CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 12-Jun-2018
Day Change Summary
Previous Current
11-Jun-2018 12-Jun-2018 Change Change % Previous Week
Open 1.2163 1.2160 -0.0003 0.0% 1.2080
High 1.2172 1.2169 -0.0003 0.0% 1.2188
Low 1.2163 1.2122 -0.0041 -0.3% 1.2043
Close 1.2163 1.2124 -0.0039 -0.3% 1.2144
Range 0.0009 0.0047 0.0038 422.2% 0.0146
ATR 0.0059 0.0058 -0.0001 -1.5% 0.0000
Volume 3 24 21 700.0% 108
Daily Pivots for day following 12-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2279 1.2249 1.2150
R3 1.2232 1.2202 1.2137
R2 1.2185 1.2185 1.2133
R1 1.2155 1.2155 1.2128 1.2147
PP 1.2138 1.2138 1.2138 1.2134
S1 1.2108 1.2108 1.2120 1.2100
S2 1.2091 1.2091 1.2115
S3 1.2044 1.2061 1.2111
S4 1.1997 1.2014 1.2098
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2561 1.2498 1.2224
R3 1.2416 1.2353 1.2184
R2 1.2270 1.2270 1.2171
R1 1.2207 1.2207 1.2157 1.2239
PP 1.2125 1.2125 1.2125 1.2141
S1 1.2062 1.2062 1.2131 1.2093
S2 1.1979 1.1979 1.2117
S3 1.1834 1.1916 1.2104
S4 1.1688 1.1771 1.2064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2188 1.2102 0.0087 0.7% 0.0024 0.2% 26% False False 10
10 1.2188 1.1979 0.0210 1.7% 0.0031 0.3% 69% False False 22
20 1.2295 1.1900 0.0395 3.3% 0.0036 0.3% 57% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2369
2.618 1.2292
1.618 1.2245
1.000 1.2216
0.618 1.2198
HIGH 1.2169
0.618 1.2151
0.500 1.2146
0.382 1.2140
LOW 1.2122
0.618 1.2093
1.000 1.2075
1.618 1.2046
2.618 1.1999
4.250 1.1922
Fisher Pivots for day following 12-Jun-2018
Pivot 1 day 3 day
R1 1.2146 1.2137
PP 1.2138 1.2133
S1 1.2131 1.2128

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

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