CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 03-Aug-2018
Day Change Summary
Previous Current
02-Aug-2018 03-Aug-2018 Change Change % Previous Week
Open 1.1897 1.1883 -0.0014 -0.1% 1.2000
High 1.1897 1.1902 0.0006 0.0% 1.2028
Low 1.1897 1.1883 -0.0014 -0.1% 1.1883
Close 1.1897 1.1886 -0.0011 -0.1% 1.1886
Range 0.0000 0.0019 0.0019 0.0145
ATR 0.0052 0.0050 -0.0002 -4.5% 0.0000
Volume 0 13 13 48
Daily Pivots for day following 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.1947 1.1936 1.1896
R3 1.1928 1.1917 1.1891
R2 1.1909 1.1909 1.1889
R1 1.1898 1.1898 1.1888 1.1904
PP 1.1890 1.1890 1.1890 1.1893
S1 1.1879 1.1879 1.1884 1.1885
S2 1.1871 1.1871 1.1883
S3 1.1852 1.1860 1.1881
S4 1.1833 1.1841 1.1876
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.2366 1.2270 1.1965
R3 1.2221 1.2126 1.1926
R2 1.2077 1.2077 1.1912
R1 1.1981 1.1981 1.1899 1.1957
PP 1.1932 1.1932 1.1932 1.1920
S1 1.1837 1.1837 1.1873 1.1812
S2 1.1788 1.1788 1.1860
S3 1.1643 1.1692 1.1846
S4 1.1499 1.1548 1.1807
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2028 1.1883 0.0145 1.2% 0.0018 0.1% 2% False True 9
10 1.2030 1.1883 0.0147 1.2% 0.0020 0.2% 2% False True 26
20 1.2111 1.1883 0.0228 1.9% 0.0033 0.3% 1% False True 21
40 1.2176 1.1871 0.0305 2.6% 0.0042 0.4% 5% False False 19
60 1.2363 1.1871 0.0492 4.1% 0.0040 0.3% 3% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1983
2.618 1.1952
1.618 1.1933
1.000 1.1921
0.618 1.1914
HIGH 1.1902
0.618 1.1895
0.500 1.1893
0.382 1.1890
LOW 1.1883
0.618 1.1871
1.000 1.1864
1.618 1.1852
2.618 1.1833
4.250 1.1802
Fisher Pivots for day following 03-Aug-2018
Pivot 1 day 3 day
R1 1.1893 1.1945
PP 1.1890 1.1925
S1 1.1888 1.1906

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

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