CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 16-Mar-2018
Day Change Summary
Previous Current
15-Mar-2018 16-Mar-2018 Change Change % Previous Week
Open 1.2461 1.2392 -0.0069 -0.5% 1.2399
High 1.2474 1.2424 -0.0050 -0.4% 1.2504
Low 1.2390 1.2347 -0.0043 -0.3% 1.2347
Close 1.2394 1.2371 -0.0023 -0.2% 1.2371
Range 0.0084 0.0077 -0.0007 -8.3% 0.0157
ATR 0.0089 0.0088 -0.0001 -1.0% 0.0000
Volume 234,370 329,944 95,574 40.8% 974,224
Daily Pivots for day following 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2612 1.2568 1.2413
R3 1.2535 1.2491 1.2392
R2 1.2458 1.2458 1.2385
R1 1.2414 1.2414 1.2378 1.2398
PP 1.2381 1.2381 1.2381 1.2372
S1 1.2337 1.2337 1.2364 1.2321
S2 1.2304 1.2304 1.2357
S3 1.2227 1.2260 1.2350
S4 1.2150 1.2183 1.2329
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2878 1.2782 1.2457
R3 1.2721 1.2625 1.2414
R2 1.2564 1.2564 1.2400
R1 1.2468 1.2468 1.2385 1.2438
PP 1.2407 1.2407 1.2407 1.2392
S1 1.2311 1.2311 1.2357 1.2281
S2 1.2250 1.2250 1.2342
S3 1.2093 1.2154 1.2328
S4 1.1936 1.1997 1.2285
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2504 1.2347 0.0157 1.3% 0.0075 0.6% 15% False True 194,844
10 1.2547 1.2347 0.0200 1.6% 0.0082 0.7% 12% False True 112,011
20 1.2659 1.2254 0.0405 3.3% 0.0088 0.7% 29% False False 58,239
40 1.2659 1.2254 0.0405 3.3% 0.0095 0.8% 29% False False 29,632
60 1.2659 1.1934 0.0726 5.9% 0.0089 0.7% 60% False False 19,896
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2751
2.618 1.2626
1.618 1.2549
1.000 1.2501
0.618 1.2472
HIGH 1.2424
0.618 1.2395
0.500 1.2386
0.382 1.2376
LOW 1.2347
0.618 1.2299
1.000 1.2270
1.618 1.2222
2.618 1.2145
4.250 1.2020
Fisher Pivots for day following 16-Mar-2018
Pivot 1 day 3 day
R1 1.2386 1.2426
PP 1.2381 1.2407
S1 1.2376 1.2389

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

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