CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 20-Feb-2018
Day Change Summary
Previous Current
16-Feb-2018 20-Feb-2018 Change Change % Previous Week
Open 1.2606 1.2522 -0.0084 -0.7% 1.2361
High 1.2659 1.2538 -0.0121 -1.0% 1.2659
Low 1.2498 1.2426 -0.0072 -0.6% 1.2347
Close 1.2523 1.2440 -0.0083 -0.7% 1.2523
Range 0.0161 0.0112 -0.0049 -30.4% 0.0313
ATR 0.0104 0.0105 0.0001 0.5% 0.0000
Volume 1,184 1,475 291 24.6% 5,846
Daily Pivots for day following 20-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2804 1.2734 1.2502
R3 1.2692 1.2622 1.2471
R2 1.2580 1.2580 1.2461
R1 1.2510 1.2510 1.2450 1.2489
PP 1.2468 1.2468 1.2468 1.2458
S1 1.2398 1.2398 1.2430 1.2377
S2 1.2356 1.2356 1.2419
S3 1.2244 1.2286 1.2409
S4 1.2132 1.2174 1.2378
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3447 1.3297 1.2694
R3 1.3134 1.2985 1.2608
R2 1.2822 1.2822 1.2580
R1 1.2672 1.2672 1.2551 1.2747
PP 1.2509 1.2509 1.2509 1.2547
S1 1.2360 1.2360 1.2494 1.2435
S2 1.2197 1.2197 1.2465
S3 1.1884 1.2047 1.2437
S4 1.1572 1.1735 1.2351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2659 1.2384 0.0275 2.2% 0.0119 1.0% 20% False False 1,278
10 1.2659 1.2318 0.0342 2.7% 0.0108 0.9% 36% False False 1,326
20 1.2659 1.2318 0.0342 2.7% 0.0110 0.9% 36% False False 1,130
40 1.2659 1.1968 0.0692 5.6% 0.0094 0.8% 68% False False 778
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3014
2.618 1.2831
1.618 1.2719
1.000 1.2650
0.618 1.2607
HIGH 1.2538
0.618 1.2495
0.500 1.2482
0.382 1.2469
LOW 1.2426
0.618 1.2357
1.000 1.2314
1.618 1.2245
2.618 1.2133
4.250 1.1950
Fisher Pivots for day following 20-Feb-2018
Pivot 1 day 3 day
R1 1.2482 1.2543
PP 1.2468 1.2508
S1 1.2454 1.2474

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

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