CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 04-Jan-2019
Day Change Summary
Previous Current
03-Jan-2019 04-Jan-2019 Change Change % Previous Week
Open 1.1502 1.1548 0.0046 0.4% 1.1605
High 1.1570 1.1576 0.0006 0.1% 1.1657
Low 1.1472 1.1504 0.0033 0.3% 1.1472
Close 1.1551 1.1558 0.0007 0.1% 1.1558
Range 0.0098 0.0072 -0.0027 -27.0% 0.0185
ATR 0.0077 0.0077 0.0000 -0.5% 0.0000
Volume 186 478 292 157.0% 853
Daily Pivots for day following 04-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.1760 1.1730 1.1597
R3 1.1689 1.1659 1.1577
R2 1.1617 1.1617 1.1571
R1 1.1587 1.1587 1.1564 1.1602
PP 1.1546 1.1546 1.1546 1.1553
S1 1.1516 1.1516 1.1551 1.1531
S2 1.1474 1.1474 1.1544
S3 1.1403 1.1444 1.1538
S4 1.1331 1.1373 1.1518
Weekly Pivots for week ending 04-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.2117 1.2022 1.1659
R3 1.1932 1.1837 1.1608
R2 1.1747 1.1747 1.1591
R1 1.1652 1.1652 1.1574 1.1607
PP 1.1562 1.1562 1.1562 1.1539
S1 1.1467 1.1467 1.1541 1.1422
S2 1.1377 1.1377 1.1524
S3 1.1192 1.1282 1.1507
S4 1.1007 1.1097 1.1456
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1657 1.1472 0.0185 1.6% 0.0082 0.7% 46% False False 181
10 1.1665 1.1472 0.0194 1.7% 0.0083 0.7% 44% False False 211
20 1.1665 1.1454 0.0211 1.8% 0.0075 0.6% 49% False False 275
40 1.1727 1.1454 0.0273 2.4% 0.0067 0.6% 38% False False 309
60 1.1851 1.1454 0.0397 3.4% 0.0056 0.5% 26% False False 255
80 1.2069 1.1454 0.0615 5.3% 0.0053 0.5% 17% False False 198
100 1.2069 1.1454 0.0615 5.3% 0.0053 0.5% 17% False False 167
120 1.2069 1.1454 0.0615 5.3% 0.0050 0.4% 17% False False 144
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 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1879
2.618 1.1763
1.618 1.1691
1.000 1.1647
0.618 1.1620
HIGH 1.1576
0.618 1.1548
0.500 1.1540
0.382 1.1531
LOW 1.1504
0.618 1.1460
1.000 1.1433
1.618 1.1388
2.618 1.1317
4.250 1.1200
Fisher Pivots for day following 04-Jan-2019
Pivot 1 day 3 day
R1 1.1552 1.1564
PP 1.1546 1.1562
S1 1.1540 1.1560

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

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