CME Euro FX (E) Future June 2019

Trading Metrics calculated at close of trading on 14-Jun-2018

Day Change Summary
	Previous	Current
	13-Jun-2018	14-Jun-2018	Change	Change %	Previous Week
Open	1.2140	1.1955	-0.0186	-1.5%	1.2080
High	1.2157	1.2176	0.0019	0.2%	1.2188
Low	1.2111	1.1955	-0.0157	-1.3%	1.2043
Close	1.2147	1.1955	-0.0192	-1.6%	1.2144
Range	0.0046	0.0221	0.0175	380.4%	0.0146
ATR	0.0057	0.0069	0.0012	20.4%	0.0000
Volume	46	11	-35	-76.1%	108

Daily Pivots for day following 14-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2691	1.2544	1.2076
R3	1.2470	1.2323	1.2015
R2	1.2249	1.2249	1.1995
R1	1.2102	1.2102	1.1975	1.2065
PP	1.2028	1.2028	1.2028	1.2010
S1	1.1881	1.1881	1.1934	1.1844
S2	1.1807	1.1807	1.1914
S3	1.1586	1.1660	1.1894
S4	1.1365	1.1439	1.1833

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	1.2176	1.1955	0.0221	1.8%	0.0073	0.6%	0%	True	True	17
10	1.2188	1.1955	0.0234	2.0%	0.0049	0.4%	0%	False	True	19
20	1.2196	1.1900	0.0296	2.5%	0.0045	0.4%	18%	False	False	28

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	1.3115
2.618	1.2754
1.618	1.2533
1.000	1.2397
0.618	1.2312
HIGH	1.2176
0.618	1.2091
0.500	1.2065
0.382	1.2039
LOW	1.1955
0.618	1.1818
1.000	1.1734
1.618	1.1597
2.618	1.1376
4.250	1.1015

Fisher Pivots for day following 14-Jun-2018
Pivot	1 day	3 day
R1	1.2065	1.2065
PP	1.2028	1.2028
S1	1.1991	1.1991

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols