CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 10-Apr-2018
Day Change Summary
Previous Current
09-Apr-2018 10-Apr-2018 Change Change % Previous Week
Open 1.2338 1.2384 0.0046 0.4% 1.2388
High 1.2393 1.2439 0.0046 0.4% 1.2414
Low 1.2322 1.2363 0.0042 0.3% 1.2277
Close 1.2383 1.2421 0.0038 0.3% 1.2349
Range 0.0072 0.0076 0.0004 5.6% 0.0138
ATR 0.0085 0.0084 -0.0001 -0.8% 0.0000
Volume 188,055 228,800 40,745 21.7% 898,119
Daily Pivots for day following 10-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2634 1.2603 1.2463
R3 1.2559 1.2528 1.2442
R2 1.2483 1.2483 1.2435
R1 1.2452 1.2452 1.2428 1.2468
PP 1.2408 1.2408 1.2408 1.2415
S1 1.2377 1.2377 1.2414 1.2392
S2 1.2332 1.2332 1.2407
S3 1.2257 1.2301 1.2400
S4 1.2181 1.2226 1.2379
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 1.2439 1.2277 0.0162 1.3% 0.0071 0.6% 89% True False 200,118
10 1.2554 1.2277 0.0277 2.2% 0.0079 0.6% 52% False False 197,431
20 1.2554 1.2277 0.0277 2.2% 0.0086 0.7% 52% False False 209,987
40 1.2659 1.2254 0.0405 3.3% 0.0088 0.7% 41% False False 111,727
60 1.2659 1.2156 0.0503 4.0% 0.0095 0.8% 53% False False 74,822
80 1.2659 1.1887 0.0772 6.2% 0.0088 0.7% 69% False False 56,359
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2759
2.618 1.2636
1.618 1.2561
1.000 1.2514
0.618 1.2485
HIGH 1.2439
0.618 1.2410
0.500 1.2401
0.382 1.2392
LOW 1.2363
0.618 1.2316
1.000 1.2288
1.618 1.2241
2.618 1.2165
4.250 1.2042
Fisher Pivots for day following 10-Apr-2018
Pivot 1 day 3 day
R1 1.2414 1.2400
PP 1.2408 1.2379
S1 1.2401 1.2358

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

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