CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 11-Dec-2017
Day Change Summary
Previous Current
08-Dec-2017 11-Dec-2017 Change Change % Previous Week
Open 1.1920 1.1918 -0.0002 0.0% 1.2021
High 1.1921 1.1958 0.0038 0.3% 1.2021
Low 1.1886 1.1918 0.0033 0.3% 1.1886
Close 1.1918 1.1936 0.0018 0.1% 1.1918
Range 0.0035 0.0040 0.0005 14.3% 0.0136
ATR
Volume 135 131 -4 -3.0% 1,302
Daily Pivots for day following 11-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2057 1.2036 1.1958
R3 1.2017 1.1996 1.1947
R2 1.1977 1.1977 1.1943
R1 1.1956 1.1956 1.1939 1.1967
PP 1.1937 1.1937 1.1937 1.1942
S1 1.1916 1.1916 1.1932 1.1927
S2 1.1897 1.1897 1.1928
S3 1.1857 1.1876 1.1925
S4 1.1817 1.1836 1.1914
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2348 1.2269 1.1993
R3 1.2213 1.2133 1.1955
R2 1.2077 1.2077 1.1943
R1 1.1998 1.1998 1.1930 1.1970
PP 1.1942 1.1942 1.1942 1.1928
S1 1.1862 1.1862 1.1906 1.1834
S2 1.1806 1.1806 1.1893
S3 1.1671 1.1727 1.1881
S4 1.1535 1.1591 1.1843
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2021 1.1886 0.0135 1.1% 0.0047 0.4% 37% False False 280
10 1.2082 1.1886 0.0196 1.6% 0.0055 0.5% 26% False False 169
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2128
2.618 1.2063
1.618 1.2023
1.000 1.1998
0.618 1.1983
HIGH 1.1958
0.618 1.1943
0.500 1.1938
0.382 1.1933
LOW 1.1918
0.618 1.1893
1.000 1.1878
1.618 1.1853
2.618 1.1813
4.250 1.1748
Fisher Pivots for day following 11-Dec-2017
Pivot 1 day 3 day
R1 1.1938 1.1931
PP 1.1937 1.1926
S1 1.1936 1.1922

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

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