CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 03-Jul-2018
Day Change Summary
Previous Current
02-Jul-2018 03-Jul-2018 Change Change % Previous Week
Open 1.1944 1.1978 0.0035 0.3% 1.2045
High 1.1980 1.1991 0.0011 0.1% 1.2057
Low 1.1940 1.1978 0.0038 0.3% 1.1873
Close 1.1948 1.1985 0.0038 0.3% 1.2011
Range 0.0040 0.0013 -0.0027 -67.5% 0.0184
ATR 0.0069 0.0067 -0.0002 -2.7% 0.0000
Volume 43 12 -31 -72.1% 89
Daily Pivots for day following 03-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2024 1.2017 1.1992
R3 1.2011 1.2004 1.1989
R2 1.1998 1.1998 1.1987
R1 1.1991 1.1991 1.1986 1.1995
PP 1.1985 1.1985 1.1985 1.1986
S1 1.1978 1.1978 1.1984 1.1982
S2 1.1972 1.1972 1.1983
S3 1.1959 1.1965 1.1981
S4 1.1946 1.1952 1.1978
Weekly Pivots for week ending 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2532 1.2456 1.2112
R3 1.2348 1.2272 1.2062
R2 1.2164 1.2164 1.2045
R1 1.2088 1.2088 1.2028 1.2034
PP 1.1980 1.1980 1.1980 1.1954
S1 1.1904 1.1904 1.1994 1.1850
S2 1.1796 1.1796 1.1977
S3 1.1612 1.1720 1.1960
S4 1.1428 1.1536 1.1910
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2020 1.1873 0.0147 1.2% 0.0051 0.4% 76% False False 16
10 1.2057 1.1871 0.0187 1.6% 0.0051 0.4% 61% False False 21
20 1.2188 1.1871 0.0318 2.6% 0.0049 0.4% 36% False False 16
40 1.2363 1.1871 0.0492 4.1% 0.0043 0.4% 23% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.2046
2.618 1.2025
1.618 1.2012
1.000 1.2004
0.618 1.1999
HIGH 1.1991
0.618 1.1986
0.500 1.1985
0.382 1.1983
LOW 1.1978
0.618 1.1970
1.000 1.1965
1.618 1.1957
2.618 1.1944
4.250 1.1923
Fisher Pivots for day following 03-Jul-2018
Pivot 1 day 3 day
R1 1.1985 1.1983
PP 1.1985 1.1982
S1 1.1985 1.1980

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

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