CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 01-Jun-2018
Day Change Summary
Previous Current
31-May-2018 01-Jun-2018 Change Change % Previous Week
Open 1.1680 1.1705 0.0026 0.2% 1.1705
High 1.1738 1.1730 -0.0009 -0.1% 1.1746
Low 1.1653 1.1628 -0.0025 -0.2% 1.1526
Close 1.1701 1.1675 -0.0026 -0.2% 1.1675
Range 0.0085 0.0102 0.0017 19.4% 0.0220
ATR 0.0097 0.0097 0.0000 0.3% 0.0000
Volume 411,583 347,073 -64,510 -15.7% 1,995,084
Daily Pivots for day following 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.1982 1.1930 1.1731
R3 1.1881 1.1829 1.1703
R2 1.1779 1.1779 1.1694
R1 1.1727 1.1727 1.1684 1.1702
PP 1.1678 1.1678 1.1678 1.1665
S1 1.1626 1.1626 1.1666 1.1601
S2 1.1576 1.1576 1.1656
S3 1.1475 1.1524 1.1647
S4 1.1373 1.1423 1.1619
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2307 1.2211 1.1796
R3 1.2088 1.1991 1.1735
R2 1.1868 1.1868 1.1715
R1 1.1772 1.1772 1.1695 1.1710
PP 1.1649 1.1649 1.1649 1.1618
S1 1.1552 1.1552 1.1655 1.1491
S2 1.1429 1.1429 1.1635
S3 1.1210 1.1333 1.1615
S4 1.0990 1.1113 1.1554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1752 1.1526 0.0226 1.9% 0.0131 1.1% 66% False False 471,732
10 1.1852 1.1526 0.0326 2.8% 0.0105 0.9% 46% False False 391,179
20 1.2031 1.1526 0.0505 4.3% 0.0096 0.8% 30% False False 332,442
40 1.2469 1.1526 0.0943 8.1% 0.0087 0.7% 16% False False 276,748
60 1.2554 1.1526 0.1028 8.8% 0.0087 0.7% 15% False False 247,090
80 1.2659 1.1526 0.1133 9.7% 0.0088 0.8% 13% False False 186,394
100 1.2659 1.1526 0.1133 9.7% 0.0092 0.8% 13% False False 149,273
120 1.2659 1.1526 0.1133 9.7% 0.0087 0.7% 13% False False 124,553
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2161
2.618 1.1995
1.618 1.1894
1.000 1.1831
0.618 1.1792
HIGH 1.1730
0.618 1.1691
0.500 1.1679
0.382 1.1667
LOW 1.1628
0.618 1.1565
1.000 1.1527
1.618 1.1464
2.618 1.1362
4.250 1.1197
Fisher Pivots for day following 01-Jun-2018
Pivot 1 day 3 day
R1 1.1679 1.1662
PP 1.1678 1.1649
S1 1.1676 1.1636

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

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