CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 05-Jun-2018
Day Change Summary
Previous Current
04-Jun-2018 05-Jun-2018 Change Change % Previous Week
Open 1.2080 1.2087 0.0007 0.1% 1.1900
High 1.2090 1.2091 0.0001 0.0% 1.2070
Low 1.2070 1.2043 -0.0028 -0.2% 1.1900
Close 1.2079 1.2091 0.0012 0.1% 1.2042
Range 0.0020 0.0048 0.0029 146.2% 0.0170
ATR 0.0062 0.0061 -0.0001 -1.6% 0.0000
Volume 6 75 69 1,150.0% 245
Daily Pivots for day following 05-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2219 1.2203 1.2117
R3 1.2171 1.2155 1.2104
R2 1.2123 1.2123 1.2099
R1 1.2107 1.2107 1.2095 1.2115
PP 1.2075 1.2075 1.2075 1.2079
S1 1.2059 1.2059 1.2086 1.2067
S2 1.2027 1.2027 1.2082
S3 1.1979 1.2011 1.2077
S4 1.1931 1.1963 1.2064
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 1.2091 1.1979 0.0112 0.9% 0.0039 0.3% 100% True False 33
10 1.2178 1.1900 0.0278 2.3% 0.0044 0.4% 69% False False 43
20 1.2363 1.1900 0.0463 3.8% 0.0038 0.3% 41% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2295
2.618 1.2216
1.618 1.2168
1.000 1.2139
0.618 1.2120
HIGH 1.2091
0.618 1.2072
0.500 1.2067
0.382 1.2061
LOW 1.2043
0.618 1.2013
1.000 1.1995
1.618 1.1965
2.618 1.1917
4.250 1.1839
Fisher Pivots for day following 05-Jun-2018
Pivot 1 day 3 day
R1 1.2083 1.2077
PP 1.2075 1.2063
S1 1.2067 1.2049

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

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