CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 08-Jun-2018
Day Change Summary
Previous Current
07-Jun-2018 08-Jun-2018 Change Change % Previous Week
Open 1.2188 1.2102 -0.0087 -0.7% 1.2080
High 1.2188 1.2144 -0.0044 -0.4% 1.2188
Low 1.2182 1.2102 -0.0081 -0.7% 1.2043
Close 1.2182 1.2144 -0.0038 -0.3% 1.2144
Range 0.0006 0.0043 0.0037 608.3% 0.0146
ATR 0.0060 0.0061 0.0001 2.4% 0.0000
Volume 7 5 -2 -28.6% 108
Daily Pivots for day following 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2257 1.2243 1.2167
R3 1.2215 1.2201 1.2156
R2 1.2172 1.2172 1.2152
R1 1.2158 1.2158 1.2148 1.2165
PP 1.2130 1.2130 1.2130 1.2133
S1 1.2116 1.2116 1.2140 1.2123
S2 1.2087 1.2087 1.2136
S3 1.2045 1.2073 1.2132
S4 1.2002 1.2031 1.2121
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2561 1.2498 1.2224
R3 1.2416 1.2353 1.2184
R2 1.2270 1.2270 1.2171
R1 1.2207 1.2207 1.2157 1.2239
PP 1.2125 1.2125 1.2125 1.2141
S1 1.2062 1.2062 1.2131 1.2093
S2 1.1979 1.1979 1.2117
S3 1.1834 1.1916 1.2104
S4 1.1688 1.1771 1.2064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2188 1.2043 0.0146 1.2% 0.0026 0.2% 70% False False 21
10 1.2188 1.1900 0.0288 2.4% 0.0042 0.3% 85% False False 35
20 1.2363 1.1900 0.0463 3.8% 0.0036 0.3% 53% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2325
2.618 1.2255
1.618 1.2213
1.000 1.2187
0.618 1.2170
HIGH 1.2144
0.618 1.2128
0.500 1.2123
0.382 1.2118
LOW 1.2102
0.618 1.2075
1.000 1.2059
1.618 1.2033
2.618 1.1990
4.250 1.1921
Fisher Pivots for day following 08-Jun-2018
Pivot 1 day 3 day
R1 1.2137 1.2145
PP 1.2130 1.2145
S1 1.2123 1.2144

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

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