CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 21-Jun-2018
Day Change Summary
Previous Current
20-Jun-2018 21-Jun-2018 Change Change % Previous Week
Open 1.1936 1.1952 0.0016 0.1% 1.2163
High 1.1940 1.1976 0.0036 0.3% 1.2176
Low 1.1907 1.1871 -0.0036 -0.3% 1.1941
Close 1.1940 1.1976 0.0036 0.3% 1.1967
Range 0.0033 0.0105 0.0072 218.2% 0.0235
ATR 0.0062 0.0065 0.0003 5.0% 0.0000
Volume 5 17 12 240.0% 84
Daily Pivots for day following 21-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2256 1.2221 1.2033
R3 1.2151 1.2116 1.2004
R2 1.2046 1.2046 1.1995
R1 1.2011 1.2011 1.1985 1.2028
PP 1.1941 1.1941 1.1941 1.1949
S1 1.1906 1.1906 1.1966 1.1923
S2 1.1836 1.1836 1.1956
S3 1.1731 1.1801 1.1947
S4 1.1626 1.1696 1.1918
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 1.1978 1.1871 0.0107 0.9% 0.0044 0.4% 98% False True 4
10 1.2176 1.1871 0.0305 2.5% 0.0059 0.5% 34% False True 11
20 1.2188 1.1871 0.0318 2.7% 0.0051 0.4% 33% False True 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2422
2.618 1.2250
1.618 1.2145
1.000 1.2081
0.618 1.2040
HIGH 1.1976
0.618 1.1935
0.500 1.1923
0.382 1.1911
LOW 1.1871
0.618 1.1806
1.000 1.1766
1.618 1.1701
2.618 1.1596
4.250 1.1424
Fisher Pivots for day following 21-Jun-2018
Pivot 1 day 3 day
R1 1.1958 1.1958
PP 1.1941 1.1941
S1 1.1923 1.1923

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

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