CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 13-Jul-2018
Day Change Summary
Previous Current
12-Jul-2018 13-Jul-2018 Change Change % Previous Week
Open 1.2009 1.1994 -0.0015 -0.1% 1.2081
High 1.2013 1.2006 -0.0008 -0.1% 1.2111
Low 1.1994 1.1958 -0.0036 -0.3% 1.1958
Close 1.2002 1.2006 0.0004 0.0% 1.2006
Range 0.0020 0.0048 0.0029 146.2% 0.0154
ATR 0.0061 0.0060 -0.0001 -1.5% 0.0000
Volume 14 6 -8 -57.1% 52
Daily Pivots for day following 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2134 1.2118 1.2032
R3 1.2086 1.2070 1.2019
R2 1.2038 1.2038 1.2014
R1 1.2022 1.2022 1.2010 1.2030
PP 1.1990 1.1990 1.1990 1.1994
S1 1.1974 1.1974 1.2001 1.1982
S2 1.1942 1.1942 1.1997
S3 1.1894 1.1926 1.1992
S4 1.1846 1.1878 1.1979
Weekly Pivots for week ending 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2485 1.2399 1.2090
R3 1.2332 1.2245 1.2048
R2 1.2178 1.2178 1.2034
R1 1.2092 1.2092 1.2020 1.2058
PP 1.2025 1.2025 1.2025 1.2008
S1 1.1938 1.1938 1.1991 1.1905
S2 1.1871 1.1871 1.1977
S3 1.1718 1.1785 1.1963
S4 1.1564 1.1631 1.1921
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2111 1.1958 0.0154 1.3% 0.0027 0.2% 31% False True 10
10 1.2111 1.1940 0.0171 1.4% 0.0030 0.2% 38% False False 15
20 1.2111 1.1871 0.0241 2.0% 0.0040 0.3% 56% False False 15
40 1.2196 1.1871 0.0325 2.7% 0.0042 0.4% 42% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2210
2.618 1.2131
1.618 1.2083
1.000 1.2054
0.618 1.2035
HIGH 1.2006
0.618 1.1987
0.500 1.1982
0.382 1.1976
LOW 1.1958
0.618 1.1928
1.000 1.1910
1.618 1.1880
2.618 1.1832
4.250 1.1754
Fisher Pivots for day following 13-Jul-2018
Pivot 1 day 3 day
R1 1.1998 1.1999
PP 1.1990 1.1992
S1 1.1982 1.1985

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

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