CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 31-Jan-2018
Day Change Summary
Previous Current
30-Jan-2018 31-Jan-2018 Change Change % Previous Week
Open 1.2490 1.2520 0.0030 0.2% 1.2374
High 1.2569 1.2591 0.0022 0.2% 1.2650
Low 1.2455 1.2508 0.0054 0.4% 1.2333
Close 1.2521 1.2527 0.0007 0.1% 1.2539
Range 0.0115 0.0083 -0.0032 -27.5% 0.0318
ATR 0.0093 0.0093 -0.0001 -0.8% 0.0000
Volume 2,620 260 -2,360 -90.1% 2,921
Daily Pivots for day following 31-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2791 1.2742 1.2573
R3 1.2708 1.2659 1.2550
R2 1.2625 1.2625 1.2542
R1 1.2576 1.2576 1.2535 1.2601
PP 1.2542 1.2542 1.2542 1.2554
S1 1.2493 1.2493 1.2519 1.2518
S2 1.2459 1.2459 1.2512
S3 1.2376 1.2410 1.2504
S4 1.2293 1.2327 1.2481
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 1.2455 0.0196 1.6% 0.0113 0.9% 37% False False 958
10 1.2650 1.2289 0.0362 2.9% 0.0100 0.8% 66% False False 717
20 1.2650 1.2040 0.0610 4.9% 0.0099 0.8% 80% False False 651
40 1.2650 1.1872 0.0779 6.2% 0.0077 0.6% 84% False False 807
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2944
2.618 1.2808
1.618 1.2725
1.000 1.2674
0.618 1.2642
HIGH 1.2591
0.618 1.2559
0.500 1.2550
0.382 1.2540
LOW 1.2508
0.618 1.2457
1.000 1.2425
1.618 1.2374
2.618 1.2291
4.250 1.2155
Fisher Pivots for day following 31-Jan-2018
Pivot 1 day 3 day
R1 1.2550 1.2526
PP 1.2542 1.2524
S1 1.2535 1.2523

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

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