CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 22-May-2018
Day Change Summary
Previous Current
21-May-2018 22-May-2018 Change Change % Previous Week
Open 1.2169 1.2174 0.0006 0.0% 1.2343
High 1.2169 1.2178 0.0009 0.1% 1.2363
Low 1.2123 1.2165 0.0042 0.3% 1.2158
Close 1.2169 1.2174 0.0005 0.0% 1.2169
Range 0.0046 0.0014 -0.0033 -70.7% 0.0205
ATR 0.0050 0.0048 -0.0003 -5.2% 0.0000
Volume 7 30 23 328.6% 28
Daily Pivots for day following 22-May-2018
Classic Woodie Camarilla DeMark
R4 1.2213 1.2207 1.2181
R3 1.2199 1.2193 1.2178
R2 1.2186 1.2186 1.2176
R1 1.2180 1.2180 1.2175 1.2181
PP 1.2172 1.2172 1.2172 1.2173
S1 1.2166 1.2166 1.2173 1.2167
S2 1.2159 1.2159 1.2172
S3 1.2145 1.2153 1.2170
S4 1.2132 1.2139 1.2167
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 1.2213 1.2123 0.0090 0.7% 0.0023 0.2% 57% False False 10
10 1.2363 1.2123 0.0240 2.0% 0.0032 0.3% 21% False False 8
Crabel Price Patterns
NR True
NR4 False
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2235
2.618 1.2213
1.618 1.2200
1.000 1.2192
0.618 1.2186
HIGH 1.2178
0.618 1.2173
0.500 1.2171
0.382 1.2170
LOW 1.2165
0.618 1.2156
1.000 1.2151
1.618 1.2143
2.618 1.2129
4.250 1.2107
Fisher Pivots for day following 22-May-2018
Pivot 1 day 3 day
R1 1.2173 1.2166
PP 1.2172 1.2158
S1 1.2171 1.2151

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

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