CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 29-May-2018
Day Change Summary
Previous Current
25-May-2018 29-May-2018 Change Change % Previous Week
Open 1.1738 1.1705 -0.0034 -0.3% 1.1789
High 1.1752 1.1746 -0.0007 -0.1% 1.1852
Low 1.1663 1.1526 -0.0137 -1.2% 1.1663
Close 1.1680 1.1548 -0.0132 -1.1% 1.1680
Range 0.0089 0.0220 0.0131 146.6% 0.0189
ATR 0.0083 0.0093 0.0010 11.7% 0.0000
Volume 363,578 731,721 368,143 101.3% 1,659,652
Daily Pivots for day following 29-May-2018
Classic Woodie Camarilla DeMark
R4 1.2265 1.2126 1.1669
R3 1.2046 1.1907 1.1608
R2 1.1826 1.1826 1.1588
R1 1.1687 1.1687 1.1568 1.1647
PP 1.1607 1.1607 1.1607 1.1586
S1 1.1468 1.1468 1.1528 1.1427
S2 1.1387 1.1387 1.1508
S3 1.1168 1.1248 1.1488
S4 1.0948 1.1029 1.1427
Weekly Pivots for week ending 25-May-2018
Classic Woodie Camarilla DeMark
R4 1.2299 1.2178 1.1783
R3 1.2110 1.1989 1.1731
R2 1.1921 1.1921 1.1714
R1 1.1800 1.1800 1.1697 1.1766
PP 1.1732 1.1732 1.1732 1.1714
S1 1.1611 1.1611 1.1662 1.1577
S2 1.1543 1.1543 1.1645
S3 1.1354 1.1422 1.1628
S4 1.1165 1.1233 1.1576
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1852 1.1526 0.0326 2.8% 0.0111 1.0% 7% False True 425,260
10 1.1966 1.1526 0.0440 3.8% 0.0098 0.8% 5% False True 364,525
20 1.2126 1.1526 0.0600 5.2% 0.0092 0.8% 4% False True 308,016
40 1.2469 1.1526 0.0943 8.2% 0.0083 0.7% 2% False True 259,694
60 1.2554 1.1526 0.1028 8.9% 0.0085 0.7% 2% False True 226,557
80 1.2659 1.1526 0.1133 9.8% 0.0088 0.8% 2% False True 170,640
100 1.2659 1.1526 0.1133 9.8% 0.0091 0.8% 2% False True 136,646
120 1.2659 1.1526 0.1133 9.8% 0.0085 0.7% 2% False True 114,035
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 126 trading days
Fibonacci Retracements and Extensions
4.250 1.2678
2.618 1.2320
1.618 1.2101
1.000 1.1965
0.618 1.1881
HIGH 1.1746
0.618 1.1662
0.500 1.1636
0.382 1.1610
LOW 1.1526
0.618 1.1390
1.000 1.1307
1.618 1.1171
2.618 1.0951
4.250 1.0593
Fisher Pivots for day following 29-May-2018
Pivot 1 day 3 day
R1 1.1636 1.1647
PP 1.1607 1.1614
S1 1.1577 1.1581

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

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