CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 09-Apr-2018
Day Change Summary
Previous Current
06-Apr-2018 09-Apr-2018 Change Change % Previous Week
Open 1.2303 1.2338 0.0035 0.3% 1.2388
High 1.2354 1.2393 0.0039 0.3% 1.2414
Low 1.2277 1.2322 0.0045 0.4% 1.2277
Close 1.2349 1.2383 0.0035 0.3% 1.2349
Range 0.0078 0.0072 -0.0006 -7.7% 0.0138
ATR 0.0086 0.0085 -0.0001 -1.2% 0.0000
Volume 216,056 188,055 -28,001 -13.0% 898,119
Daily Pivots for day following 09-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2580 1.2553 1.2422
R3 1.2509 1.2482 1.2403
R2 1.2437 1.2437 1.2396
R1 1.2410 1.2410 1.2390 1.2424
PP 1.2366 1.2366 1.2366 1.2373
S1 1.2339 1.2339 1.2376 1.2352
S2 1.2294 1.2294 1.2370
S3 1.2223 1.2267 1.2363
S4 1.2151 1.2196 1.2344
Weekly Pivots for week ending 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2759 1.2691 1.2424
R3 1.2621 1.2554 1.2386
R2 1.2484 1.2484 1.2374
R1 1.2416 1.2416 1.2361 1.2381
PP 1.2346 1.2346 1.2346 1.2329
S1 1.2279 1.2279 1.2336 1.2244
S2 1.2209 1.2209 1.2323
S3 1.2071 1.2141 1.2311
S4 1.1934 1.2004 1.2273
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2404 1.2277 0.0127 1.0% 0.0073 0.6% 84% False False 197,062
10 1.2554 1.2277 0.0277 2.2% 0.0082 0.7% 38% False False 196,131
20 1.2554 1.2277 0.0277 2.2% 0.0085 0.7% 38% False False 202,253
40 1.2659 1.2254 0.0405 3.3% 0.0088 0.7% 32% False False 106,041
60 1.2659 1.2051 0.0609 4.9% 0.0096 0.8% 55% False False 71,013
80 1.2659 1.1872 0.0788 6.4% 0.0088 0.7% 65% False False 53,503
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2697
2.618 1.2580
1.618 1.2509
1.000 1.2465
0.618 1.2437
HIGH 1.2393
0.618 1.2366
0.500 1.2357
0.382 1.2349
LOW 1.2322
0.618 1.2277
1.000 1.2250
1.618 1.2206
2.618 1.2134
4.250 1.2018
Fisher Pivots for day following 09-Apr-2018
Pivot 1 day 3 day
R1 1.2374 1.2367
PP 1.2366 1.2351
S1 1.2357 1.2335

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

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