CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 26-Feb-2018
Day Change Summary
Previous Current
23-Feb-2018 26-Feb-2018 Change Change % Previous Week
Open 1.2434 1.2387 -0.0047 -0.4% 1.2522
High 1.2434 1.2455 0.0021 0.2% 1.2538
Low 1.2382 1.2382 -0.0001 0.0% 1.2364
Close 1.2398 1.2412 0.0015 0.1% 1.2398
Range 0.0052 0.0074 0.0022 41.3% 0.0175
ATR 0.0098 0.0096 -0.0002 -1.8% 0.0000
Volume 1,253 2,179 926 73.9% 8,191
Daily Pivots for day following 26-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2637 1.2598 1.2452
R3 1.2563 1.2524 1.2432
R2 1.2490 1.2490 1.2425
R1 1.2451 1.2451 1.2419 1.2470
PP 1.2416 1.2416 1.2416 1.2426
S1 1.2377 1.2377 1.2405 1.2397
S2 1.2343 1.2343 1.2399
S3 1.2269 1.2304 1.2392
S4 1.2196 1.2230 1.2372
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2957 1.2852 1.2493
R3 1.2782 1.2677 1.2445
R2 1.2608 1.2608 1.2429
R1 1.2503 1.2503 1.2413 1.2468
PP 1.2433 1.2433 1.2433 1.2416
S1 1.2328 1.2328 1.2382 1.2293
S2 1.2259 1.2259 1.2366
S3 1.2084 1.2154 1.2350
S4 1.1910 1.1979 1.2302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2538 1.2364 0.0175 1.4% 0.0079 0.6% 28% False False 2,074
10 1.2659 1.2347 0.0313 2.5% 0.0094 0.8% 21% False False 1,621
20 1.2659 1.2318 0.0342 2.8% 0.0100 0.8% 28% False False 1,437
40 1.2659 1.2032 0.0628 5.1% 0.0098 0.8% 61% False False 987
60 1.2659 1.1872 0.0788 6.3% 0.0083 0.7% 69% False False 963
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2767
2.618 1.2647
1.618 1.2574
1.000 1.2529
0.618 1.2500
HIGH 1.2455
0.618 1.2427
0.500 1.2418
0.382 1.2410
LOW 1.2382
0.618 1.2336
1.000 1.2308
1.618 1.2263
2.618 1.2189
4.250 1.2069
Fisher Pivots for day following 26-Feb-2018
Pivot 1 day 3 day
R1 1.2418 1.2411
PP 1.2416 1.2410
S1 1.2414 1.2409

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

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