CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 20-Jun-2018
Day Change Summary
Previous Current
19-Jun-2018 20-Jun-2018 Change Change % Previous Week
Open 1.1933 1.1936 0.0004 0.0% 1.2163
High 1.1933 1.1940 0.0007 0.1% 1.2176
Low 1.1905 1.1907 0.0002 0.0% 1.1941
Close 1.1933 1.1940 0.0007 0.1% 1.1967
Range 0.0028 0.0033 0.0006 20.0% 0.0235
ATR 0.0064 0.0062 -0.0002 -3.5% 0.0000
Volume 0 5 5 84
Daily Pivots for day following 20-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2028 1.2017 1.1958
R3 1.1995 1.1984 1.1949
R2 1.1962 1.1962 1.1946
R1 1.1951 1.1951 1.1943 1.1956
PP 1.1929 1.1929 1.1929 1.1931
S1 1.1918 1.1918 1.1936 1.1923
S2 1.1896 1.1896 1.1933
S3 1.1863 1.1885 1.1930
S4 1.1830 1.1852 1.1921
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2731 1.2583 1.2095
R3 1.2497 1.2349 1.2031
R2 1.2262 1.2262 1.2009
R1 1.2114 1.2114 1.1988 1.2071
PP 1.2028 1.2028 1.2028 1.2006
S1 1.1880 1.1880 1.1945 1.1837
S2 1.1793 1.1793 1.1924
S3 1.1559 1.1645 1.1902
S4 1.1324 1.1411 1.1838
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2176 1.1905 0.0271 2.3% 0.0068 0.6% 13% False False 3
10 1.2188 1.1905 0.0283 2.4% 0.0049 0.4% 12% False False 10
20 1.2188 1.1900 0.0288 2.4% 0.0047 0.4% 14% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2080
2.618 1.2026
1.618 1.1993
1.000 1.1973
0.618 1.1960
HIGH 1.1940
0.618 1.1927
0.500 1.1923
0.382 1.1919
LOW 1.1907
0.618 1.1886
1.000 1.1874
1.618 1.1853
2.618 1.1820
4.250 1.1766
Fisher Pivots for day following 20-Jun-2018
Pivot 1 day 3 day
R1 1.1934 1.1941
PP 1.1929 1.1941
S1 1.1923 1.1940

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

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