 1.1894
Fisher Pivots for day following 05-Jan-2018
Pivot 1 day 3 day
R1 1.2177 1.2174
PP 1.2176 1.2174
S1 1.2175 1.2173

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

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