CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 24-May-2018
Day Change Summary
Previous Current
23-May-2018 24-May-2018 Change Change % Previous Week
Open 1.2090 1.2052 -0.0038 -0.3% 1.2343
High 1.2090 1.2114 0.0024 0.2% 1.2363
Low 1.2082 1.2052 -0.0030 -0.2% 1.2158
Close 1.2090 1.2114 0.0024 0.2% 1.2169
Range 0.0008 0.0062 0.0054 675.0% 0.0205
ATR 0.0051 0.0052 0.0001 1.6% 0.0000
Volume 57 20 -37 -64.9% 28
Daily Pivots for day following 24-May-2018
Classic Woodie Camarilla DeMark
R4 1.2279 1.2258 1.2148
R3 1.2217 1.2196 1.2131
R2 1.2155 1.2155 1.2125
R1 1.2134 1.2134 1.2119 1.2145
PP 1.2093 1.2093 1.2093 1.2098
S1 1.2072 1.2072 1.2108 1.2083
S2 1.2031 1.2031 1.2102
S3 1.1969 1.2010 1.2096
S4 1.1907 1.1948 1.2079
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 1.2845 1.2712 1.2281
R3 1.2640 1.2507 1.2225
R2 1.2435 1.2435 1.2206
R1 1.2302 1.2302 1.2187 1.2266
PP 1.2230 1.2230 1.2230 1.2212
S1 1.2097 1.2097 1.2150 1.2061
S2 1.2025 1.2025 1.2131
S3 1.1820 1.1892 1.2112
S4 1.1615 1.1687 1.2056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2178 1.2052 0.0127 1.0% 0.0028 0.2% 49% False True 23
10 1.2363 1.2052 0.0311 2.6% 0.0030 0.2% 20% False True 15
20 1.2554 1.2052 0.0502 4.1% 0.0030 0.2% 12% False True 11
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 0.0003
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2377
2.618 1.2276
1.618 1.2214
1.000 1.2176
0.618 1.2152
HIGH 1.2114
0.618 1.2090
0.500 1.2083
0.382 1.2075
LOW 1.2052
0.618 1.2013
1.000 1.1990
1.618 1.1951
2.618 1.1889
4.250 1.1788
Fisher Pivots for day following 24-May-2018
Pivot 1 day 3 day
R1 1.2103 1.2115
PP 1.2093 1.2114
S1 1.2083 1.2114

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

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