CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 11-May-2018
Day Change Summary
Previous Current
10-May-2018 11-May-2018 Change Change % Previous Week
Open 1.2334 1.2347 0.0013 0.1% 1.2342
High 1.2334 1.2348 0.0014 0.1% 1.2348
Low 1.2271 1.2309 0.0039 0.3% 1.2247
Close 1.2334 1.2347 0.0013 0.1% 1.2347
Range 0.0063 0.0039 -0.0025 -38.9% 0.0101
ATR
Volume 0 16 16 34
Daily Pivots for day following 11-May-2018
Classic Woodie Camarilla DeMark
R4 1.2450 1.2437 1.2368
R3 1.2411 1.2398 1.2357
R2 1.2373 1.2373 1.2354
R1 1.2360 1.2360 1.2350 1.2366
PP 1.2334 1.2334 1.2334 1.2337
S1 1.2321 1.2321 1.2343 1.2327
S2 1.2296 1.2296 1.2339
S3 1.2257 1.2283 1.2336
S4 1.2219 1.2244 1.2325
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 1.2617 1.2583 1.2402
R3 1.2516 1.2482 1.2374
R2 1.2415 1.2415 1.2365
R1 1.2381 1.2381 1.2356 1.2398
PP 1.2314 1.2314 1.2314 1.2322
S1 1.2280 1.2280 1.2337 1.2297
S2 1.2213 1.2213 1.2328
S3 1.2112 1.2179 1.2319
S4 1.2011 1.2078 1.2291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2348 1.2247 0.0101 0.8% 0.0030 0.2% 99% True False 6
10 1.2513 1.2247 0.0266 2.2% 0.0028 0.2% 38% False False 7
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2511
2.618 1.2448
1.618 1.2410
1.000 1.2386
0.618 1.2371
HIGH 1.2348
0.618 1.2333
0.500 1.2328
0.382 1.2324
LOW 1.2309
0.618 1.2285
1.000 1.2271
1.618 1.2247
2.618 1.2208
4.250 1.2145
Fisher Pivots for day following 11-May-2018
Pivot 1 day 3 day
R1 1.2340 1.2330
PP 1.2334 1.2314
S1 1.2328 1.2297

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

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