CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 10-Jan-2018
Day Change Summary
Previous Current
09-Jan-2018 10-Jan-2018 Change Change % Previous Week
Open 1.2090 1.2058 -0.0032 -0.3% 1.2141
High 1.2095 1.2138 0.0043 0.4% 1.2215
Low 1.2040 1.2040 0.0000 0.0% 1.2132
Close 1.2055 1.2081 0.0027 0.2% 1.2174
Range 0.0055 0.0098 0.0043 78.2% 0.0083
ATR 0.0062 0.0064 0.0003 4.2% 0.0000
Volume 161 563 402 249.7% 1,384
Daily Pivots for day following 10-Jan-2018
Classic Woodie Camarilla DeMark
R4 1.2380 1.2329 1.2135
R3 1.2282 1.2231 1.2108
R2 1.2184 1.2184 1.2099
R1 1.2133 1.2133 1.2090 1.2159
PP 1.2086 1.2086 1.2086 1.2099
S1 1.2035 1.2035 1.2072 1.2061
S2 1.1988 1.1988 1.2063
S3 1.1890 1.1937 1.2054
S4 1.1792 1.1839 1.2027
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% 0.0076 0.6% 23% False True 280
10 1.2215 1.2015 0.0200 1.7% 0.0069 0.6% 33% False False 289
20 1.2215 1.1872 0.0343 2.8% 0.0063 0.5% 61% False False 976
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 31 trading days
Fibonacci Retracements and Extensions
4.250 1.2555
2.618 1.2395
1.618 1.2297
1.000 1.2236
0.618 1.2199
HIGH 1.2138
0.618 1.2101
0.500 1.2089
0.382 1.2077
LOW 1.2040
0.618 1.1979
1.000 1.1942
1.618 1.1881
2.618 1.1783
4.250 1.1624
Fisher Pivots for day following 10-Jan-2018
Pivot 1 day 3 day
R1 1.2089 1.2107
PP 1.2086 1.2098
S1 1.2084 1.2090

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

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