CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 23-May-2018
Day Change Summary
Previous Current
22-May-2018 23-May-2018 Change Change % Previous Week
Open 1.2174 1.2090 -0.0085 -0.7% 1.2343
High 1.2178 1.2090 -0.0089 -0.7% 1.2363
Low 1.2165 1.2082 -0.0083 -0.7% 1.2158
Close 1.2174 1.2090 -0.0085 -0.7% 1.2169
Range 0.0014 0.0008 -0.0006 -40.7% 0.0205
ATR 0.0048 0.0051 0.0003 6.7% 0.0000
Volume 30 57 27 90.0% 28
Daily Pivots for day following 23-May-2018
Classic Woodie Camarilla DeMark
R4 1.2111 1.2108 1.2094
R3 1.2103 1.2100 1.2092
R2 1.2095 1.2095 1.2091
R1 1.2092 1.2092 1.2090 1.2094
PP 1.2087 1.2087 1.2087 1.2088
S1 1.2084 1.2084 1.2089 1.2086
S2 1.2079 1.2079 1.2088
S3 1.2071 1.2076 1.2087
S4 1.2063 1.2068 1.2085
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 1.2196 1.2082 0.0114 0.9% 0.0017 0.1% 7% False True 20
10 1.2363 1.2082 0.0281 2.3% 0.0030 0.3% 3% False True 13
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 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2124
2.618 1.2110
1.618 1.2102
1.000 1.2098
0.618 1.2094
HIGH 1.2090
0.618 1.2086
0.500 1.2086
0.382 1.2085
LOW 1.2082
0.618 1.2077
1.000 1.2074
1.618 1.2069
2.618 1.2061
4.250 1.2048
Fisher Pivots for day following 23-May-2018
Pivot 1 day 3 day
R1 1.2088 1.2130
PP 1.2087 1.2116
S1 1.2086 1.2103

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

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