CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 13-Jun-2018
Day Change Summary
Previous Current
12-Jun-2018 13-Jun-2018 Change Change % Previous Week
Open 1.2160 1.2140 -0.0020 -0.2% 1.2080
High 1.2169 1.2157 -0.0012 -0.1% 1.2188
Low 1.2122 1.2111 -0.0011 -0.1% 1.2043
Close 1.2124 1.2147 0.0023 0.2% 1.2144
Range 0.0047 0.0046 -0.0001 -2.1% 0.0146
ATR 0.0058 0.0057 -0.0001 -1.5% 0.0000
Volume 24 46 22 91.7% 108
Daily Pivots for day following 13-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2276 1.2257 1.2172
R3 1.2230 1.2211 1.2159
R2 1.2184 1.2184 1.2155
R1 1.2165 1.2165 1.2151 1.2175
PP 1.2138 1.2138 1.2138 1.2143
S1 1.2119 1.2119 1.2142 1.2129
S2 1.2092 1.2092 1.2138
S3 1.2046 1.2073 1.2134
S4 1.2000 1.2027 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 1.2102 0.0087 0.7% 0.0030 0.2% 52% False False 17
10 1.2188 1.2007 0.0181 1.5% 0.0031 0.3% 77% False False 20
20 1.2213 1.1900 0.0313 2.6% 0.0035 0.3% 79% False False 27
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2353
2.618 1.2277
1.618 1.2231
1.000 1.2203
0.618 1.2185
HIGH 1.2157
0.618 1.2139
0.500 1.2134
0.382 1.2129
LOW 1.2111
0.618 1.2083
1.000 1.2065
1.618 1.2037
2.618 1.1991
4.250 1.1916
Fisher Pivots for day following 13-Jun-2018
Pivot 1 day 3 day
R1 1.2142 1.2145
PP 1.2138 1.2143
S1 1.2134 1.2142

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

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