CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 23-Jan-2018
Day Change Summary
Previous Current
22-Jan-2018 23-Jan-2018 Change Change % Previous Week
Open 1.2374 1.2376 0.0003 0.0% 1.2327
High 1.2385 1.2424 0.0039 0.3% 1.2443
Low 1.2333 1.2344 0.0011 0.1% 1.2289
Close 1.2377 1.2413 0.0036 0.3% 1.2352
Range 0.0053 0.0081 0.0028 53.3% 0.0154
ATR 0.0082 0.0082 0.0000 -0.1% 0.0000
Volume 172 683 511 297.1% 3,739
Daily Pivots for day following 23-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2635 1.2605 1.2457
R3 1.2555 1.2524 1.2435
R2 1.2474 1.2474 1.2428
R1 1.2444 1.2444 1.2420 1.2459
PP 1.2394 1.2394 1.2394 1.2401
S1 1.2363 1.2363 1.2406 1.2378
S2 1.2313 1.2313 1.2398
S3 1.2233 1.2283 1.2391
S4 1.2152 1.2202 1.2369
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% 0.0090 0.7% 81% False False 646
10 1.2443 1.2040 0.0403 3.2% 0.0101 0.8% 93% False False 662
20 1.2443 1.1968 0.0475 3.8% 0.0080 0.6% 94% False False 455
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2766
2.618 1.2635
1.618 1.2554
1.000 1.2505
0.618 1.2474
HIGH 1.2424
0.618 1.2393
0.500 1.2384
0.382 1.2374
LOW 1.2344
0.618 1.2294
1.000 1.2263
1.618 1.2213
2.618 1.2133
4.250 1.2001
Fisher Pivots for day following 23-Jan-2018
Pivot 1 day 3 day
R1 1.2403 1.2401
PP 1.2394 1.2390
S1 1.2384 1.2378

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

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