CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 22-Jan-2018
Day Change Summary
Previous Current
19-Jan-2018 22-Jan-2018 Change Change % Previous Week
Open 1.2364 1.2374 0.0010 0.1% 1.2327
High 1.2413 1.2385 -0.0028 -0.2% 1.2443
Low 1.2334 1.2333 -0.0002 0.0% 1.2289
Close 1.2352 1.2377 0.0025 0.2% 1.2352
Range 0.0079 0.0053 -0.0026 -33.1% 0.0154
ATR 0.0084 0.0082 -0.0002 -2.7% 0.0000
Volume 409 172 -237 -57.9% 3,739
Daily Pivots for day following 22-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2522 1.2502 1.2406
R3 1.2470 1.2450 1.2391
R2 1.2417 1.2417 1.2387
R1 1.2397 1.2397 1.2382 1.2407
PP 1.2365 1.2365 1.2365 1.2370
S1 1.2345 1.2345 1.2372 1.2355
S2 1.2312 1.2312 1.2367
S3 1.2260 1.2292 1.2363
S4 1.2207 1.2240 1.2348
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 1.2289 0.0154 1.2% 0.0095 0.8% 57% False False 782
10 1.2443 1.2040 0.0403 3.3% 0.0102 0.8% 84% False False 609
20 1.2443 1.1968 0.0475 3.8% 0.0078 0.6% 86% False False 426
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 15 trading days
Fibonacci Retracements and Extensions
4.250 1.2608
2.618 1.2522
1.618 1.2470
1.000 1.2438
0.618 1.2417
HIGH 1.2385
0.618 1.2365
0.500 1.2359
0.382 1.2353
LOW 1.2333
0.618 1.2300
1.000 1.2280
1.618 1.2248
2.618 1.2195
4.250 1.2109
Fisher Pivots for day following 22-Jan-2018
Pivot 1 day 3 day
R1 1.2371 1.2368
PP 1.2365 1.2359
S1 1.2359 1.2351

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

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