CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 15-Feb-2018
Day Change Summary
Previous Current
14-Feb-2018 15-Feb-2018 Change Change % Previous Week
Open 1.2463 1.2559 0.0096 0.8% 1.2547
High 1.2568 1.2615 0.0047 0.4% 1.2584
Low 1.2384 1.2559 0.0175 1.4% 1.2318
Close 1.2545 1.2614 0.0069 0.5% 1.2342
Range 0.0184 0.0057 -0.0128 -69.3% 0.0266
ATR 0.0102 0.0100 -0.0002 -2.2% 0.0000
Volume 2,153 853 -1,300 -60.4% 6,934
Daily Pivots for day following 15-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2765 1.2746 1.2645
R3 1.2709 1.2689 1.2629
R2 1.2652 1.2652 1.2624
R1 1.2633 1.2633 1.2619 1.2643
PP 1.2596 1.2596 1.2596 1.2601
S1 1.2576 1.2576 1.2608 1.2586
S2 1.2539 1.2539 1.2603
S3 1.2483 1.2520 1.2598
S4 1.2426 1.2463 1.2582
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 1.2615 1.2318 0.0298 2.4% 0.0091 0.7% 99% True False 1,206
10 1.2627 1.2318 0.0310 2.5% 0.0102 0.8% 96% False False 1,316
20 1.2650 1.2318 0.0333 2.6% 0.0103 0.8% 89% False False 1,026
40 1.2650 1.1934 0.0717 5.7% 0.0090 0.7% 95% False False 725
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 0.0030
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.2855
2.618 1.2763
1.618 1.2706
1.000 1.2672
0.618 1.2650
HIGH 1.2615
0.618 1.2593
0.500 1.2587
0.382 1.2580
LOW 1.2559
0.618 1.2524
1.000 1.2502
1.618 1.2467
2.618 1.2411
4.250 1.2318
Fisher Pivots for day following 15-Feb-2018
Pivot 1 day 3 day
R1 1.2605 1.2576
PP 1.2596 1.2538
S1 1.2587 1.2500

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

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