CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 22-Feb-2018
Day Change Summary
Previous Current
21-Feb-2018 22-Feb-2018 Change Change % Previous Week
Open 1.2448 1.2379 -0.0069 -0.6% 1.2361
High 1.2460 1.2450 -0.0010 -0.1% 1.2659
Low 1.2389 1.2364 -0.0026 -0.2% 1.2347
Close 1.2406 1.2433 0.0027 0.2% 1.2523
Range 0.0071 0.0087 0.0016 22.7% 0.0313
ATR 0.0102 0.0101 -0.0001 -1.1% 0.0000
Volume 1,503 3,960 2,457 163.5% 5,846
Daily Pivots for day following 22-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2675 1.2640 1.2480
R3 1.2588 1.2554 1.2456
R2 1.2502 1.2502 1.2448
R1 1.2467 1.2467 1.2440 1.2485
PP 1.2415 1.2415 1.2415 1.2424
S1 1.2381 1.2381 1.2425 1.2398
S2 1.2329 1.2329 1.2417
S3 1.2242 1.2294 1.2409
S4 1.2156 1.2208 1.2385
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3447 1.3297 1.2694
R3 1.3134 1.2985 1.2608
R2 1.2822 1.2822 1.2580
R1 1.2672 1.2672 1.2551 1.2747
PP 1.2509 1.2509 1.2509 1.2547
S1 1.2360 1.2360 1.2494 1.2435
S2 1.2197 1.2197 1.2465
S3 1.1884 1.2047 1.2437
S4 1.1572 1.1735 1.2351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2659 1.2364 0.0296 2.4% 0.0097 0.8% 23% False True 1,795
10 1.2659 1.2318 0.0342 2.7% 0.0097 0.8% 34% False False 1,552
20 1.2659 1.2318 0.0342 2.7% 0.0107 0.9% 34% False False 1,337
40 1.2659 1.2002 0.0658 5.3% 0.0096 0.8% 66% False False 910
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 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2818
2.618 1.2676
1.618 1.2590
1.000 1.2537
0.618 1.2503
HIGH 1.2450
0.618 1.2417
0.500 1.2407
0.382 1.2397
LOW 1.2364
0.618 1.2310
1.000 1.2277
1.618 1.2224
2.618 1.2137
4.250 1.1996
Fisher Pivots for day following 22-Feb-2018
Pivot 1 day 3 day
R1 1.2424 1.2451
PP 1.2415 1.2445
S1 1.2407 1.2439

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

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