CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 02-Feb-2018
Day Change Summary
Previous Current
01-Feb-2018 02-Feb-2018 Change Change % Previous Week
Open 1.2528 1.2618 0.0091 0.7% 1.2533
High 1.2636 1.2627 -0.0009 -0.1% 1.2636
Low 1.2502 1.2526 0.0024 0.2% 1.2455
Close 1.2618 1.2566 -0.0052 -0.4% 1.2566
Range 0.0134 0.0101 -0.0033 -24.6% 0.0182
ATR 0.0096 0.0096 0.0000 0.4% 0.0000
Volume 669 1,567 898 134.2% 5,602
Daily Pivots for day following 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2876 1.2822 1.2621
R3 1.2775 1.2721 1.2593
R2 1.2674 1.2674 1.2584
R1 1.2620 1.2620 1.2575 1.2596
PP 1.2573 1.2573 1.2573 1.2561
S1 1.2519 1.2519 1.2556 1.2495
S2 1.2472 1.2472 1.2547
S3 1.2371 1.2418 1.2538
S4 1.2270 1.2317 1.2510
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3097 1.3013 1.2665
R3 1.2915 1.2831 1.2615
R2 1.2734 1.2734 1.2599
R1 1.2650 1.2650 1.2582 1.2692
PP 1.2552 1.2552 1.2552 1.2573
S1 1.2468 1.2468 1.2549 1.2510
S2 1.2371 1.2371 1.2532
S3 1.2189 1.2287 1.2516
S4 1.2008 1.2105 1.2466
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2636 1.2455 0.0182 1.4% 0.0104 0.8% 61% False False 1,120
10 1.2650 1.2333 0.0318 2.5% 0.0106 0.8% 73% False False 852
20 1.2650 1.2040 0.0610 4.9% 0.0104 0.8% 86% False False 738
40 1.2650 1.1872 0.0779 6.2% 0.0080 0.6% 89% False False 860
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3056
2.618 1.2891
1.618 1.2790
1.000 1.2728
0.618 1.2689
HIGH 1.2627
0.618 1.2588
0.500 1.2577
0.382 1.2565
LOW 1.2526
0.618 1.2464
1.000 1.2425
1.618 1.2363
2.618 1.2262
4.250 1.2097
Fisher Pivots for day following 02-Feb-2018
Pivot 1 day 3 day
R1 1.2577 1.2569
PP 1.2573 1.2568
S1 1.2569 1.2567

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

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