CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 15-May-2018
Day Change Summary
Previous Current
14-May-2018 15-May-2018 Change Change % Previous Week
Open 1.2343 1.2280 -0.0063 -0.5% 1.2342
High 1.2363 1.2295 -0.0068 -0.5% 1.2348
Low 1.2343 1.2235 -0.0108 -0.9% 1.2247
Close 1.2344 1.2251 -0.0093 -0.8% 1.2347
Range 0.0020 0.0061 0.0041 202.5% 0.0101
ATR 0.0000 0.0053 0.0053 0.0000
Volume 11 2 -9 -81.8% 34
Daily Pivots for day following 15-May-2018
Classic Woodie Camarilla DeMark
R4 1.2442 1.2407 1.2284
R3 1.2381 1.2346 1.2267
R2 1.2321 1.2321 1.2262
R1 1.2286 1.2286 1.2256 1.2273
PP 1.2260 1.2260 1.2260 1.2254
S1 1.2225 1.2225 1.2245 1.2212
S2 1.2200 1.2200 1.2239
S3 1.2139 1.2165 1.2234
S4 1.2079 1.2104 1.2217
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 1.2363 1.2235 0.0128 1.0% 0.0042 0.3% 13% False True 6
10 1.2413 1.2235 0.0178 1.5% 0.0034 0.3% 9% False True 7
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2552
2.618 1.2453
1.618 1.2393
1.000 1.2356
0.618 1.2332
HIGH 1.2295
0.618 1.2272
0.500 1.2265
0.382 1.2258
LOW 1.2235
0.618 1.2197
1.000 1.2174
1.618 1.2137
2.618 1.2076
4.250 1.1977
Fisher Pivots for day following 15-May-2018
Pivot 1 day 3 day
R1 1.2265 1.2299
PP 1.2260 1.2283
S1 1.2255 1.2267

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

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