CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 28-Feb-2018
Day Change Summary
Previous Current
27-Feb-2018 28-Feb-2018 Change Change % Previous Week
Open 1.2425 1.2333 -0.0092 -0.7% 1.2522
High 1.2445 1.2341 -0.0105 -0.8% 1.2538
Low 1.2322 1.2288 -0.0034 -0.3% 1.2364
Close 1.2337 1.2302 -0.0035 -0.3% 1.2398
Range 0.0124 0.0053 -0.0071 -57.1% 0.0175
ATR 0.0098 0.0095 -0.0003 -3.3% 0.0000
Volume 9,507 9,812 305 3.2% 8,191
Daily Pivots for day following 28-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2469 1.2439 1.2331
R3 1.2416 1.2386 1.2317
R2 1.2363 1.2363 1.2312
R1 1.2333 1.2333 1.2307 1.2321
PP 1.2310 1.2310 1.2310 1.2304
S1 1.2280 1.2280 1.2297 1.2268
S2 1.2257 1.2257 1.2292
S3 1.2204 1.2227 1.2287
S4 1.2151 1.2174 1.2273
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 1.2455 1.2288 0.0168 1.4% 0.0078 0.6% 9% False True 5,342
10 1.2659 1.2288 0.0372 3.0% 0.0097 0.8% 4% False True 3,387
20 1.2659 1.2288 0.0372 3.0% 0.0098 0.8% 4% False True 2,248
40 1.2659 1.2040 0.0619 5.0% 0.0099 0.8% 42% False False 1,457
60 1.2659 1.1872 0.0788 6.4% 0.0084 0.7% 55% False False 1,283
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 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2566
2.618 1.2479
1.618 1.2426
1.000 1.2394
0.618 1.2373
HIGH 1.2341
0.618 1.2320
0.500 1.2314
0.382 1.2308
LOW 1.2288
0.618 1.2255
1.000 1.2235
1.618 1.2202
2.618 1.2149
4.250 1.2062
Fisher Pivots for day following 28-Feb-2018
Pivot 1 day 3 day
R1 1.2314 1.2371
PP 1.2310 1.2348
S1 1.2306 1.2325

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

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