CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 27-Jun-2018
Day Change Summary
Previous Current
26-Jun-2018 27-Jun-2018 Change Change % Previous Week
Open 1.2020 1.1936 -0.0084 -0.7% 1.1978
High 1.2022 1.2003 -0.0020 -0.2% 1.2017
Low 1.1994 1.1899 -0.0095 -0.8% 1.1871
Close 1.2000 1.1902 -0.0098 -0.8% 1.2017
Range 0.0028 0.0104 0.0076 269.6% 0.0147
ATR 0.0063 0.0066 0.0003 4.6% 0.0000
Volume 55 16 -39 -70.9% 70
Daily Pivots for day following 27-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2245 1.2177 1.1959
R3 1.2142 1.2074 1.1930
R2 1.2038 1.2038 1.1921
R1 1.1970 1.1970 1.1911 1.1952
PP 1.1935 1.1935 1.1935 1.1926
S1 1.1867 1.1867 1.1893 1.1849
S2 1.1831 1.1831 1.1883
S3 1.1728 1.1763 1.1874
S4 1.1624 1.1660 1.1845
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2408 1.2359 1.2098
R3 1.2261 1.2212 1.2057
R2 1.2115 1.2115 1.2044
R1 1.2066 1.2066 1.2030 1.2090
PP 1.1968 1.1968 1.1968 1.1980
S1 1.1919 1.1919 1.2004 1.1944
S2 1.1822 1.1822 1.1990
S3 1.1675 1.1773 1.1977
S4 1.1529 1.1626 1.1936
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2057 1.1871 0.0187 1.6% 0.0065 0.5% 17% False False 28
10 1.2176 1.1871 0.0305 2.6% 0.0066 0.6% 10% False False 15
20 1.2188 1.1871 0.0318 2.7% 0.0049 0.4% 10% False False 18
40 1.2413 1.1871 0.0542 4.6% 0.0043 0.4% 6% False False 19
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2442
2.618 1.2273
1.618 1.2170
1.000 1.2106
0.618 1.2066
HIGH 1.2003
0.618 1.1963
0.500 1.1951
0.382 1.1939
LOW 1.1899
0.618 1.1835
1.000 1.1796
1.618 1.1732
2.618 1.1628
4.250 1.1459
Fisher Pivots for day following 27-Jun-2018
Pivot 1 day 3 day
R1 1.1951 1.1978
PP 1.1935 1.1953
S1 1.1918 1.1927

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

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