CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 30-May-2018
Day Change Summary
Previous Current
29-May-2018 30-May-2018 Change Change % Previous Week
Open 1.1900 1.2000 0.0100 0.8% 1.2169
High 1.2061 1.2027 -0.0034 -0.3% 1.2178
Low 1.1900 1.1979 0.0079 0.7% 1.2044
Close 1.1904 1.2027 0.0124 1.0% 1.2047
Range 0.0161 0.0049 -0.0112 -69.8% 0.0134
ATR 0.0061 0.0065 0.0004 7.4% 0.0000
Volume 160 63 -97 -60.6% 114
Daily Pivots for day following 30-May-2018
Classic Woodie Camarilla DeMark
R4 1.2156 1.2140 1.2054
R3 1.2108 1.2092 1.2040
R2 1.2059 1.2059 1.2036
R1 1.2043 1.2043 1.2031 1.2051
PP 1.2011 1.2011 1.2011 1.2015
S1 1.1995 1.1995 1.2023 1.2003
S2 1.1962 1.1962 1.2018
S3 1.1914 1.1946 1.2014
S4 1.1865 1.1898 1.2000
Weekly Pivots for week ending 25-May-2018
Classic Woodie Camarilla DeMark
R4 1.2492 1.2403 1.2120
R3 1.2358 1.2269 1.2083
R2 1.2224 1.2224 1.2071
R1 1.2135 1.2135 1.2059 1.2112
PP 1.2090 1.2090 1.2090 1.2078
S1 1.2001 1.2001 1.2034 1.1978
S2 1.1956 1.1956 1.2022
S3 1.1822 1.1867 1.2010
S4 1.1688 1.1733 1.1973
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2114 1.1900 0.0214 1.8% 0.0056 0.5% 59% False False 60
10 1.2213 1.1900 0.0313 2.6% 0.0039 0.3% 41% False False 35
20 1.2413 1.1900 0.0513 4.3% 0.0037 0.3% 25% False False 21
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2233
2.618 1.2154
1.618 1.2105
1.000 1.2076
0.618 1.2057
HIGH 1.2027
0.618 1.2008
0.500 1.2003
0.382 1.1997
LOW 1.1979
0.618 1.1949
1.000 1.1930
1.618 1.1900
2.618 1.1852
4.250 1.1772
Fisher Pivots for day following 30-May-2018
Pivot 1 day 3 day
R1 1.2019 1.2011
PP 1.2011 1.1996
S1 1.2003 1.1980

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

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