CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 14-Feb-2018
Day Change Summary
Previous Current
13-Feb-2018 14-Feb-2018 Change Change % Previous Week
Open 1.2405 1.2463 0.0058 0.5% 1.2547
High 1.2478 1.2568 0.0091 0.7% 1.2584
Low 1.2394 1.2384 -0.0010 -0.1% 1.2318
Close 1.2463 1.2545 0.0083 0.7% 1.2342
Range 0.0084 0.0184 0.0101 120.4% 0.0266
ATR 0.0096 0.0102 0.0006 6.6% 0.0000
Volume 728 2,153 1,425 195.7% 6,934
Daily Pivots for day following 14-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3051 1.2982 1.2646
R3 1.2867 1.2798 1.2596
R2 1.2683 1.2683 1.2579
R1 1.2614 1.2614 1.2562 1.2649
PP 1.2499 1.2499 1.2499 1.2516
S1 1.2430 1.2430 1.2528 1.2465
S2 1.2315 1.2315 1.2511
S3 1.2131 1.2246 1.2494
S4 1.1947 1.2062 1.2444
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 1.2568 1.2318 0.0251 2.0% 0.0096 0.8% 91% True False 1,310
10 1.2636 1.2318 0.0319 2.5% 0.0110 0.9% 71% False False 1,297
20 1.2650 1.2289 0.0362 2.9% 0.0105 0.8% 71% False False 1,007
40 1.2650 1.1906 0.0745 5.9% 0.0091 0.7% 86% False False 710
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 1.3350
2.618 1.3050
1.618 1.2866
1.000 1.2752
0.618 1.2682
HIGH 1.2568
0.618 1.2498
0.500 1.2476
0.382 1.2454
LOW 1.2384
0.618 1.2270
1.000 1.2200
1.618 1.2086
2.618 1.1902
4.250 1.1602
Fisher Pivots for day following 14-Feb-2018
Pivot 1 day 3 day
R1 1.2522 1.2516
PP 1.2499 1.2487
S1 1.2476 1.2457

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

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