CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 22-Dec-2017
Day Change Summary
Previous Current
21-Dec-2017 22-Dec-2017 Change Change % Previous Week
Open 1.2022 1.1988 -0.0035 -0.3% 1.1913
High 1.2033 1.2007 -0.0026 -0.2% 1.2046
Low 1.2000 1.1968 -0.0033 -0.3% 1.1906
Close 1.2020 1.2000 -0.0020 -0.2% 1.2000
Range 0.0033 0.0040 0.0007 21.5% 0.0140
ATR 0.0060 0.0060 -0.0001 -0.9% 0.0000
Volume 98 81 -17 -17.3% 994
Daily Pivots for day following 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2110 1.2095 1.2022
R3 1.2071 1.2055 1.2011
R2 1.2031 1.2031 1.2007
R1 1.2016 1.2016 1.2004 1.2023
PP 1.1992 1.1992 1.1992 1.1995
S1 1.1976 1.1976 1.1996 1.1984
S2 1.1952 1.1952 1.1993
S3 1.1913 1.1937 1.1989
S4 1.1873 1.1897 1.1978
Weekly Pivots for week ending 22-Dec-2017
Classic Woodie Camarilla DeMark
R4 1.2404 1.2342 1.2077
R3 1.2264 1.2202 1.2039
R2 1.2124 1.2124 1.2026
R1 1.2062 1.2062 1.2013 1.2093
PP 1.1984 1.1984 1.1984 1.1999
S1 1.1922 1.1922 1.1987 1.1953
S2 1.1844 1.1844 1.1974
S3 1.1704 1.1782 1.1962
S4 1.1564 1.1642 1.1923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2046 1.1906 0.0140 1.2% 0.0054 0.4% 68% False False 198
10 1.2046 1.1872 0.0174 1.5% 0.0060 0.5% 74% False False 1,653
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2175
2.618 1.2110
1.618 1.2071
1.000 1.2047
0.618 1.2031
HIGH 1.2007
0.618 1.1992
0.500 1.1987
0.382 1.1983
LOW 1.1968
0.618 1.1943
1.000 1.1928
1.618 1.1904
2.618 1.1864
4.250 1.1800
Fisher Pivots for day following 22-Dec-2017
Pivot 1 day 3 day
R1 1.1996 1.2007
PP 1.1992 1.2004
S1 1.1987 1.2002

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

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