CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 09-Jan-2018
Day Change Summary
Previous Current
08-Jan-2018 09-Jan-2018 Change Change % Previous Week
Open 1.2174 1.2090 -0.0084 -0.7% 1.2141
High 1.2174 1.2095 -0.0079 -0.6% 1.2215
Low 1.2086 1.2040 -0.0046 -0.4% 1.2132
Close 1.2088 1.2055 -0.0033 -0.3% 1.2174
Range 0.0088 0.0055 -0.0033 -37.5% 0.0083
ATR 0.0062 0.0062 -0.0001 -0.8% 0.0000
Volume 157 161 4 2.5% 1,384
Daily Pivots for day following 09-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2228 1.2196 1.2085
R3 1.2173 1.2141 1.2070
R2 1.2118 1.2118 1.2065
R1 1.2086 1.2086 1.2060 1.2075
PP 1.2063 1.2063 1.2063 1.2057
S1 1.2031 1.2031 1.2049 1.2020
S2 1.2008 1.2008 1.2044
S3 1.1953 1.1976 1.2039
S4 1.1898 1.1921 1.2024
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 1.2040 0.0175 1.4% 0.0069 0.6% 8% False True 226
10 1.2215 1.2002 0.0213 1.8% 0.0061 0.5% 25% False False 256
20 1.2215 1.1872 0.0343 2.8% 0.0060 0.5% 53% False False 954
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2329
2.618 1.2239
1.618 1.2184
1.000 1.2150
0.618 1.2129
HIGH 1.2095
0.618 1.2074
0.500 1.2068
0.382 1.2061
LOW 1.2040
0.618 1.2006
1.000 1.1985
1.618 1.1951
2.618 1.1896
4.250 1.1806
Fisher Pivots for day following 09-Jan-2018
Pivot 1 day 3 day
R1 1.2068 1.2123
PP 1.2063 1.2100
S1 1.2059 1.2077

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

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