CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 30-Jul-2018
Day Change Summary
Previous Current
27-Jul-2018 30-Jul-2018 Change Change % Previous Week
Open 1.1975 1.2000 0.0025 0.2% 1.2022
High 1.1975 1.2028 0.0053 0.4% 1.2030
Low 1.1975 1.2000 0.0025 0.2% 1.1960
Close 1.1975 1.2028 0.0053 0.4% 1.1975
Range 0.0000 0.0028 0.0028 0.0070
ATR 0.0053 0.0053 0.0000 -0.1% 0.0000
Volume 0 21 21 217
Daily Pivots for day following 30-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2102 1.2093 1.2043
R3 1.2074 1.2065 1.2035
R2 1.2046 1.2046 1.2033
R1 1.2037 1.2037 1.2030 1.2042
PP 1.2018 1.2018 1.2018 1.2021
S1 1.2009 1.2009 1.2025 1.2014
S2 1.1990 1.1990 1.2022
S3 1.1962 1.1981 1.2020
S4 1.1934 1.1953 1.2012
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2198 1.2156 1.2013
R3 1.2128 1.2086 1.1994
R2 1.2058 1.2058 1.1987
R1 1.2016 1.2016 1.1981 1.2002
PP 1.1988 1.1988 1.1988 1.1981
S1 1.1946 1.1946 1.1968 1.1932
S2 1.1918 1.1918 1.1962
S3 1.1848 1.1876 1.1955
S4 1.1778 1.1806 1.1936
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2030 1.1960 0.0070 0.6% 0.0026 0.2% 96% False False 46
10 1.2062 1.1900 0.0162 1.3% 0.0044 0.4% 79% False False 34
20 1.2111 1.1900 0.0211 1.8% 0.0035 0.3% 60% False False 24
40 1.2188 1.1871 0.0318 2.6% 0.0043 0.4% 49% False False 21
60 1.2382 1.1871 0.0512 4.3% 0.0041 0.3% 31% 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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2147
2.618 1.2101
1.618 1.2073
1.000 1.2056
0.618 1.2045
HIGH 1.2028
0.618 1.2017
0.500 1.2014
0.382 1.2010
LOW 1.2000
0.618 1.1982
1.000 1.1972
1.618 1.1954
2.618 1.1926
4.250 1.1881
Fisher Pivots for day following 30-Jul-2018
Pivot 1 day 3 day
R1 1.2023 1.2017
PP 1.2018 1.2006
S1 1.2014 1.1995

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

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