CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 14-May-2018
Day Change Summary
Previous Current
11-May-2018 14-May-2018 Change Change % Previous Week
Open 1.2347 1.2343 -0.0004 0.0% 1.2342
High 1.2348 1.2363 0.0015 0.1% 1.2348
Low 1.2309 1.2343 0.0034 0.3% 1.2247
Close 1.2347 1.2344 -0.0003 0.0% 1.2347
Range 0.0039 0.0020 -0.0019 -48.1% 0.0101
ATR
Volume 16 11 -5 -31.3% 34
Daily Pivots for day following 14-May-2018
Classic Woodie Camarilla DeMark
R4 1.2410 1.2397 1.2355
R3 1.2390 1.2377 1.2349
R2 1.2370 1.2370 1.2347
R1 1.2357 1.2357 1.2345 1.2363
PP 1.2350 1.2350 1.2350 1.2353
S1 1.2337 1.2337 1.2342 1.2343
S2 1.2330 1.2330 1.2340
S3 1.2310 1.2317 1.2338
S4 1.2290 1.2297 1.2333
Weekly Pivots for week ending 11-May-2018
Classic Woodie Camarilla DeMark
R4 1.2617 1.2583 1.2402
R3 1.2516 1.2482 1.2374
R2 1.2415 1.2415 1.2365
R1 1.2381 1.2381 1.2356 1.2398
PP 1.2314 1.2314 1.2314 1.2322
S1 1.2280 1.2280 1.2337 1.2297
S2 1.2213 1.2213 1.2328
S3 1.2112 1.2179 1.2319
S4 1.2011 1.2078 1.2291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2363 1.2247 0.0116 0.9% 0.0031 0.3% 84% True False 6
10 1.2424 1.2247 0.0177 1.4% 0.0028 0.2% 55% False False 8
Crabel Price Patterns
NR True
NR4 True
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 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2448
2.618 1.2415
1.618 1.2395
1.000 1.2383
0.618 1.2375
HIGH 1.2363
0.618 1.2355
0.500 1.2353
0.382 1.2350
LOW 1.2343
0.618 1.2330
1.000 1.2323
1.618 1.2310
2.618 1.2290
4.250 1.2258
Fisher Pivots for day following 14-May-2018
Pivot 1 day 3 day
R1 1.2353 1.2335
PP 1.2350 1.2326
S1 1.2347 1.2317

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

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