CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 31-Jul-2018
Day Change Summary
Previous Current
30-Jul-2018 31-Jul-2018 Change Change % Previous Week
Open 1.2000 1.2025 0.0026 0.2% 1.2022
High 1.2028 1.2025 -0.0003 0.0% 1.2030
Low 1.2000 1.2012 0.0013 0.1% 1.1960
Close 1.2028 1.2014 -0.0014 -0.1% 1.1975
Range 0.0028 0.0013 -0.0015 -53.6% 0.0070
ATR 0.0053 0.0051 -0.0003 -5.1% 0.0000
Volume 21 7 -14 -66.7% 217
Daily Pivots for day following 31-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2056 1.2048 1.2021
R3 1.2043 1.2035 1.2018
R2 1.2030 1.2030 1.2016
R1 1.2022 1.2022 1.2015 1.2020
PP 1.2017 1.2017 1.2017 1.2016
S1 1.2009 1.2009 1.2013 1.2007
S2 1.2004 1.2004 1.2012
S3 1.1991 1.1996 1.2010
S4 1.1978 1.1983 1.2007
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% 0.0029 0.2% 77% False False 47
10 1.2048 1.1900 0.0148 1.2% 0.0038 0.3% 77% False False 33
20 1.2111 1.1900 0.0211 1.8% 0.0034 0.3% 54% False False 23
40 1.2188 1.1871 0.0318 2.6% 0.0042 0.4% 45% False False 21
60 1.2363 1.1871 0.0492 4.1% 0.0040 0.3% 29% False False 21
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2080
2.618 1.2059
1.618 1.2046
1.000 1.2038
0.618 1.2033
HIGH 1.2025
0.618 1.2020
0.500 1.2019
0.382 1.2017
LOW 1.2012
0.618 1.2004
1.000 1.1999
1.618 1.1991
2.618 1.1978
4.250 1.1957
Fisher Pivots for day following 31-Jul-2018
Pivot 1 day 3 day
R1 1.2019 1.2010
PP 1.2017 1.2005
S1 1.2016 1.2001

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

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