CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 14-Aug-2018
Day Change Summary
Previous Current
13-Aug-2018 14-Aug-2018 Change Change % Previous Week
Open 1.1678 1.1636 -0.0042 -0.4% 1.1872
High 1.1718 1.1712 -0.0006 -0.1% 1.1927
Low 1.1673 1.1633 -0.0040 -0.3% 1.1697
Close 1.1690 1.1633 -0.0057 -0.5% 1.1697
Range 0.0045 0.0079 0.0034 74.4% 0.0231
ATR 0.0056 0.0058 0.0002 2.9% 0.0000
Volume 127 1 -126 -99.2% 103
Daily Pivots for day following 14-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.1895 1.1842 1.1676
R3 1.1816 1.1764 1.1655
R2 1.1738 1.1738 1.1647
R1 1.1685 1.1685 1.1640 1.1672
PP 1.1659 1.1659 1.1659 1.1653
S1 1.1607 1.1607 1.1626 1.1594
S2 1.1581 1.1581 1.1619
S3 1.1502 1.1528 1.1611
S4 1.1424 1.1450 1.1590
Weekly Pivots for week ending 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.2465 1.2311 1.1823
R3 1.2234 1.2081 1.1760
R2 1.2004 1.2004 1.1739
R1 1.1850 1.1850 1.1718 1.1812
PP 1.1773 1.1773 1.1773 1.1754
S1 1.1620 1.1620 1.1675 1.1581
S2 1.1543 1.1543 1.1654
S3 1.1312 1.1389 1.1633
S4 1.1082 1.1159 1.1570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1927 1.1633 0.0294 2.5% 0.0051 0.4% 0% False True 31
10 1.2007 1.1633 0.0374 3.2% 0.0034 0.3% 0% False True 25
20 1.2048 1.1633 0.0415 3.6% 0.0036 0.3% 0% False True 29
40 1.2111 1.1633 0.0478 4.1% 0.0039 0.3% 0% False True 22
60 1.2188 1.1633 0.0555 4.8% 0.0041 0.4% 0% False True 24
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2045
2.618 1.1917
1.618 1.1839
1.000 1.1790
0.618 1.1760
HIGH 1.1712
0.618 1.1682
0.500 1.1672
0.382 1.1663
LOW 1.1633
0.618 1.1584
1.000 1.1555
1.618 1.1506
2.618 1.1427
4.250 1.1299
Fisher Pivots for day following 14-Aug-2018
Pivot 1 day 3 day
R1 1.1672 1.1728
PP 1.1659 1.1696
S1 1.1646 1.1665

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

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