CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 29-Jan-2018
Day Change Summary
Previous Current
26-Jan-2018 29-Jan-2018 Change Change % Previous Week
Open 1.2491 1.2533 0.0042 0.3% 1.2374
High 1.2606 1.2543 -0.0063 -0.5% 1.2650
Low 1.2491 1.2455 -0.0037 -0.3% 1.2333
Close 1.2539 1.2506 -0.0033 -0.3% 1.2539
Range 0.0115 0.0089 -0.0027 -23.0% 0.0318
ATR 0.0092 0.0092 0.0000 -0.3% 0.0000
Volume 456 486 30 6.6% 2,921
Daily Pivots for day following 29-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2767 1.2725 1.2554
R3 1.2678 1.2636 1.2530
R2 1.2590 1.2590 1.2522
R1 1.2548 1.2548 1.2514 1.2524
PP 1.2501 1.2501 1.2501 1.2489
S1 1.2459 1.2459 1.2497 1.2436
S2 1.2413 1.2413 1.2489
S3 1.2324 1.2371 1.2481
S4 1.2236 1.2282 1.2457
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 1.2344 0.0307 2.5% 0.0114 0.9% 53% False False 647
10 1.2650 1.2289 0.0362 2.9% 0.0105 0.8% 60% False False 714
20 1.2650 1.2040 0.0610 4.9% 0.0097 0.8% 76% False False 546
40 1.2650 1.1872 0.0779 6.2% 0.0076 0.6% 81% False False 736
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2919
2.618 1.2775
1.618 1.2686
1.000 1.2632
0.618 1.2598
HIGH 1.2543
0.618 1.2509
0.500 1.2499
0.382 1.2488
LOW 1.2455
0.618 1.2400
1.000 1.2366
1.618 1.2311
2.618 1.2223
4.250 1.2078
Fisher Pivots for day following 29-Jan-2018
Pivot 1 day 3 day
R1 1.2503 1.2552
PP 1.2501 1.2537
S1 1.2499 1.2521

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

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