CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 29-Mar-2018
Day Change Summary
Previous Current
28-Mar-2018 29-Mar-2018 Change Change % Previous Week
Open 1.2478 1.2380 -0.0099 -0.8% 1.2376
High 1.2492 1.2404 -0.0088 -0.7% 1.2468
Low 1.2369 1.2352 -0.0017 -0.1% 1.2324
Close 1.2381 1.2359 -0.0023 -0.2% 1.2447
Range 0.0123 0.0052 -0.0071 -57.7% 0.0144
ATR 0.0096 0.0093 -0.0003 -3.3% 0.0000
Volume 228,413 191,994 -36,419 -15.9% 1,109,527
Daily Pivots for day following 29-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2528 1.2495 1.2387
R3 1.2476 1.2443 1.2373
R2 1.2424 1.2424 1.2368
R1 1.2391 1.2391 1.2363 1.2381
PP 1.2372 1.2372 1.2372 1.2367
S1 1.2339 1.2339 1.2354 1.2329
S2 1.2320 1.2320 1.2349
S3 1.2268 1.2287 1.2344
S4 1.2216 1.2235 1.2330
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 1.2554 1.2352 0.0202 1.6% 0.0092 0.7% 3% False True 212,207
10 1.2554 1.2324 0.0230 1.9% 0.0096 0.8% 15% False False 231,460
20 1.2554 1.2324 0.0230 1.9% 0.0090 0.7% 15% False False 155,580
40 1.2659 1.2254 0.0405 3.3% 0.0095 0.8% 26% False False 79,082
60 1.2659 1.2040 0.0619 5.0% 0.0096 0.8% 51% False False 52,938
80 1.2659 1.1872 0.0788 6.4% 0.0086 0.7% 62% False False 39,944
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 24 trading days
Fibonacci Retracements and Extensions
4.250 1.2625
2.618 1.2540
1.618 1.2488
1.000 1.2456
0.618 1.2436
HIGH 1.2404
0.618 1.2384
0.500 1.2378
0.382 1.2372
LOW 1.2352
0.618 1.2320
1.000 1.2300
1.618 1.2268
2.618 1.2216
4.250 1.2131
Fisher Pivots for day following 29-Mar-2018
Pivot 1 day 3 day
R1 1.2378 1.2453
PP 1.2372 1.2421
S1 1.2365 1.2390

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

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