CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 18-Apr-2018
Day Change Summary
Previous Current
17-Apr-2018 18-Apr-2018 Change Change % Previous Week
Open 1.2435 1.2429 -0.0006 0.0% 1.2338
High 1.2469 1.2451 -0.0018 -0.1% 1.2458
Low 1.2390 1.2395 0.0005 0.0% 1.2322
Close 1.2422 1.2431 0.0009 0.1% 1.2389
Range 0.0079 0.0056 -0.0023 -28.7% 0.0137
ATR 0.0078 0.0077 -0.0002 -2.0% 0.0000
Volume 191,809 194,067 2,258 1.2% 946,117
Daily Pivots for day following 18-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2594 1.2568 1.2461
R3 1.2538 1.2512 1.2446
R2 1.2482 1.2482 1.2441
R1 1.2456 1.2456 1.2436 1.2469
PP 1.2426 1.2426 1.2426 1.2432
S1 1.2400 1.2400 1.2425 1.2413
S2 1.2370 1.2370 1.2420
S3 1.2314 1.2344 1.2415
S4 1.2258 1.2288 1.2400
Weekly Pivots for week ending 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2799 1.2731 1.2464
R3 1.2663 1.2594 1.2427
R2 1.2526 1.2526 1.2414
R1 1.2458 1.2458 1.2402 1.2492
PP 1.2390 1.2390 1.2390 1.2407
S1 1.2321 1.2321 1.2376 1.2355
S2 1.2253 1.2253 1.2364
S3 1.2117 1.2185 1.2351
S4 1.1980 1.2048 1.2314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2469 1.2357 0.0112 0.9% 0.0065 0.5% 66% False False 180,846
10 1.2469 1.2277 0.0192 1.5% 0.0067 0.5% 80% False False 192,299
20 1.2554 1.2277 0.0277 2.2% 0.0078 0.6% 56% False False 198,384
40 1.2554 1.2254 0.0300 2.4% 0.0081 0.7% 59% False False 138,839
60 1.2659 1.2254 0.0405 3.3% 0.0091 0.7% 44% False False 92,936
80 1.2659 1.1968 0.0692 5.6% 0.0088 0.7% 67% False False 69,808
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2689
2.618 1.2598
1.618 1.2542
1.000 1.2507
0.618 1.2486
HIGH 1.2451
0.618 1.2430
0.500 1.2423
0.382 1.2416
LOW 1.2395
0.618 1.2360
1.000 1.2339
1.618 1.2304
2.618 1.2248
4.250 1.2157
Fisher Pivots for day following 18-Apr-2018
Pivot 1 day 3 day
R1 1.2428 1.2429
PP 1.2426 1.2427
S1 1.2423 1.2425

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

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