CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 06-Jun-2018
Day Change Summary
Previous Current
05-Jun-2018 06-Jun-2018 Change Change % Previous Week
Open 1.2087 1.2145 0.0058 0.5% 1.1900
High 1.2091 1.2160 0.0070 0.6% 1.2070
Low 1.2043 1.2145 0.0103 0.9% 1.1900
Close 1.2091 1.2148 0.0058 0.5% 1.2042
Range 0.0048 0.0015 -0.0033 -68.8% 0.0170
ATR 0.0061 0.0062 0.0001 1.0% 0.0000
Volume 75 15 -60 -80.0% 245
Daily Pivots for day following 06-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2196 1.2187 1.2156
R3 1.2181 1.2172 1.2152
R2 1.2166 1.2166 1.2151
R1 1.2157 1.2157 1.2149 1.2162
PP 1.2151 1.2151 1.2151 1.2153
S1 1.2142 1.2142 1.2147 1.2147
S2 1.2136 1.2136 1.2145
S3 1.2121 1.2127 1.2144
S4 1.2106 1.2112 1.2140
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2514 1.2448 1.2136
R3 1.2344 1.2278 1.2089
R2 1.2174 1.2174 1.2073
R1 1.2108 1.2108 1.2058 1.2141
PP 1.2004 1.2004 1.2004 1.2021
S1 1.1938 1.1938 1.2026 1.1971
S2 1.1834 1.1834 1.2011
S3 1.1664 1.1768 1.1995
S4 1.1494 1.1598 1.1949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2160 1.2007 0.0153 1.3% 0.0032 0.3% 92% True False 23
10 1.2160 1.1900 0.0260 2.1% 0.0044 0.4% 95% True False 41
20 1.2363 1.1900 0.0463 3.8% 0.0038 0.3% 54% False False 25
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0005
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2224
2.618 1.2199
1.618 1.2184
1.000 1.2175
0.618 1.2169
HIGH 1.2160
0.618 1.2154
0.500 1.2153
0.382 1.2151
LOW 1.2145
0.618 1.2136
1.000 1.2130
1.618 1.2121
2.618 1.2106
4.250 1.2081
Fisher Pivots for day following 06-Jun-2018
Pivot 1 day 3 day
R1 1.2153 1.2132
PP 1.2151 1.2117
S1 1.2150 1.2101

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

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