CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 18-Jan-2018
Day Change Summary
Previous Current
17-Jan-2018 18-Jan-2018 Change Change % Previous Week
Open 1.2386 1.2289 -0.0097 -0.8% 1.2174
High 1.2443 1.2384 -0.0059 -0.5% 1.2333
Low 1.2300 1.2289 -0.0011 -0.1% 1.2040
Close 1.2361 1.2363 0.0002 0.0% 1.2305
Range 0.0143 0.0096 -0.0048 -33.2% 0.0293
ATR 0.0084 0.0084 0.0001 1.0% 0.0000
Volume 1,492 474 -1,018 -68.2% 2,185
Daily Pivots for day following 18-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2632 1.2593 1.2416
R3 1.2536 1.2497 1.2389
R2 1.2441 1.2441 1.2381
R1 1.2402 1.2402 1.2372 1.2421
PP 1.2345 1.2345 1.2345 1.2355
S1 1.2306 1.2306 1.2354 1.2326
S2 1.2250 1.2250 1.2345
S3 1.2154 1.2211 1.2337
S4 1.2059 1.2115 1.2310
Weekly Pivots for week ending 12-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.3103 1.2996 1.2465
R3 1.2811 1.2704 1.2385
R2 1.2518 1.2518 1.2358
R1 1.2411 1.2411 1.2331 1.2465
PP 1.2226 1.2226 1.2226 1.2252
S1 1.2119 1.2119 1.2278 1.2172
S2 1.1933 1.1933 1.2251
S3 1.1641 1.1826 1.2224
S4 1.1348 1.1534 1.2144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2443 1.2051 0.0392 3.2% 0.0129 1.0% 80% False False 926
10 1.2443 1.2040 0.0403 3.3% 0.0103 0.8% 80% False False 603
20 1.2443 1.1934 0.0509 4.1% 0.0078 0.6% 84% False False 424
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.0013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2790
2.618 1.2634
1.618 1.2539
1.000 1.2480
0.618 1.2443
HIGH 1.2384
0.618 1.2348
0.500 1.2336
0.382 1.2325
LOW 1.2289
0.618 1.2229
1.000 1.2193
1.618 1.2134
2.618 1.2038
4.250 1.1883
Fisher Pivots for day following 18-Jan-2018
Pivot 1 day 3 day
R1 1.2354 1.2366
PP 1.2345 1.2365
S1 1.2336 1.2364

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

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