CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 30-Apr-2018
Day Change Summary
Previous Current
27-Apr-2018 30-Apr-2018 Change Change % Previous Week
Open 1.2146 1.2170 0.0024 0.2% 1.2330
High 1.2179 1.2181 0.0002 0.0% 1.2339
Low 1.2098 1.2106 0.0009 0.1% 1.2098
Close 1.2164 1.2123 -0.0041 -0.3% 1.2164
Range 0.0082 0.0075 -0.0007 -8.6% 0.0242
ATR 0.0081 0.0081 0.0000 -0.6% 0.0000
Volume 265,280 222,888 -42,392 -16.0% 1,252,470
Daily Pivots for day following 30-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2360 1.2316 1.2164
R3 1.2286 1.2242 1.2143
R2 1.2211 1.2211 1.2137
R1 1.2167 1.2167 1.2130 1.2152
PP 1.2137 1.2137 1.2137 1.2129
S1 1.2093 1.2093 1.2116 1.2077
S2 1.2062 1.2062 1.2109
S3 1.1988 1.2018 1.2103
S4 1.1913 1.1944 1.2082
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2925 1.2786 1.2297
R3 1.2683 1.2544 1.2230
R2 1.2442 1.2442 1.2208
R1 1.2303 1.2303 1.2186 1.2252
PP 1.2200 1.2200 1.2200 1.2175
S1 1.2061 1.2061 1.2142 1.2010
S2 1.1959 1.1959 1.2120
S3 1.1717 1.1820 1.2098
S4 1.1476 1.1578 1.2031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2294 1.2098 0.0196 1.6% 0.0083 0.7% 13% False False 250,231
10 1.2469 1.2098 0.0371 3.1% 0.0082 0.7% 7% False False 230,741
20 1.2469 1.2098 0.0371 3.1% 0.0075 0.6% 7% False False 211,373
40 1.2554 1.2098 0.0456 3.8% 0.0082 0.7% 6% False False 185,827
60 1.2659 1.2098 0.0562 4.6% 0.0087 0.7% 5% False False 124,849
80 1.2659 1.2040 0.0619 5.1% 0.0091 0.8% 13% False False 93,804
100 1.2659 1.1872 0.0788 6.5% 0.0084 0.7% 32% False False 75,238
Crabel Price Patterns
NR True
NR4 True
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 0.0022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2497
2.618 1.2376
1.618 1.2301
1.000 1.2255
0.618 1.2227
HIGH 1.2181
0.618 1.2152
0.500 1.2143
0.382 1.2134
LOW 1.2106
0.618 1.2060
1.000 1.2032
1.618 1.1985
2.618 1.1911
4.250 1.1789
Fisher Pivots for day following 30-Apr-2018
Pivot 1 day 3 day
R1 1.2143 1.2176
PP 1.2137 1.2159
S1 1.2130 1.2141

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

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