CME Euro FX (E) Future September 2018


Trading Metrics calculated at close of trading on 26-Jun-2018
Day Change Summary
Previous Current
25-Jun-2018 26-Jun-2018 Change Change % Previous Week
Open 1.1741 1.1776 0.0035 0.3% 1.1676
High 1.1788 1.1795 0.0007 0.1% 1.1750
Low 1.1702 1.1708 0.0006 0.0% 1.1582
Close 1.1778 1.1723 -0.0055 -0.5% 1.1738
Range 0.0086 0.0087 0.0002 1.8% 0.0168
ATR 0.0095 0.0094 -0.0001 -0.6% 0.0000
Volume 217,497 248,560 31,063 14.3% 1,286,948
Daily Pivots for day following 26-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2003 1.1950 1.1771
R3 1.1916 1.1863 1.1747
R2 1.1829 1.1829 1.1739
R1 1.1776 1.1776 1.1731 1.1759
PP 1.1742 1.1742 1.1742 1.1733
S1 1.1689 1.1689 1.1715 1.1672
S2 1.1655 1.1655 1.1707
S3 1.1568 1.1602 1.1699
S4 1.1481 1.1515 1.1675
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2192 1.2132 1.1830
R3 1.2025 1.1965 1.1784
R2 1.1857 1.1857 1.1768
R1 1.1797 1.1797 1.1753 1.1827
PP 1.1690 1.1690 1.1690 1.1705
S1 1.1630 1.1630 1.1722 1.1660
S2 1.1522 1.1522 1.1707
S3 1.1355 1.1462 1.1691
S4 1.1187 1.1295 1.1645
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1795 1.1582 0.0213 1.8% 0.0088 0.7% 66% True False 255,148
10 1.1940 1.1582 0.0358 3.0% 0.0107 0.9% 39% False False 263,929
20 1.1940 1.1582 0.0358 3.0% 0.0096 0.8% 39% False False 151,436
40 1.2213 1.1582 0.0631 5.4% 0.0092 0.8% 22% False False 77,869
60 1.2557 1.1582 0.0975 8.3% 0.0084 0.7% 14% False False 52,100
80 1.2639 1.1582 0.1057 9.0% 0.0083 0.7% 13% False False 39,120
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 0.0030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2164
2.618 1.2022
1.618 1.1935
1.000 1.1882
0.618 1.1848
HIGH 1.1795
0.618 1.1761
0.500 1.1751
0.382 1.1741
LOW 1.1708
0.618 1.1654
1.000 1.1621
1.618 1.1567
2.618 1.1480
4.250 1.1338
Fisher Pivots for day following 26-Jun-2018
Pivot 1 day 3 day
R1 1.1751 1.1735
PP 1.1742 1.1731
S1 1.1732 1.1727

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

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