CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 05-Jul-2018
Day Change Summary
Previous Current
03-Jul-2018 05-Jul-2018 Change Change % Previous Week
Open 1.1978 1.1979 0.0001 0.0% 1.2045
High 1.1991 1.2032 0.0041 0.3% 1.2057
Low 1.1978 1.1979 0.0001 0.0% 1.1873
Close 1.1985 1.2015 0.0030 0.3% 1.2011
Range 0.0013 0.0053 0.0040 307.7% 0.0184
ATR 0.0067 0.0066 -0.0001 -1.5% 0.0000
Volume 12 32 20 166.7% 89
Daily Pivots for day following 05-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2168 1.2144 1.2044
R3 1.2115 1.2091 1.2030
R2 1.2062 1.2062 1.2025
R1 1.2038 1.2038 1.2020 1.2050
PP 1.2009 1.2009 1.2009 1.2015
S1 1.1985 1.1985 1.2010 1.1997
S2 1.1956 1.1956 1.2005
S3 1.1903 1.1932 1.2000
S4 1.1850 1.1879 1.1986
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 1.2032 1.1873 0.0159 1.3% 0.0041 0.3% 89% True False 19
10 1.2057 1.1871 0.0187 1.6% 0.0053 0.4% 77% False False 24
20 1.2188 1.1871 0.0318 2.6% 0.0051 0.4% 46% False False 17
40 1.2363 1.1871 0.0492 4.1% 0.0045 0.4% 29% False False 21
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 1.2257
2.618 1.2171
1.618 1.2118
1.000 1.2085
0.618 1.2065
HIGH 1.2032
0.618 1.2012
0.500 1.2006
0.382 1.1999
LOW 1.1979
0.618 1.1946
1.000 1.1926
1.618 1.1893
2.618 1.1840
4.250 1.1754
Fisher Pivots for day following 05-Jul-2018
Pivot 1 day 3 day
R1 1.2012 1.2005
PP 1.2009 1.1996
S1 1.2006 1.1986

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

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