CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 06-Feb-2018
Day Change Summary
Previous Current
05-Feb-2018 06-Feb-2018 Change Change % Previous Week
Open 1.2547 1.2484 -0.0063 -0.5% 1.2533
High 1.2584 1.2541 -0.0043 -0.3% 1.2636
Low 1.2474 1.2427 -0.0048 -0.4% 1.2455
Close 1.2511 1.2503 -0.0008 -0.1% 1.2566
Range 0.0110 0.0115 0.0005 4.6% 0.0182
ATR 0.0097 0.0098 0.0001 1.3% 0.0000
Volume 990 496 -494 -49.9% 5,602
Daily Pivots for day following 06-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2834 1.2783 1.2566
R3 1.2719 1.2668 1.2534
R2 1.2605 1.2605 1.2524
R1 1.2554 1.2554 1.2513 1.2579
PP 1.2490 1.2490 1.2490 1.2503
S1 1.2439 1.2439 1.2493 1.2465
S2 1.2376 1.2376 1.2482
S3 1.2261 1.2325 1.2472
S4 1.2147 1.2210 1.2440
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 1.2427 0.0210 1.7% 0.0108 0.9% 37% False True 796
10 1.2650 1.2407 0.0243 1.9% 0.0115 0.9% 40% False False 915
20 1.2650 1.2040 0.0610 4.9% 0.0108 0.9% 76% False False 788
40 1.2650 1.1872 0.0779 6.2% 0.0084 0.7% 81% False False 871
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3028
2.618 1.2841
1.618 1.2726
1.000 1.2656
0.618 1.2612
HIGH 1.2541
0.618 1.2497
0.500 1.2484
0.382 1.2470
LOW 1.2427
0.618 1.2356
1.000 1.2312
1.618 1.2241
2.618 1.2127
4.250 1.1940
Fisher Pivots for day following 06-Feb-2018
Pivot 1 day 3 day
R1 1.2497 1.2527
PP 1.2490 1.2519
S1 1.2484 1.2511

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

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