CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 12-Feb-2018
Day Change Summary
Previous Current
09-Feb-2018 12-Feb-2018 Change Change % Previous Week
Open 1.2362 1.2361 -0.0002 0.0% 1.2547
High 1.2391 1.2405 0.0014 0.1% 1.2584
Low 1.2318 1.2347 0.0029 0.2% 1.2318
Close 1.2342 1.2391 0.0049 0.4% 1.2342
Range 0.0073 0.0058 -0.0015 -20.5% 0.0266
ATR 0.0099 0.0096 -0.0003 -2.6% 0.0000
Volume 1,371 928 -443 -32.3% 6,934
Daily Pivots for day following 12-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2555 1.2531 1.2422
R3 1.2497 1.2473 1.2406
R2 1.2439 1.2439 1.2401
R1 1.2415 1.2415 1.2396 1.2427
PP 1.2381 1.2381 1.2381 1.2387
S1 1.2357 1.2357 1.2385 1.2369
S2 1.2323 1.2323 1.2380
S3 1.2265 1.2299 1.2375
S4 1.2207 1.2241 1.2359
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3212 1.3043 1.2488
R3 1.2946 1.2777 1.2415
R2 1.2680 1.2680 1.2390
R1 1.2511 1.2511 1.2366 1.2463
PP 1.2414 1.2414 1.2414 1.2390
S1 1.2245 1.2245 1.2317 1.2197
S2 1.2148 1.2148 1.2293
S3 1.1882 1.1979 1.2268
S4 1.1616 1.1713 1.2195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2541 1.2318 0.0224 1.8% 0.0097 0.8% 33% False False 1,374
10 1.2636 1.2318 0.0319 2.6% 0.0103 0.8% 23% False False 1,297
20 1.2650 1.2289 0.0362 2.9% 0.0104 0.8% 28% False False 1,006
40 1.2650 1.1906 0.0745 6.0% 0.0087 0.7% 65% False False 885
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.2651
2.618 1.2556
1.618 1.2498
1.000 1.2463
0.618 1.2440
HIGH 1.2405
0.618 1.2382
0.500 1.2376
0.382 1.2369
LOW 1.2347
0.618 1.2311
1.000 1.2289
1.618 1.2253
2.618 1.2195
4.250 1.2100
Fisher Pivots for day following 12-Feb-2018
Pivot 1 day 3 day
R1 1.2386 1.2381
PP 1.2381 1.2371
S1 1.2376 1.2361

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

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