CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 19-Jan-2018
Day Change Summary
Previous Current
18-Jan-2018 19-Jan-2018 Change Change % Previous Week
Open 1.2289 1.2364 0.0075 0.6% 1.2327
High 1.2384 1.2413 0.0029 0.2% 1.2443
Low 1.2289 1.2334 0.0046 0.4% 1.2289
Close 1.2363 1.2352 -0.0011 -0.1% 1.2352
Range 0.0096 0.0079 -0.0017 -17.8% 0.0154
ATR 0.0084 0.0084 0.0000 -0.5% 0.0000
Volume 474 409 -65 -13.7% 3,739
Daily Pivots for day following 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2602 1.2555 1.2395
R3 1.2523 1.2477 1.2374
R2 1.2445 1.2445 1.2366
R1 1.2398 1.2398 1.2359 1.2382
PP 1.2366 1.2366 1.2366 1.2358
S1 1.2320 1.2320 1.2345 1.2304
S2 1.2288 1.2288 1.2338
S3 1.2209 1.2241 1.2330
S4 1.2131 1.2163 1.2309
Weekly Pivots for week ending 19-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2823 1.2742 1.2437
R3 1.2669 1.2588 1.2394
R2 1.2515 1.2515 1.2380
R1 1.2434 1.2434 1.2366 1.2474
PP 1.2361 1.2361 1.2361 1.2381
S1 1.2280 1.2280 1.2338 1.2320
S2 1.2207 1.2207 1.2324
S3 1.2053 1.2126 1.2310
S4 1.1899 1.1972 1.2267
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2443 1.2156 0.0287 2.3% 0.0120 1.0% 68% False False 961
10 1.2443 1.2040 0.0403 3.3% 0.0103 0.8% 78% False False 625
20 1.2443 1.1968 0.0475 3.8% 0.0078 0.6% 81% False False 437
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 0.0016
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2746
2.618 1.2618
1.618 1.2540
1.000 1.2491
0.618 1.2461
HIGH 1.2413
0.618 1.2383
0.500 1.2373
0.382 1.2364
LOW 1.2334
0.618 1.2285
1.000 1.2256
1.618 1.2207
2.618 1.2128
4.250 1.2000
Fisher Pivots for day following 19-Jan-2018
Pivot 1 day 3 day
R1 1.2373 1.2366
PP 1.2366 1.2361
S1 1.2359 1.2357

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

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