CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 04-Jun-2018
Day Change Summary
Previous Current
01-Jun-2018 04-Jun-2018 Change Change % Previous Week
Open 1.1788 1.1758 -0.0030 -0.3% 1.1788
High 1.1813 1.1838 0.0026 0.2% 1.1829
Low 1.1714 1.1756 0.0042 0.4% 1.1613
Close 1.1758 1.1792 0.0034 0.3% 1.1758
Range 0.0099 0.0082 -0.0017 -16.8% 0.0216
ATR 0.0093 0.0092 -0.0001 -0.8% 0.0000
Volume 26,106 19,732 -6,374 -24.4% 96,342
Daily Pivots for day following 04-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2041 1.1998 1.1837
R3 1.1959 1.1916 1.1814
R2 1.1877 1.1877 1.1807
R1 1.1834 1.1834 1.1799 1.1856
PP 1.1795 1.1795 1.1795 1.1806
S1 1.1752 1.1752 1.1784 1.1774
S2 1.1713 1.1713 1.1776
S3 1.1631 1.1670 1.1769
S4 1.1549 1.1588 1.1746
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2381 1.2286 1.1877
R3 1.2165 1.2070 1.1817
R2 1.1949 1.1949 1.1798
R1 1.1854 1.1854 1.1778 1.1794
PP 1.1733 1.1733 1.1733 1.1703
S1 1.1638 1.1638 1.1738 1.1578
S2 1.1517 1.1517 1.1718
S3 1.1301 1.1422 1.1699
S4 1.1085 1.1206 1.1639
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1838 1.1613 0.0225 1.9% 0.0127 1.1% 79% True False 23,214
10 1.1934 1.1613 0.0321 2.7% 0.0104 0.9% 56% False False 15,030
20 1.2108 1.1613 0.0495 4.2% 0.0092 0.8% 36% False False 8,453
40 1.2557 1.1613 0.0944 8.0% 0.0082 0.7% 19% False False 4,604
60 1.2639 1.1613 0.1026 8.7% 0.0080 0.7% 17% False False 3,145
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2187
2.618 1.2053
1.618 1.1971
1.000 1.1920
0.618 1.1889
HIGH 1.1838
0.618 1.1807
0.500 1.1797
0.382 1.1787
LOW 1.1756
0.618 1.1705
1.000 1.1674
1.618 1.1623
2.618 1.1541
4.250 1.1408
Fisher Pivots for day following 04-Jun-2018
Pivot 1 day 3 day
R1 1.1797 1.1786
PP 1.1795 1.1781
S1 1.1793 1.1776

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

View Archives - Comment on this page... - Back to Index of Symbols