CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 05-Jun-2018
Day Change Summary
Previous Current
04-Jun-2018 05-Jun-2018 Change Change % Previous Week
Open 1.1758 1.1790 0.0032 0.3% 1.1788
High 1.1838 1.1824 -0.0015 -0.1% 1.1829
Low 1.1756 1.1745 -0.0011 -0.1% 1.1613
Close 1.1792 1.1806 0.0015 0.1% 1.1758
Range 0.0082 0.0079 -0.0004 -4.3% 0.0216
ATR 0.0092 0.0091 -0.0001 -1.1% 0.0000
Volume 19,732 10,376 -9,356 -47.4% 96,342
Daily Pivots for day following 05-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2027 1.1995 1.1849
R3 1.1949 1.1917 1.1828
R2 1.1870 1.1870 1.1820
R1 1.1838 1.1838 1.1813 1.1854
PP 1.1792 1.1792 1.1792 1.1800
S1 1.1760 1.1760 1.1799 1.1776
S2 1.1713 1.1713 1.1792
S3 1.1635 1.1681 1.1784
S4 1.1556 1.1603 1.1763
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 1.1618 0.0220 1.9% 0.0099 0.8% 85% False False 19,736
10 1.1934 1.1613 0.0321 2.7% 0.0104 0.9% 60% False False 15,816
20 1.2108 1.1613 0.0495 4.2% 0.0092 0.8% 39% False False 8,935
40 1.2557 1.1613 0.0944 8.0% 0.0082 0.7% 20% False False 4,858
60 1.2639 1.1613 0.1026 8.7% 0.0080 0.7% 19% False False 3,317
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 0.0021
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2157
2.618 1.2029
1.618 1.1951
1.000 1.1902
0.618 1.1872
HIGH 1.1824
0.618 1.1794
0.500 1.1784
0.382 1.1775
LOW 1.1745
0.618 1.1696
1.000 1.1667
1.618 1.1618
2.618 1.1539
4.250 1.1411
Fisher Pivots for day following 05-Jun-2018
Pivot 1 day 3 day
R1 1.1799 1.1796
PP 1.1792 1.1786
S1 1.1784 1.1776

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

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