CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 18-May-2018
Day Change Summary
Previous Current
17-May-2018 18-May-2018 Change Change % Previous Week
Open 1.1835 1.1820 -0.0015 -0.1% 1.1978
High 1.1862 1.1846 -0.0016 -0.1% 1.2025
Low 1.1801 1.1773 -0.0029 -0.2% 1.1773
Close 1.1823 1.1797 -0.0026 -0.2% 1.1797
Range 0.0061 0.0074 0.0013 20.5% 0.0253
ATR 0.0084 0.0083 -0.0001 -0.9% 0.0000
Volume 283,482 257,054 -26,428 -9.3% 1,455,801
Daily Pivots for day following 18-May-2018
Classic Woodie Camarilla DeMark
R4 1.2026 1.1985 1.1837
R3 1.1952 1.1911 1.1817
R2 1.1879 1.1879 1.1810
R1 1.1838 1.1838 1.1804 1.1822
PP 1.1805 1.1805 1.1805 1.1797
S1 1.1764 1.1764 1.1790 1.1748
S2 1.1732 1.1732 1.1784
S3 1.1658 1.1691 1.1777
S4 1.1585 1.1617 1.1757
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 1.2622 1.2462 1.1936
R3 1.2370 1.2210 1.1866
R2 1.2117 1.2117 1.1843
R1 1.1957 1.1957 1.1820 1.1911
PP 1.1865 1.1865 1.1865 1.1842
S1 1.1705 1.1705 1.1774 1.1659
S2 1.1612 1.1612 1.1751
S3 1.1360 1.1452 1.1728
S4 1.1107 1.1200 1.1658
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2025 1.1773 0.0253 2.1% 0.0083 0.7% 10% False True 291,160
10 1.2025 1.1773 0.0253 2.1% 0.0085 0.7% 10% False True 272,516
20 1.2339 1.1773 0.0567 4.8% 0.0085 0.7% 4% False True 262,215
40 1.2554 1.1773 0.0781 6.6% 0.0081 0.7% 3% False True 228,958
60 1.2554 1.1773 0.0781 6.6% 0.0083 0.7% 3% False True 187,310
80 1.2659 1.1773 0.0887 7.5% 0.0089 0.8% 3% False True 140,817
100 1.2659 1.1773 0.0887 7.5% 0.0088 0.7% 3% False True 112,750
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2158
2.618 1.2038
1.618 1.1965
1.000 1.1920
0.618 1.1891
HIGH 1.1846
0.618 1.1818
0.500 1.1809
0.382 1.1801
LOW 1.1773
0.618 1.1727
1.000 1.1699
1.618 1.1654
2.618 1.1580
4.250 1.1460
Fisher Pivots for day following 18-May-2018
Pivot 1 day 3 day
R1 1.1809 1.1827
PP 1.1805 1.1817
S1 1.1801 1.1807

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

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