CME Euro FX (E) Future June 2018

Trading Metrics calculated at close of trading on 30-Jan-2018

Day Change Summary
	Previous	Current
	29-Jan-2018	30-Jan-2018	Change	Change %	Previous Week
Open	1.2533	1.2490	-0.0043	-0.3%	1.2374
High	1.2543	1.2569	0.0026	0.2%	1.2650
Low	1.2455	1.2455	0.0000	0.0%	1.2333
Close	1.2506	1.2521	0.0015	0.1%	1.2539
Range	0.0089	0.0115	0.0026	29.4%	0.0318
ATR	0.0092	0.0093	0.0002	1.8%	0.0000
Volume	486	2,620	2,134	439.1%	2,921

Daily Pivots for day following 30-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2858	1.2804	1.2583
R3	1.2744	1.2689	1.2552
R2	1.2629	1.2629	1.2541
R1	1.2575	1.2575	1.2531	1.2602
PP	1.2515	1.2515	1.2515	1.2528
S1	1.2460	1.2460	1.2510	1.2488
S2	1.2400	1.2400	1.2500
S3	1.2286	1.2346	1.2489
S4	1.2171	1.2231	1.2458

Weekly Pivots for week ending 26-Jan-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3460	1.3317	1.2713
R3	1.3142	1.2999	1.2626
R2	1.2825	1.2825	1.2597
R1	1.2682	1.2682	1.2568	1.2753
PP	1.2507	1.2507	1.2507	1.2543
S1	1.2364	1.2364	1.2509	1.2436
S2	1.2190	1.2190	1.2480
S3	1.1872	1.2047	1.2451
S4	1.1555	1.1729	1.2364

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2650	1.2407	0.0243	1.9%	0.0121	1.0%	47%	False	False	1,034
10	1.2650	1.2289	0.0362	2.9%	0.0106	0.8%	64%	False	False	840
20	1.2650	1.2040	0.0610	4.9%	0.0099	0.8%	79%	False	False	666
40	1.2650	1.1872	0.0779	6.2%	0.0077	0.6%	83%	False	False	801

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	0.0023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3056
2.618	1.2869
1.618	1.2754
1.000	1.2684
0.618	1.2640
HIGH	1.2569
0.618	1.2525
0.500	1.2512
0.382	1.2498
LOW	1.2455
0.618	1.2384
1.000	1.2340
1.618	1.2269
2.618	1.2155
4.250	1.1968

Fisher Pivots for day following 30-Jan-2018
Pivot	1 day	3 day
R1	1.2518	1.2530
PP	1.2515	1.2527
S1	1.2512	1.2524

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