CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 17-Jul-2018
Day Change Summary
Previous Current
16-Jul-2018 17-Jul-2018 Change Change % Previous Week
Open 1.2031 1.2062 0.0031 0.3% 1.2081
High 1.2042 1.2062 0.0020 0.2% 1.2111
Low 1.2031 1.1981 -0.0050 -0.4% 1.1958
Close 1.2042 1.1991 -0.0051 -0.4% 1.2006
Range 0.0011 0.0081 0.0070 631.8% 0.0154
ATR 0.0058 0.0060 0.0002 2.7% 0.0000
Volume 6 15 9 150.0% 52
Daily Pivots for day following 17-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2253 1.2202 1.2035
R3 1.2172 1.2122 1.2013
R2 1.2092 1.2092 1.2006
R1 1.2041 1.2041 1.1998 1.2026
PP 1.2011 1.2011 1.2011 1.2004
S1 1.1961 1.1961 1.1984 1.1946
S2 1.1931 1.1931 1.1976
S3 1.1850 1.1880 1.1969
S4 1.1770 1.1800 1.1947
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 1.2062 1.1958 0.0104 0.9% 0.0032 0.3% 32% True False 8
10 1.2111 1.1958 0.0154 1.3% 0.0031 0.3% 22% False False 12
20 1.2111 1.1871 0.0241 2.0% 0.0042 0.3% 50% False False 16
40 1.2188 1.1871 0.0318 2.6% 0.0044 0.4% 38% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.2404
2.618 1.2272
1.618 1.2192
1.000 1.2142
0.618 1.2111
HIGH 1.2062
0.618 1.2031
0.500 1.2021
0.382 1.2012
LOW 1.1981
0.618 1.1931
1.000 1.1901
1.618 1.1851
2.618 1.1770
4.250 1.1639
Fisher Pivots for day following 17-Jul-2018
Pivot 1 day 3 day
R1 1.2021 1.2010
PP 1.2011 1.2003
S1 1.2001 1.1997

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

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