CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 09-Jul-2018
Day Change Summary
Previous Current
06-Jul-2018 09-Jul-2018 Change Change % Previous Week
Open 1.2094 1.2081 -0.0014 -0.1% 1.1944
High 1.2094 1.2111 0.0017 0.1% 1.2094
Low 1.2082 1.2081 -0.0001 0.0% 1.1940
Close 1.2082 1.2088 0.0007 0.1% 1.2082
Range 0.0013 0.0031 0.0018 144.0% 0.0154
ATR 0.0067 0.0065 -0.0003 -3.9% 0.0000
Volume 9 12 3 33.3% 96
Daily Pivots for day following 09-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2185 1.2167 1.2105
R3 1.2154 1.2136 1.2096
R2 1.2124 1.2124 1.2094
R1 1.2106 1.2106 1.2091 1.2115
PP 1.2093 1.2093 1.2093 1.2098
S1 1.2075 1.2075 1.2085 1.2084
S2 1.2063 1.2063 1.2082
S3 1.2032 1.2045 1.2080
S4 1.2002 1.2014 1.2071
Weekly Pivots for week ending 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2501 1.2445 1.2166
R3 1.2347 1.2291 1.2124
R2 1.2193 1.2193 1.2110
R1 1.2137 1.2137 1.2096 1.2165
PP 1.2039 1.2039 1.2039 1.2052
S1 1.1983 1.1983 1.2067 1.2011
S2 1.1885 1.1885 1.2053
S3 1.1731 1.1829 1.2039
S4 1.1577 1.1675 1.1997
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2111 1.1940 0.0171 1.4% 0.0030 0.2% 87% True False 21
10 1.2111 1.1873 0.0238 2.0% 0.0044 0.4% 90% True False 19
20 1.2176 1.1871 0.0305 2.5% 0.0051 0.4% 71% False False 17
40 1.2363 1.1871 0.0492 4.1% 0.0043 0.4% 44% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2241
2.618 1.2191
1.618 1.2160
1.000 1.2142
0.618 1.2130
HIGH 1.2111
0.618 1.2099
0.500 1.2096
0.382 1.2092
LOW 1.2081
0.618 1.2062
1.000 1.2050
1.618 1.2031
2.618 1.2001
4.250 1.1951
Fisher Pivots for day following 09-Jul-2018
Pivot 1 day 3 day
R1 1.2096 1.2074
PP 1.2093 1.2059
S1 1.2091 1.2045

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

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