CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 08-Aug-2018
Day Change Summary
Previous Current
07-Aug-2018 08-Aug-2018 Change Change % Previous Week
Open 1.1905 1.1920 0.0016 0.1% 1.2000
High 1.1908 1.1927 0.0019 0.2% 1.2028
Low 1.1903 1.1920 0.0018 0.1% 1.1883
Close 1.1903 1.1927 0.0025 0.2% 1.1886
Range 0.0006 0.0007 0.0002 27.3% 0.0145
ATR 0.0049 0.0047 -0.0002 -3.6% 0.0000
Volume 55 1 -54 -98.2% 48
Daily Pivots for day following 08-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.1946 1.1943 1.1931
R3 1.1939 1.1936 1.1929
R2 1.1932 1.1932 1.1928
R1 1.1929 1.1929 1.1928 1.1931
PP 1.1925 1.1925 1.1925 1.1925
S1 1.1922 1.1922 1.1926 1.1924
S2 1.1918 1.1918 1.1926
S3 1.1911 1.1915 1.1925
S4 1.1904 1.1908 1.1923
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 1.1927 1.1837 0.0090 0.8% 0.0013 0.1% 100% True False 17
10 1.2030 1.1837 0.0193 1.6% 0.0021 0.2% 47% False False 33
20 1.2062 1.1837 0.0225 1.9% 0.0031 0.3% 40% False False 23
40 1.2176 1.1837 0.0339 2.8% 0.0041 0.3% 27% False False 20
60 1.2295 1.1837 0.0458 3.8% 0.0039 0.3% 20% False False 22
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1957
2.618 1.1945
1.618 1.1938
1.000 1.1934
0.618 1.1931
HIGH 1.1927
0.618 1.1924
0.500 1.1924
0.382 1.1923
LOW 1.1920
0.618 1.1916
1.000 1.1913
1.618 1.1909
2.618 1.1902
4.250 1.1890
Fisher Pivots for day following 08-Aug-2018
Pivot 1 day 3 day
R1 1.1926 1.1912
PP 1.1925 1.1897
S1 1.1924 1.1882

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

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