CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 07-Feb-2018
Day Change Summary
Previous Current
06-Feb-2018 07-Feb-2018 Change Change % Previous Week
Open 1.2484 1.2489 0.0005 0.0% 1.2533
High 1.2541 1.2515 -0.0026 -0.2% 1.2636
Low 1.2427 1.2357 -0.0070 -0.6% 1.2455
Close 1.2503 1.2385 -0.0118 -0.9% 1.2566
Range 0.0115 0.0159 0.0044 38.4% 0.0182
ATR 0.0098 0.0103 0.0004 4.4% 0.0000
Volume 496 2,704 2,208 445.2% 5,602
Daily Pivots for day following 07-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2894 1.2798 1.2472
R3 1.2736 1.2640 1.2429
R2 1.2577 1.2577 1.2414
R1 1.2481 1.2481 1.2400 1.2450
PP 1.2419 1.2419 1.2419 1.2403
S1 1.2323 1.2323 1.2370 1.2292
S2 1.2260 1.2260 1.2356
S3 1.2102 1.2164 1.2341
S4 1.1943 1.2006 1.2298
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 1.2357 0.0280 2.3% 0.0124 1.0% 10% False True 1,285
10 1.2650 1.2357 0.0294 2.4% 0.0118 1.0% 10% False True 1,121
20 1.2650 1.2040 0.0610 4.9% 0.0113 0.9% 57% False False 915
40 1.2650 1.1872 0.0779 6.3% 0.0087 0.7% 66% False False 935
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 1.3189
2.618 1.2930
1.618 1.2771
1.000 1.2674
0.618 1.2613
HIGH 1.2515
0.618 1.2454
0.500 1.2436
0.382 1.2417
LOW 1.2357
0.618 1.2259
1.000 1.2198
1.618 1.2100
2.618 1.1942
4.250 1.1683
Fisher Pivots for day following 07-Feb-2018
Pivot 1 day 3 day
R1 1.2436 1.2470
PP 1.2419 1.2442
S1 1.2402 1.2413

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

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