CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 10-Jul-2018
Day Change Summary
Previous Current
09-Jul-2018 10-Jul-2018 Change Change % Previous Week
Open 1.2081 1.2058 -0.0023 -0.2% 1.1944
High 1.2111 1.2082 -0.0029 -0.2% 1.2094
Low 1.2081 1.2044 -0.0037 -0.3% 1.1940
Close 1.2088 1.2082 -0.0006 0.0% 1.2082
Range 0.0031 0.0038 0.0008 24.6% 0.0154
ATR 0.0065 0.0063 -0.0001 -2.3% 0.0000
Volume 12 20 8 66.7% 96
Daily Pivots for day following 10-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2183 1.2171 1.2103
R3 1.2145 1.2133 1.2092
R2 1.2107 1.2107 1.2089
R1 1.2095 1.2095 1.2085 1.2101
PP 1.2069 1.2069 1.2069 1.2073
S1 1.2057 1.2057 1.2079 1.2063
S2 1.2031 1.2031 1.2075
S3 1.1993 1.2019 1.2072
S4 1.1955 1.1981 1.2061
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 1.1978 0.0133 1.1% 0.0029 0.2% 78% False False 17
10 1.2111 1.1873 0.0238 2.0% 0.0042 0.3% 88% False False 21
20 1.2176 1.1871 0.0305 2.5% 0.0052 0.4% 69% False False 18
40 1.2363 1.1871 0.0492 4.1% 0.0043 0.4% 43% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2244
2.618 1.2181
1.618 1.2143
1.000 1.2120
0.618 1.2105
HIGH 1.2082
0.618 1.2067
0.500 1.2063
0.382 1.2059
LOW 1.2044
0.618 1.2021
1.000 1.2006
1.618 1.1983
2.618 1.1945
4.250 1.1883
Fisher Pivots for day following 10-Jul-2018
Pivot 1 day 3 day
R1 1.2076 1.2081
PP 1.2069 1.2079
S1 1.2063 1.2078

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

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