CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 21-May-2018
Day Change Summary
Previous Current
18-May-2018 21-May-2018 Change Change % Previous Week
Open 1.2169 1.2169 0.0000 0.0% 1.2343
High 1.2169 1.2169 0.0001 0.0% 1.2363
Low 1.2158 1.2123 -0.0035 -0.3% 1.2158
Close 1.2169 1.2169 0.0001 0.0% 1.2169
Range 0.0011 0.0046 0.0035 318.2% 0.0205
ATR 0.0051 0.0050 0.0000 -0.7% 0.0000
Volume 5 7 2 40.0% 28
Daily Pivots for day following 21-May-2018
Classic Woodie Camarilla DeMark
R4 1.2292 1.2276 1.2194
R3 1.2246 1.2230 1.2182
R2 1.2200 1.2200 1.2177
R1 1.2184 1.2184 1.2173 1.2192
PP 1.2154 1.2154 1.2154 1.2158
S1 1.2138 1.2138 1.2165 1.2146
S2 1.2108 1.2108 1.2161
S3 1.2062 1.2092 1.2156
S4 1.2016 1.2046 1.2144
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 1.2845 1.2712 1.2281
R3 1.2640 1.2507 1.2225
R2 1.2435 1.2435 1.2206
R1 1.2302 1.2302 1.2187 1.2266
PP 1.2230 1.2230 1.2230 1.2212
S1 1.2097 1.2097 1.2150 1.2061
S2 1.2025 1.2025 1.2131
S3 1.1820 1.1892 1.2112
S4 1.1615 1.1687 1.2056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2295 1.2123 0.0172 1.4% 0.0032 0.3% 27% False True 4
10 1.2363 1.2123 0.0240 2.0% 0.0031 0.3% 19% False True 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2365
2.618 1.2289
1.618 1.2243
1.000 1.2215
0.618 1.2197
HIGH 1.2169
0.618 1.2151
0.500 1.2146
0.382 1.2141
LOW 1.2123
0.618 1.2095
1.000 1.2077
1.618 1.2049
2.618 1.2003
4.250 1.1928
Fisher Pivots for day following 21-May-2018
Pivot 1 day 3 day
R1 1.2161 1.2166
PP 1.2154 1.2163
S1 1.2146 1.2159

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

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