CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 25-Jan-2018
Day Change Summary
Previous Current
24-Jan-2018 25-Jan-2018 Change Change % Previous Week
Open 1.2427 1.2515 0.0088 0.7% 1.2327
High 1.2530 1.2650 0.0121 1.0% 1.2443
Low 1.2407 1.2485 0.0078 0.6% 1.2289
Close 1.2522 1.2506 -0.0017 -0.1% 1.2352
Range 0.0123 0.0165 0.0043 34.7% 0.0154
ATR 0.0085 0.0090 0.0006 6.8% 0.0000
Volume 642 968 326 50.8% 3,739
Daily Pivots for day following 25-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.3042 1.2939 1.2596
R3 1.2877 1.2774 1.2551
R2 1.2712 1.2712 1.2536
R1 1.2609 1.2609 1.2521 1.2578
PP 1.2547 1.2547 1.2547 1.2531
S1 1.2444 1.2444 1.2490 1.2413
S2 1.2382 1.2382 1.2475
S3 1.2217 1.2279 1.2460
S4 1.2052 1.2114 1.2415
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 1.2650 1.2333 0.0318 2.5% 0.0100 0.8% 54% True False 574
10 1.2650 1.2051 0.0600 4.8% 0.0115 0.9% 76% True False 750
20 1.2650 1.2015 0.0635 5.1% 0.0092 0.7% 77% True False 520
40 1.2650 1.1872 0.0779 6.2% 0.0074 0.6% 81% True False 718
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.3351
2.618 1.3082
1.618 1.2917
1.000 1.2815
0.618 1.2752
HIGH 1.2650
0.618 1.2587
0.500 1.2568
0.382 1.2548
LOW 1.2485
0.618 1.2383
1.000 1.2320
1.618 1.2218
2.618 1.2053
4.250 1.1784
Fisher Pivots for day following 25-Jan-2018
Pivot 1 day 3 day
R1 1.2568 1.2503
PP 1.2547 1.2500
S1 1.2526 1.2497

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

View Archives - Comment on this page... - Back to Index of Symbols