CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 26-Mar-2018
Day Change Summary
Previous Current
23-Mar-2018 26-Mar-2018 Change Change % Previous Week
Open 1.2386 1.2437 0.0051 0.4% 1.2376
High 1.2454 1.2540 0.0087 0.7% 1.2468
Low 1.2385 1.2431 0.0046 0.4% 1.2324
Close 1.2447 1.2534 0.0088 0.7% 1.2447
Range 0.0069 0.0109 0.0041 59.1% 0.0144
ATR 0.0091 0.0093 0.0001 1.4% 0.0000
Volume 185,899 215,794 29,895 16.1% 1,109,527
Daily Pivots for day following 26-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2829 1.2790 1.2594
R3 1.2720 1.2681 1.2564
R2 1.2611 1.2611 1.2554
R1 1.2572 1.2572 1.2544 1.2592
PP 1.2502 1.2502 1.2502 1.2511
S1 1.2463 1.2463 1.2524 1.2483
S2 1.2393 1.2393 1.2514
S3 1.2284 1.2354 1.2504
S4 1.2175 1.2245 1.2474
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2845 1.2790 1.2526
R3 1.2701 1.2646 1.2486
R2 1.2557 1.2557 1.2473
R1 1.2502 1.2502 1.2460 1.2529
PP 1.2413 1.2413 1.2413 1.2426
S1 1.2358 1.2358 1.2433 1.2385
S2 1.2269 1.2269 1.2420
S3 1.2125 1.2214 1.2407
S4 1.1981 1.2070 1.2367
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2540 1.2324 0.0217 1.7% 0.0101 0.8% 97% True False 219,129
10 1.2540 1.2324 0.0217 1.7% 0.0093 0.7% 97% True False 222,542
20 1.2547 1.2254 0.0293 2.3% 0.0090 0.7% 96% False False 123,927
40 1.2659 1.2254 0.0405 3.2% 0.0095 0.8% 69% False False 62,682
60 1.2659 1.2032 0.0628 5.0% 0.0095 0.8% 80% False False 41,967
80 1.2659 1.1872 0.0788 6.3% 0.0085 0.7% 84% False False 31,704
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3003
2.618 1.2825
1.618 1.2716
1.000 1.2649
0.618 1.2607
HIGH 1.2540
0.618 1.2498
0.500 1.2486
0.382 1.2473
LOW 1.2431
0.618 1.2364
1.000 1.2322
1.618 1.2255
2.618 1.2146
4.250 1.1968
Fisher Pivots for day following 26-Mar-2018
Pivot 1 day 3 day
R1 1.2518 1.2507
PP 1.2502 1.2480
S1 1.2486 1.2452

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

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