CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 01-Jun-2018
Day Change Summary
Previous Current
31-May-2018 01-Jun-2018 Change Change % Previous Week
Open 1.2047 1.2042 -0.0005 0.0% 1.1900
High 1.2070 1.2042 -0.0028 -0.2% 1.2070
Low 1.2028 1.2007 -0.0021 -0.2% 1.1900
Close 1.2064 1.2042 -0.0022 -0.2% 1.2042
Range 0.0043 0.0035 -0.0008 -17.6% 0.0170
ATR 0.0064 0.0063 0.0000 -0.7% 0.0000
Volume 22 0 -22 -100.0% 245
Daily Pivots for day following 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2135 1.2124 1.2061
R3 1.2100 1.2089 1.2052
R2 1.2065 1.2065 1.2048
R1 1.2054 1.2054 1.2045 1.2060
PP 1.2030 1.2030 1.2030 1.2033
S1 1.2019 1.2019 1.2039 1.2025
S2 1.1995 1.1995 1.2036
S3 1.1960 1.1984 1.2032
S4 1.1925 1.1949 1.2023
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2514 1.2448 1.2136
R3 1.2344 1.2278 1.2089
R2 1.2174 1.2174 1.2073
R1 1.2108 1.2108 1.2058 1.2141
PP 1.2004 1.2004 1.2004 1.2021
S1 1.1938 1.1938 1.2026 1.1971
S2 1.1834 1.1834 1.2011
S3 1.1664 1.1768 1.1995
S4 1.1494 1.1598 1.1949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2070 1.1900 0.0170 1.4% 0.0058 0.5% 84% False False 49
10 1.2178 1.1900 0.0278 2.3% 0.0043 0.4% 51% False False 36
20 1.2382 1.1900 0.0482 4.0% 0.0037 0.3% 29% False False 21
Crabel Price Patterns
NR True
NR4 True
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2191
2.618 1.2134
1.618 1.2099
1.000 1.2077
0.618 1.2064
HIGH 1.2042
0.618 1.2029
0.500 1.2025
0.382 1.2020
LOW 1.2007
0.618 1.1985
1.000 1.1972
1.618 1.1950
2.618 1.1915
4.250 1.1858
Fisher Pivots for day following 01-Jun-2018
Pivot 1 day 3 day
R1 1.2036 1.2036
PP 1.2030 1.2030
S1 1.2025 1.2024

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

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