CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 30-May-2018
Day Change Summary
Previous Current
29-May-2018 30-May-2018 Change Change % Previous Week
Open 1.1705 1.1558 -0.0147 -1.3% 1.1789
High 1.1746 1.1692 -0.0054 -0.5% 1.1852
Low 1.1526 1.1534 0.0008 0.1% 1.1663
Close 1.1548 1.1668 0.0120 1.0% 1.1680
Range 0.0220 0.0158 -0.0062 -28.0% 0.0189
ATR 0.0093 0.0098 0.0005 5.0% 0.0000
Volume 731,721 504,707 -227,014 -31.0% 1,659,652
Daily Pivots for day following 30-May-2018
Classic Woodie Camarilla DeMark
R4 1.2105 1.2045 1.1755
R3 1.1947 1.1887 1.1711
R2 1.1789 1.1789 1.1697
R1 1.1729 1.1729 1.1682 1.1759
PP 1.1631 1.1631 1.1631 1.1646
S1 1.1571 1.1571 1.1654 1.1601
S2 1.1473 1.1473 1.1639
S3 1.1315 1.1413 1.1625
S4 1.1157 1.1255 1.1581
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 1.1811 1.1526 0.0285 2.4% 0.0128 1.1% 50% False False 467,876
10 1.1882 1.1526 0.0356 3.0% 0.0102 0.9% 40% False False 381,830
20 1.2071 1.1526 0.0545 4.7% 0.0094 0.8% 26% False False 323,834
40 1.2469 1.1526 0.0943 8.1% 0.0085 0.7% 15% False False 266,974
60 1.2554 1.1526 0.1028 8.8% 0.0086 0.7% 14% False False 234,879
80 1.2659 1.1526 0.1133 9.7% 0.0089 0.8% 13% False False 176,930
100 1.2659 1.1526 0.1133 9.7% 0.0092 0.8% 13% False False 141,691
120 1.2659 1.1526 0.1133 9.7% 0.0086 0.7% 13% False False 118,240
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2363
2.618 1.2105
1.618 1.1947
1.000 1.1850
0.618 1.1789
HIGH 1.1692
0.618 1.1631
0.500 1.1613
0.382 1.1594
LOW 1.1534
0.618 1.1436
1.000 1.1376
1.618 1.1278
2.618 1.1120
4.250 1.0862
Fisher Pivots for day following 30-May-2018
Pivot 1 day 3 day
R1 1.1650 1.1658
PP 1.1631 1.1649
S1 1.1613 1.1639

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

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