CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 26-Jan-2018
Day Change Summary
Previous Current
25-Jan-2018 26-Jan-2018 Change Change % Previous Week
Open 1.2515 1.2491 -0.0024 -0.2% 1.2374
High 1.2650 1.2606 -0.0044 -0.3% 1.2650
Low 1.2485 1.2491 0.0006 0.0% 1.2333
Close 1.2506 1.2539 0.0033 0.3% 1.2539
Range 0.0165 0.0115 -0.0050 -30.3% 0.0318
ATR 0.0090 0.0092 0.0002 1.9% 0.0000
Volume 968 456 -512 -52.9% 2,921
Daily Pivots for day following 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2890 1.2829 1.2602
R3 1.2775 1.2714 1.2570
R2 1.2660 1.2660 1.2560
R1 1.2599 1.2599 1.2549 1.2630
PP 1.2545 1.2545 1.2545 1.2560
S1 1.2484 1.2484 1.2528 1.2515
S2 1.2430 1.2430 1.2517
S3 1.2315 1.2369 1.2507
S4 1.2200 1.2254 1.2475
Weekly Pivots for week ending 26-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.3460 1.3317 1.2713
R3 1.3142 1.2999 1.2626
R2 1.2825 1.2825 1.2597
R1 1.2682 1.2682 1.2568 1.2753
PP 1.2507 1.2507 1.2507 1.2543
S1 1.2364 1.2364 1.2509 1.2436
S2 1.2190 1.2190 1.2480
S3 1.1872 1.2047 1.2451
S4 1.1555 1.1729 1.2364
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% 0.0107 0.9% 65% False False 584
10 1.2650 1.2156 0.0494 3.9% 0.0113 0.9% 77% False False 772
20 1.2650 1.2032 0.0619 4.9% 0.0095 0.8% 82% False False 537
40 1.2650 1.1872 0.0779 6.2% 0.0075 0.6% 86% False False 726
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3095
2.618 1.2907
1.618 1.2792
1.000 1.2721
0.618 1.2677
HIGH 1.2606
0.618 1.2562
0.500 1.2549
0.382 1.2535
LOW 1.2491
0.618 1.2420
1.000 1.2376
1.618 1.2305
2.618 1.2190
4.250 1.2002
Fisher Pivots for day following 26-Jan-2018
Pivot 1 day 3 day
R1 1.2549 1.2535
PP 1.2545 1.2532
S1 1.2542 1.2529

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

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