CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 07-Aug-2018
Day Change Summary
Previous Current
06-Aug-2018 07-Aug-2018 Change Change % Previous Week
Open 1.1872 1.1905 0.0033 0.3% 1.2000
High 1.1872 1.1908 0.0036 0.3% 1.2028
Low 1.1837 1.1903 0.0066 0.6% 1.1883
Close 1.1864 1.1903 0.0039 0.3% 1.1886
Range 0.0035 0.0006 -0.0030 -84.3% 0.0145
ATR 0.0050 0.0049 0.0000 -0.7% 0.0000
Volume 19 55 36 189.5% 48
Daily Pivots for day following 07-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.1921 1.1917 1.1906
R3 1.1915 1.1912 1.1904
R2 1.1910 1.1910 1.1904
R1 1.1906 1.1906 1.1903 1.1905
PP 1.1904 1.1904 1.1904 1.1904
S1 1.1901 1.1901 1.1902 1.1900
S2 1.1899 1.1899 1.1901
S3 1.1893 1.1895 1.1901
S4 1.1888 1.1890 1.1899
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 1.2007 1.1837 0.0170 1.4% 0.0018 0.1% 39% False False 18
10 1.2030 1.1837 0.0193 1.6% 0.0023 0.2% 34% False False 33
20 1.2062 1.1837 0.0225 1.9% 0.0031 0.3% 29% False False 23
40 1.2176 1.1837 0.0339 2.8% 0.0042 0.4% 19% False False 20
60 1.2363 1.1837 0.0526 4.4% 0.0039 0.3% 12% False False 22
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1931
2.618 1.1922
1.618 1.1917
1.000 1.1914
0.618 1.1911
HIGH 1.1908
0.618 1.1906
0.500 1.1905
0.382 1.1905
LOW 1.1903
0.618 1.1899
1.000 1.1897
1.618 1.1894
2.618 1.1888
4.250 1.1879
Fisher Pivots for day following 07-Aug-2018
Pivot 1 day 3 day
R1 1.1905 1.1893
PP 1.1904 1.1883
S1 1.1903 1.1873

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

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