CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 14-Jun-2018
Day Change Summary
Previous Current
13-Jun-2018 14-Jun-2018 Change Change % Previous Week
Open 1.2140 1.1955 -0.0186 -1.5% 1.2080
High 1.2157 1.2176 0.0019 0.2% 1.2188
Low 1.2111 1.1955 -0.0157 -1.3% 1.2043
Close 1.2147 1.1955 -0.0192 -1.6% 1.2144
Range 0.0046 0.0221 0.0175 380.4% 0.0146
ATR 0.0057 0.0069 0.0012 20.4% 0.0000
Volume 46 11 -35 -76.1% 108
Daily Pivots for day following 14-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2691 1.2544 1.2076
R3 1.2470 1.2323 1.2015
R2 1.2249 1.2249 1.1995
R1 1.2102 1.2102 1.1975 1.2065
PP 1.2028 1.2028 1.2028 1.2010
S1 1.1881 1.1881 1.1934 1.1844
S2 1.1807 1.1807 1.1914
S3 1.1586 1.1660 1.1894
S4 1.1365 1.1439 1.1833
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 1.2176 1.1955 0.0221 1.8% 0.0073 0.6% 0% True True 17
10 1.2188 1.1955 0.0234 2.0% 0.0049 0.4% 0% False True 19
20 1.2196 1.1900 0.0296 2.5% 0.0045 0.4% 18% False False 28
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 0.0004
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1.3115
2.618 1.2754
1.618 1.2533
1.000 1.2397
0.618 1.2312
HIGH 1.2176
0.618 1.2091
0.500 1.2065
0.382 1.2039
LOW 1.1955
0.618 1.1818
1.000 1.1734
1.618 1.1597
2.618 1.1376
4.250 1.1015
Fisher Pivots for day following 14-Jun-2018
Pivot 1 day 3 day
R1 1.2065 1.2065
PP 1.2028 1.2028
S1 1.1991 1.1991

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

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