CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 13-Feb-2018
Day Change Summary
Previous Current
12-Feb-2018 13-Feb-2018 Change Change % Previous Week
Open 1.2361 1.2405 0.0045 0.4% 1.2547
High 1.2405 1.2478 0.0073 0.6% 1.2584
Low 1.2347 1.2394 0.0048 0.4% 1.2318
Close 1.2391 1.2463 0.0072 0.6% 1.2342
Range 0.0058 0.0084 0.0026 44.0% 0.0266
ATR 0.0096 0.0096 -0.0001 -0.7% 0.0000
Volume 928 728 -200 -21.6% 6,934
Daily Pivots for day following 13-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2695 1.2662 1.2508
R3 1.2612 1.2579 1.2485
R2 1.2528 1.2528 1.2478
R1 1.2495 1.2495 1.2470 1.2512
PP 1.2445 1.2445 1.2445 1.2453
S1 1.2412 1.2412 1.2455 1.2428
S2 1.2361 1.2361 1.2447
S3 1.2278 1.2328 1.2440
S4 1.2194 1.2245 1.2417
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3212 1.3043 1.2488
R3 1.2946 1.2777 1.2415
R2 1.2680 1.2680 1.2390
R1 1.2511 1.2511 1.2366 1.2463
PP 1.2414 1.2414 1.2414 1.2390
S1 1.2245 1.2245 1.2317 1.2197
S2 1.2148 1.2148 1.2293
S3 1.1882 1.1979 1.2268
S4 1.1616 1.1713 1.2195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2515 1.2318 0.0198 1.6% 0.0091 0.7% 73% False False 1,420
10 1.2636 1.2318 0.0319 2.6% 0.0100 0.8% 46% False False 1,108
20 1.2650 1.2289 0.0362 2.9% 0.0103 0.8% 48% False False 974
40 1.2650 1.1906 0.0745 6.0% 0.0087 0.7% 75% False False 899
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0026
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2832
2.618 1.2696
1.618 1.2613
1.000 1.2561
0.618 1.2529
HIGH 1.2478
0.618 1.2446
0.500 1.2436
0.382 1.2426
LOW 1.2394
0.618 1.2342
1.000 1.2311
1.618 1.2259
2.618 1.2175
4.250 1.2039
Fisher Pivots for day following 13-Feb-2018
Pivot 1 day 3 day
R1 1.2454 1.2441
PP 1.2445 1.2419
S1 1.2436 1.2398

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

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