CME Euro FX (E) Future June 2018


Trading Metrics calculated at close of trading on 13-Jun-2018
Day Change Summary
Previous Current
12-Jun-2018 13-Jun-2018 Change Change % Previous Week
Open 1.1786 1.1750 -0.0037 -0.3% 1.1673
High 1.1815 1.1806 -0.0009 -0.1% 1.1848
Low 1.1738 1.1730 -0.0008 -0.1% 1.1663
Close 1.1755 1.1778 0.0023 0.2% 1.1777
Range 0.0077 0.0076 -0.0001 -1.3% 0.0186
ATR 0.0088 0.0087 -0.0001 -1.0% 0.0000
Volume 327,959 457,432 129,473 39.5% 1,428,439
Daily Pivots for day following 13-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.1999 1.1964 1.1819
R3 1.1923 1.1888 1.1798
R2 1.1847 1.1847 1.1791
R1 1.1812 1.1812 1.1784 1.1830
PP 1.1771 1.1771 1.1771 1.1780
S1 1.1736 1.1736 1.1771 1.1754
S2 1.1695 1.1695 1.1764
S3 1.1619 1.1660 1.1757
S4 1.1543 1.1584 1.1736
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2319 1.2233 1.1879
R3 1.2133 1.2048 1.1828
R2 1.1948 1.1948 1.1811
R1 1.1862 1.1862 1.1794 1.1905
PP 1.1762 1.1762 1.1762 1.1784
S1 1.1677 1.1677 1.1759 1.1720
S2 1.1577 1.1577 1.1742
S3 1.1391 1.1491 1.1725
S4 1.1206 1.1306 1.1674
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1848 1.1730 0.0119 1.0% 0.0071 0.6% 41% False True 316,842
10 1.1848 1.1628 0.0220 1.9% 0.0078 0.7% 68% False False 320,049
20 1.1882 1.1526 0.0356 3.0% 0.0090 0.8% 71% False False 350,939
40 1.2453 1.1526 0.0927 7.9% 0.0088 0.7% 27% False False 299,528
60 1.2554 1.1526 0.1028 8.7% 0.0085 0.7% 24% False False 265,814
80 1.2554 1.1526 0.1028 8.7% 0.0085 0.7% 24% False False 216,776
100 1.2659 1.1526 0.1133 9.6% 0.0090 0.8% 22% False False 173,634
120 1.2659 1.1526 0.1133 9.6% 0.0088 0.7% 22% False False 144,768
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2129
2.618 1.2004
1.618 1.1928
1.000 1.1882
0.618 1.1852
HIGH 1.1806
0.618 1.1776
0.500 1.1768
0.382 1.1759
LOW 1.1730
0.618 1.1683
1.000 1.1654
1.618 1.1607
2.618 1.1531
4.250 1.1407
Fisher Pivots for day following 13-Jun-2018
Pivot 1 day 3 day
R1 1.1774 1.1778
PP 1.1771 1.1778
S1 1.1768 1.1778

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

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