CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 08-Jan-2018
Day Change Summary
Previous Current
05-Jan-2018 08-Jan-2018 Change Change % Previous Week
Open 1.2200 1.2174 -0.0026 -0.2% 1.2141
High 1.2207 1.2174 -0.0033 -0.3% 1.2215
Low 1.2147 1.2086 -0.0061 -0.5% 1.2132
Close 1.2174 1.2088 -0.0087 -0.7% 1.2174
Range 0.0060 0.0088 0.0029 47.9% 0.0083
ATR 0.0060 0.0062 0.0002 3.3% 0.0000
Volume 329 157 -172 -52.3% 1,384
Daily Pivots for day following 08-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2380 1.2322 1.2136
R3 1.2292 1.2234 1.2112
R2 1.2204 1.2204 1.2104
R1 1.2146 1.2146 1.2096 1.2131
PP 1.2116 1.2116 1.2116 1.2108
S1 1.2058 1.2058 1.2079 1.2043
S2 1.2028 1.2028 1.2071
S3 1.1940 1.1970 1.2063
S4 1.1852 1.1882 1.2039
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 1.2086 0.0129 1.1% 0.0072 0.6% 1% False True 308
10 1.2215 1.1968 0.0247 2.0% 0.0060 0.5% 49% False False 248
20 1.2215 1.1872 0.0343 2.8% 0.0059 0.5% 63% False False 953
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 0.0007
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.2548
2.618 1.2404
1.618 1.2316
1.000 1.2262
0.618 1.2228
HIGH 1.2174
0.618 1.2140
0.500 1.2130
0.382 1.2120
LOW 1.2086
0.618 1.2032
1.000 1.1998
1.618 1.1944
2.618 1.1856
4.250 1.1712
Fisher Pivots for day following 08-Jan-2018
Pivot 1 day 3 day
R1 1.2130 1.2150
PP 1.2116 1.2129
S1 1.2102 1.2108

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

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