CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 08-Oct-2018
Day Change Summary
Previous Current
05-Oct-2018 08-Oct-2018 Change Change % Previous Week
Open 1.1768 1.1736 -0.0032 -0.3% 1.1860
High 1.1784 1.1746 -0.0038 -0.3% 1.1880
Low 1.1768 1.1736 -0.0032 -0.3% 1.1724
Close 1.1784 1.1746 -0.0038 -0.3% 1.1784
Range 0.0016 0.0010 -0.0006 -38.7% 0.0157
ATR 0.0058 0.0057 -0.0001 -1.3% 0.0000
Volume 1 8 7 700.0% 126
Daily Pivots for day following 08-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.1771 1.1768 1.1751
R3 1.1761 1.1758 1.1748
R2 1.1752 1.1752 1.1747
R1 1.1749 1.1749 1.1746 1.1750
PP 1.1742 1.1742 1.1742 1.1743
S1 1.1739 1.1739 1.1745 1.1741
S2 1.1733 1.1733 1.1744
S3 1.1723 1.1730 1.1743
S4 1.1714 1.1720 1.1740
Weekly Pivots for week ending 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.2265 1.2181 1.1870
R3 1.2109 1.2024 1.1827
R2 1.1952 1.1952 1.1812
R1 1.1868 1.1868 1.1798 1.1832
PP 1.1796 1.1796 1.1796 1.1778
S1 1.1711 1.1711 1.1769 1.1675
S2 1.1639 1.1639 1.1755
S3 1.1483 1.1555 1.1740
S4 1.1326 1.1398 1.1697
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1837 1.1724 0.0113 1.0% 0.0031 0.3% 19% False False 25
10 1.2066 1.1724 0.0343 2.9% 0.0043 0.4% 6% False False 32
20 1.2069 1.1724 0.0345 2.9% 0.0046 0.4% 6% False False 28
40 1.2069 1.1605 0.0464 3.9% 0.0049 0.4% 30% False False 36
60 1.2069 1.1605 0.0464 3.9% 0.0044 0.4% 30% False False 32
80 1.2111 1.1605 0.0506 4.3% 0.0043 0.4% 28% False False 28
100 1.2196 1.1605 0.0591 5.0% 0.0043 0.4% 24% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0003
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 1.1786
2.618 1.1770
1.618 1.1761
1.000 1.1755
0.618 1.1751
HIGH 1.1746
0.618 1.1742
0.500 1.1741
0.382 1.1740
LOW 1.1736
0.618 1.1730
1.000 1.1727
1.618 1.1721
2.618 1.1711
4.250 1.1696
Fisher Pivots for day following 08-Oct-2018
Pivot 1 day 3 day
R1 1.1744 1.1754
PP 1.1742 1.1751
S1 1.1741 1.1748

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

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