CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 23-Jul-2018
Day Change Summary
Previous Current
20-Jul-2018 23-Jul-2018 Change Change % Previous Week
Open 1.2022 1.2022 0.0001 0.0% 1.2031
High 1.2048 1.2022 -0.0026 -0.2% 1.2062
Low 1.1967 1.2011 0.0045 0.4% 1.1900
Close 1.2048 1.2011 -0.0037 -0.3% 1.2048
Range 0.0081 0.0011 -0.0070 -86.4% 0.0162
ATR 0.0063 0.0061 -0.0002 -3.0% 0.0000
Volume 33 8 -25 -75.8% 111
Daily Pivots for day following 23-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2048 1.2040 1.2017
R3 1.2037 1.2029 1.2014
R2 1.2026 1.2026 1.2013
R1 1.2018 1.2018 1.2012 1.2017
PP 1.2015 1.2015 1.2015 1.2014
S1 1.2007 1.2007 1.2010 1.2006
S2 1.2004 1.2004 1.2009
S3 1.1993 1.1996 1.2008
S4 1.1982 1.1985 1.2005
Weekly Pivots for week ending 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2488 1.2429 1.2136
R3 1.2326 1.2268 1.2092
R2 1.2165 1.2165 1.2077
R1 1.2106 1.2106 1.2062 1.2135
PP 1.2003 1.2003 1.2003 1.2018
S1 1.1945 1.1945 1.2033 1.1974
S2 1.1842 1.1842 1.2018
S3 1.1680 1.1783 1.2003
S4 1.1519 1.1622 1.1959
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2062 1.1900 0.0162 1.3% 0.0063 0.5% 69% False False 22
10 1.2082 1.1900 0.0182 1.5% 0.0043 0.4% 61% False False 15
20 1.2111 1.1873 0.0238 2.0% 0.0043 0.4% 58% False False 17
40 1.2188 1.1871 0.0318 2.6% 0.0047 0.4% 44% False False 21
60 1.2554 1.1871 0.0683 5.7% 0.0041 0.3% 21% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2069
2.618 1.2051
1.618 1.2040
1.000 1.2033
0.618 1.2029
HIGH 1.2022
0.618 1.2018
0.500 1.2017
0.382 1.2015
LOW 1.2011
0.618 1.2004
1.000 1.2000
1.618 1.1993
2.618 1.1982
4.250 1.1964
Fisher Pivots for day following 23-Jul-2018
Pivot 1 day 3 day
R1 1.2017 1.1999
PP 1.2015 1.1986
S1 1.2013 1.1974

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

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