CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 24-Jan-2019
Day Change Summary
Previous Current
23-Jan-2019 24-Jan-2019 Change Change % Previous Week
Open 1.1508 1.1526 0.0018 0.2% 1.1616
High 1.1535 1.1528 -0.0008 -0.1% 1.1639
Low 1.1494 1.1432 -0.0062 -0.5% 1.1500
Close 1.1525 1.1437 -0.0088 -0.8% 1.1514
Range 0.0041 0.0096 0.0055 132.9% 0.0139
ATR 0.0066 0.0068 0.0002 3.2% 0.0000
Volume 191 1,102 911 477.0% 1,956
Daily Pivots for day following 24-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.1752 1.1690 1.1490
R3 1.1657 1.1595 1.1463
R2 1.1561 1.1561 1.1455
R1 1.1499 1.1499 1.1446 1.1482
PP 1.1466 1.1466 1.1466 1.1457
S1 1.1404 1.1404 1.1428 1.1387
S2 1.1370 1.1370 1.1419
S3 1.1275 1.1308 1.1411
S4 1.1179 1.1213 1.1384
Weekly Pivots for week ending 18-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.1968 1.1880 1.1590
R3 1.1829 1.1741 1.1552
R2 1.1690 1.1690 1.1539
R1 1.1602 1.1602 1.1527 1.1577
PP 1.1551 1.1551 1.1551 1.1538
S1 1.1463 1.1463 1.1501 1.1438
S2 1.1412 1.1412 1.1489
S3 1.1273 1.1324 1.1476
S4 1.1134 1.1185 1.1438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1551 1.1432 0.0119 1.0% 0.0052 0.5% 4% False True 385
10 1.1722 1.1432 0.0290 2.5% 0.0059 0.5% 2% False True 486
20 1.1722 1.1432 0.0290 2.5% 0.0069 0.6% 2% False True 370
40 1.1722 1.1432 0.0290 2.5% 0.0068 0.6% 2% False True 342
60 1.1727 1.1432 0.0295 2.6% 0.0063 0.6% 2% False True 314
80 1.1880 1.1432 0.0448 3.9% 0.0055 0.5% 1% False True 271
100 1.2069 1.1432 0.0637 5.6% 0.0056 0.5% 1% False True 225
120 1.2069 1.1432 0.0637 5.6% 0.0053 0.5% 1% False True 193
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1933
2.618 1.1778
1.618 1.1682
1.000 1.1623
0.618 1.1587
HIGH 1.1528
0.618 1.1491
0.500 1.1480
0.382 1.1468
LOW 1.1432
0.618 1.1373
1.000 1.1337
1.618 1.1277
2.618 1.1182
4.250 1.1026
Fisher Pivots for day following 24-Jan-2019
Pivot 1 day 3 day
R1 1.1480 1.1484
PP 1.1466 1.1468
S1 1.1451 1.1453

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

View Archives - Comment on this page... - Back to Index of Symbols