CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 08-Feb-2018
Day Change Summary
Previous Current
07-Feb-2018 08-Feb-2018 Change Change % Previous Week
Open 1.2489 1.2362 -0.0127 -1.0% 1.2533
High 1.2515 1.2403 -0.0113 -0.9% 1.2636
Low 1.2357 1.2322 -0.0035 -0.3% 1.2455
Close 1.2385 1.2372 -0.0014 -0.1% 1.2566
Range 0.0159 0.0081 -0.0078 -49.2% 0.0182
ATR 0.0103 0.0101 -0.0002 -1.5% 0.0000
Volume 2,704 1,373 -1,331 -49.2% 5,602
Daily Pivots for day following 08-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2607 1.2570 1.2416
R3 1.2526 1.2489 1.2394
R2 1.2446 1.2446 1.2386
R1 1.2409 1.2409 1.2379 1.2427
PP 1.2365 1.2365 1.2365 1.2375
S1 1.2328 1.2328 1.2364 1.2347
S2 1.2285 1.2285 1.2357
S3 1.2204 1.2248 1.2349
S4 1.2124 1.2167 1.2327
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 1.2627 1.2322 0.0305 2.5% 0.0113 0.9% 16% False True 1,426
10 1.2636 1.2322 0.0314 2.5% 0.0110 0.9% 16% False True 1,162
20 1.2650 1.2051 0.0600 4.8% 0.0112 0.9% 54% False False 956
40 1.2650 1.1872 0.0779 6.3% 0.0088 0.7% 64% False False 966
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0025
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.2745
2.618 1.2613
1.618 1.2533
1.000 1.2483
0.618 1.2452
HIGH 1.2403
0.618 1.2372
0.500 1.2362
0.382 1.2353
LOW 1.2322
0.618 1.2272
1.000 1.2242
1.618 1.2192
2.618 1.2111
4.250 1.1980
Fisher Pivots for day following 08-Feb-2018
Pivot 1 day 3 day
R1 1.2368 1.2432
PP 1.2365 1.2412
S1 1.2362 1.2392

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

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