CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 07-Jun-2018
Day Change Summary
Previous Current
06-Jun-2018 07-Jun-2018 Change Change % Previous Week
Open 1.1726 1.1785 0.0059 0.5% 1.1705
High 1.1805 1.1848 0.0043 0.4% 1.1746
Low 1.1723 1.1782 0.0059 0.5% 1.1526
Close 1.1778 1.1815 0.0037 0.3% 1.1675
Range 0.0082 0.0067 -0.0016 -18.9% 0.0220
ATR 0.0094 0.0092 -0.0002 -1.8% 0.0000
Volume 328,571 299,866 -28,705 -8.7% 1,995,084
Daily Pivots for day following 07-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2014 1.1981 1.1851
R3 1.1948 1.1914 1.1833
R2 1.1881 1.1881 1.1827
R1 1.1848 1.1848 1.1821 1.1865
PP 1.1815 1.1815 1.1815 1.1823
S1 1.1781 1.1781 1.1808 1.1798
S2 1.1748 1.1748 1.1802
S3 1.1682 1.1715 1.1796
S4 1.1615 1.1648 1.1778
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 1.1848 1.1628 0.0220 1.9% 0.0083 0.7% 85% True False 300,912
10 1.1848 1.1526 0.0322 2.7% 0.0102 0.9% 90% True False 382,468
20 1.2025 1.1526 0.0499 4.2% 0.0094 0.8% 58% False False 341,156
40 1.2469 1.1526 0.0943 8.0% 0.0087 0.7% 31% False False 285,173
60 1.2554 1.1526 0.1028 8.7% 0.0086 0.7% 28% False False 261,064
80 1.2659 1.1526 0.1133 9.6% 0.0088 0.7% 25% False False 200,783
100 1.2659 1.1526 0.1133 9.6% 0.0091 0.8% 25% False False 160,828
120 1.2659 1.1526 0.1133 9.6% 0.0088 0.7% 25% False False 134,150
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0018
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2131
2.618 1.2022
1.618 1.1956
1.000 1.1915
0.618 1.1889
HIGH 1.1848
0.618 1.1823
0.500 1.1815
0.382 1.1807
LOW 1.1782
0.618 1.1740
1.000 1.1715
1.618 1.1674
2.618 1.1607
4.250 1.1499
Fisher Pivots for day following 07-Jun-2018
Pivot 1 day 3 day
R1 1.1815 1.1795
PP 1.1815 1.1775
S1 1.1815 1.1755

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

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