CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 09-Jan-2018

Day Change Summary
	Previous	Current
	08-Jan-2018	09-Jan-2018	Change	Change %	Previous Week
Open	1.2174	1.2090	-0.0084	-0.7%	1.2141
High	1.2174	1.2095	-0.0079	-0.6%	1.2215
Low	1.2086	1.2040	-0.0046	-0.4%	1.2132
Close	1.2088	1.2055	-0.0033	-0.3%	1.2174
Range	0.0088	0.0055	-0.0033	-37.5%	0.0083
ATR	0.0062	0.0062	-0.0001	-0.8%	0.0000
Volume	157	161	4	2.5%	1,384

Daily Pivots for day following 09-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2228	1.2196	1.2085
R3	1.2173	1.2141	1.2070
R2	1.2118	1.2118	1.2065
R1	1.2086	1.2086	1.2060	1.2075
PP	1.2063	1.2063	1.2063	1.2057
S1	1.2031	1.2031	1.2049	1.2020
S2	1.2008	1.2008	1.2044
S3	1.1953	1.1976	1.2039
S4	1.1898	1.1921	1.2024

Weekly Pivots for week ending 05-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2421	1.2380	1.2219
R3	1.2339	1.2298	1.2197
R2	1.2256	1.2256	1.2189
R1	1.2215	1.2215	1.2182	1.2236
PP	1.2174	1.2174	1.2174	1.2184
S1	1.2133	1.2133	1.2166	1.2153
S2	1.2091	1.2091	1.2159
S3	1.2009	1.2050	1.2151
S4	1.1926	1.1968	1.2129

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2215	1.2040	0.0175	1.4%	0.0069	0.6%	8%	False	True	226
10	1.2215	1.2002	0.0213	1.8%	0.0061	0.5%	25%	False	False	256
20	1.2215	1.1872	0.0343	2.8%	0.0060	0.5%	53%	False	False	954

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0006
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.2329
2.618	1.2239
1.618	1.2184
1.000	1.2150
0.618	1.2129
HIGH	1.2095
0.618	1.2074
0.500	1.2068
0.382	1.2061
LOW	1.2040
0.618	1.2006
1.000	1.1985
1.618	1.1951
2.618	1.1896
4.250	1.1806

Fisher Pivots for day following 09-Jan-2018
Pivot	1 day	3 day
R1	1.2068	1.2123
PP	1.2063	1.2100
S1	1.2059	1.2077

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