CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 01-Jun-2018
Day Change Summary
Previous Current
31-May-2018 01-Jun-2018 Change Change % Previous Week
Open 1.1848 1.1880 0.0033 0.3% 1.1869
High 1.1906 1.1899 -0.0007 -0.1% 1.1906
Low 1.1824 1.1830 0.0006 0.1% 1.1700
Close 1.1872 1.1847 -0.0025 -0.2% 1.1847
Range 0.0082 0.0069 -0.0013 -15.9% 0.0206
ATR 0.0084 0.0083 -0.0001 -1.3% 0.0000
Volume 245 192 -53 -21.6% 2,809
Daily Pivots for day following 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2066 1.2025 1.1885
R3 1.1997 1.1956 1.1866
R2 1.1928 1.1928 1.1860
R1 1.1887 1.1887 1.1853 1.1873
PP 1.1859 1.1859 1.1859 1.1852
S1 1.1818 1.1818 1.1841 1.1804
S2 1.1790 1.1790 1.1834
S3 1.1721 1.1749 1.1828
S4 1.1652 1.1680 1.1809
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2436 1.2347 1.1960
R3 1.2230 1.2141 1.1904
R2 1.2024 1.2024 1.1885
R1 1.1935 1.1935 1.1866 1.1877
PP 1.1818 1.1818 1.1818 1.1788
S1 1.1729 1.1729 1.1828 1.1671
S2 1.1612 1.1612 1.1809
S3 1.1406 1.1523 1.1790
S4 1.1200 1.1317 1.1734
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1917 1.1700 0.0217 1.8% 0.0114 1.0% 68% False False 617
10 1.2019 1.1700 0.0319 2.7% 0.0089 0.7% 46% False False 493
20 1.2208 1.1700 0.0508 4.3% 0.0082 0.7% 29% False False 367
40 1.2653 1.1700 0.0953 8.0% 0.0069 0.6% 15% False False 241
60 1.2735 1.1700 0.1035 8.7% 0.0070 0.6% 14% False False 187
80 1.2836 1.1700 0.1136 9.6% 0.0072 0.6% 13% False False 166
100 1.2836 1.1700 0.1136 9.6% 0.0073 0.6% 13% False False 148
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2192
2.618 1.2080
1.618 1.2011
1.000 1.1968
0.618 1.1942
HIGH 1.1899
0.618 1.1873
0.500 1.1865
0.382 1.1856
LOW 1.1830
0.618 1.1787
1.000 1.1761
1.618 1.1718
2.618 1.1649
4.250 1.1537
Fisher Pivots for day following 01-Jun-2018
Pivot 1 day 3 day
R1 1.1865 1.1835
PP 1.1859 1.1824
S1 1.1853 1.1812

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

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