CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 04-Jan-2018

Day Change Summary
	Previous	Current
	03-Jan-2018	04-Jan-2018	Change	Change %	Previous Week
Open	1.2192	1.2139	-0.0053	-0.4%	1.2020
High	1.2192	1.2215	0.0023	0.2%	1.2151
Low	1.2132	1.2133	0.0001	0.0%	1.2002
Close	1.2143	1.2198	0.0056	0.5%	1.2149
Range	0.0060	0.0082	0.0022	35.8%	0.0150
ATR	0.0059	0.0060	0.0002	2.8%	0.0000
Volume	294	191	-103	-35.0%	861

Daily Pivots for day following 04-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2426	1.2394	1.2243
R3	1.2345	1.2312	1.2220
R2	1.2263	1.2263	1.2213
R1	1.2231	1.2231	1.2205	1.2247
PP	1.2182	1.2182	1.2182	1.2190
S1	1.2149	1.2149	1.2191	1.2166
S2	1.2100	1.2100	1.2183
S3	1.2019	1.2068	1.2176
S4	1.1937	1.1986	1.2153

Weekly Pivots for week ending 29-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	1.2549	1.2498	1.2231
R3	1.2399	1.2349	1.2190
R2	1.2250	1.2250	1.2176
R1	1.2199	1.2199	1.2162	1.2225
PP	1.2100	1.2100	1.2100	1.2113
S1	1.2050	1.2050	1.2135	1.2075
S2	1.1951	1.1951	1.2121
S3	1.1801	1.1900	1.2107
S4	1.1652	1.1751	1.2066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2215	1.2032	0.0183	1.5%	0.0069	0.6%	91%	True	False	316
10	1.2215	1.1968	0.0247	2.0%	0.0054	0.4%	93%	True	False	250
20	1.2215	1.1872	0.0343	2.8%	0.0057	0.5%	95%	True	False	982

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	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.2561
2.618	1.2428
1.618	1.2346
1.000	1.2296
0.618	1.2265
HIGH	1.2215
0.618	1.2183
0.500	1.2174
0.382	1.2164
LOW	1.2133
0.618	1.2083
1.000	1.2052
1.618	1.2001
2.618	1.1920
4.250	1.1787

Fisher Pivots for day following 04-Jan-2018
Pivot	1 day	3 day
R1	1.2190	1.2190
PP	1.2182	1.2182
S1	1.2174	1.2173

Download as Excel Spreadsheet

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

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