CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 25-Jul-2018
Day Change Summary
Previous Current
24-Jul-2018 25-Jul-2018 Change Change % Previous Week
Open 1.2005 1.1989 -0.0016 -0.1% 1.2031
High 1.2005 1.2021 0.0017 0.1% 1.2062
Low 1.2005 1.1989 -0.0016 -0.1% 1.1900
Close 1.2005 1.2021 0.0017 0.1% 1.2048
Range 0.0000 0.0032 0.0032 0.0162
ATR 0.0057 0.0056 -0.0002 -3.2% 0.0000
Volume 0 2 2 111
Daily Pivots for day following 25-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2106 1.2096 1.2039
R3 1.2074 1.2064 1.2030
R2 1.2042 1.2042 1.2027
R1 1.2032 1.2032 1.2024 1.2037
PP 1.2010 1.2010 1.2010 1.2013
S1 1.2000 1.2000 1.2018 1.2005
S2 1.1978 1.1978 1.2015
S3 1.1946 1.1968 1.2012
S4 1.1914 1.1936 1.2003
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 1.2048 1.1900 0.0148 1.2% 0.0042 0.4% 82% False False 14
10 1.2062 1.1900 0.0162 1.3% 0.0042 0.4% 75% False False 14
20 1.2111 1.1873 0.0238 2.0% 0.0041 0.3% 62% False False 14
40 1.2188 1.1871 0.0318 2.6% 0.0043 0.4% 47% False False 17
60 1.2424 1.1871 0.0553 4.6% 0.0040 0.3% 27% False False 18
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2157
2.618 1.2105
1.618 1.2073
1.000 1.2053
0.618 1.2041
HIGH 1.2021
0.618 1.2009
0.500 1.2005
0.382 1.2001
LOW 1.1989
0.618 1.1969
1.000 1.1957
1.618 1.1937
2.618 1.1905
4.250 1.1853
Fisher Pivots for day following 25-Jul-2018
Pivot 1 day 3 day
R1 1.2016 1.2016
PP 1.2010 1.2011
S1 1.2005 1.2006

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

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