CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 21-Feb-2018
Day Change Summary
Previous Current
20-Feb-2018 21-Feb-2018 Change Change % Previous Week
Open 1.2522 1.2448 -0.0074 -0.6% 1.2361
High 1.2538 1.2460 -0.0079 -0.6% 1.2659
Low 1.2426 1.2389 -0.0037 -0.3% 1.2347
Close 1.2440 1.2406 -0.0034 -0.3% 1.2523
Range 0.0112 0.0071 -0.0042 -37.1% 0.0313
ATR 0.0105 0.0102 -0.0002 -2.3% 0.0000
Volume 1,475 1,503 28 1.9% 5,846
Daily Pivots for day following 21-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2630 1.2588 1.2445
R3 1.2559 1.2518 1.2425
R2 1.2489 1.2489 1.2419
R1 1.2447 1.2447 1.2412 1.2433
PP 1.2418 1.2418 1.2418 1.2411
S1 1.2377 1.2377 1.2400 1.2362
S2 1.2348 1.2348 1.2393
S3 1.2277 1.2306 1.2387
S4 1.2207 1.2236 1.2367
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% 0.0117 0.9% 8% False False 1,433
10 1.2659 1.2318 0.0342 2.8% 0.0104 0.8% 26% False False 1,427
20 1.2659 1.2318 0.0342 2.8% 0.0109 0.9% 26% False False 1,171
40 1.2659 1.1968 0.0692 5.6% 0.0095 0.8% 63% False False 813
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 0.0028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2759
2.618 1.2644
1.618 1.2574
1.000 1.2530
0.618 1.2503
HIGH 1.2460
0.618 1.2433
0.500 1.2424
0.382 1.2416
LOW 1.2389
0.618 1.2345
1.000 1.2319
1.618 1.2275
2.618 1.2204
4.250 1.2089
Fisher Pivots for day following 21-Feb-2018
Pivot 1 day 3 day
R1 1.2424 1.2524
PP 1.2418 1.2485
S1 1.2412 1.2445

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

View Archives - Comment on this page... - Back to Index of Symbols