CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 17-May-2018
Day Change Summary
Previous Current
16-May-2018 17-May-2018 Change Change % Previous Week
Open 1.2191 1.2189 -0.0002 0.0% 1.2342
High 1.2213 1.2196 -0.0017 -0.1% 1.2348
Low 1.2178 1.2188 0.0010 0.1% 1.2247
Close 1.2203 1.2196 -0.0008 -0.1% 1.2347
Range 0.0035 0.0008 -0.0027 -78.3% 0.0101
ATR 0.0054 0.0052 -0.0003 -5.2% 0.0000
Volume 6 4 -2 -33.3% 34
Daily Pivots for day following 17-May-2018
Classic Woodie Camarilla DeMark
R4 1.2216 1.2213 1.2200
R3 1.2208 1.2206 1.2198
R2 1.2201 1.2201 1.2197
R1 1.2198 1.2198 1.2196 1.2199
PP 1.2193 1.2193 1.2193 1.2194
S1 1.2191 1.2191 1.2195 1.2192
S2 1.2186 1.2186 1.2194
S3 1.2178 1.2183 1.2193
S4 1.2171 1.2176 1.2191
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 1.2178 0.0185 1.5% 0.0032 0.3% 9% False False 7
10 1.2382 1.2178 0.0204 1.7% 0.0031 0.3% 9% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2227
2.618 1.2215
1.618 1.2208
1.000 1.2203
0.618 1.2200
HIGH 1.2196
0.618 1.2193
0.500 1.2192
0.382 1.2191
LOW 1.2188
0.618 1.2183
1.000 1.2181
1.618 1.2176
2.618 1.2168
4.250 1.2156
Fisher Pivots for day following 17-May-2018
Pivot 1 day 3 day
R1 1.2194 1.2237
PP 1.2193 1.2223
S1 1.2192 1.2209

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

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