CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 11-Apr-2018
Day Change Summary
Previous Current
10-Apr-2018 11-Apr-2018 Change Change % Previous Week
Open 1.2384 1.2414 0.0030 0.2% 1.2388
High 1.2439 1.2458 0.0020 0.2% 1.2414
Low 1.2363 1.2407 0.0044 0.4% 1.2277
Close 1.2421 1.2423 0.0002 0.0% 1.2349
Range 0.0076 0.0051 -0.0025 -32.5% 0.0138
ATR 0.0084 0.0082 -0.0002 -2.8% 0.0000
Volume 228,800 187,587 -41,213 -18.0% 898,119
Daily Pivots for day following 11-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2582 1.2553 1.2451
R3 1.2531 1.2502 1.2437
R2 1.2480 1.2480 1.2432
R1 1.2451 1.2451 1.2427 1.2466
PP 1.2429 1.2429 1.2429 1.2436
S1 1.2400 1.2400 1.2418 1.2415
S2 1.2378 1.2378 1.2413
S3 1.2327 1.2349 1.2408
S4 1.2276 1.2298 1.2394
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 1.2458 1.2277 0.0182 1.5% 0.0070 0.6% 80% True False 203,753
10 1.2492 1.2277 0.0215 1.7% 0.0073 0.6% 68% False False 192,296
20 1.2554 1.2277 0.0277 2.2% 0.0083 0.7% 53% False False 212,844
40 1.2659 1.2254 0.0405 3.3% 0.0088 0.7% 42% False False 116,393
60 1.2659 1.2254 0.0405 3.3% 0.0093 0.8% 42% False False 77,931
80 1.2659 1.1906 0.0754 6.1% 0.0088 0.7% 69% False False 58,639
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 0.0019
Narrowest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 1.2675
2.618 1.2592
1.618 1.2541
1.000 1.2509
0.618 1.2490
HIGH 1.2458
0.618 1.2439
0.500 1.2433
0.382 1.2426
LOW 1.2407
0.618 1.2375
1.000 1.2356
1.618 1.2324
2.618 1.2273
4.250 1.2190
Fisher Pivots for day following 11-Apr-2018
Pivot 1 day 3 day
R1 1.2433 1.2412
PP 1.2429 1.2401
S1 1.2426 1.2390

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

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