CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 26-Jun-2018
Day Change Summary
Previous Current
25-Jun-2018 26-Jun-2018 Change Change % Previous Week
Open 1.2045 1.2020 -0.0025 -0.2% 1.1978
High 1.2057 1.2022 -0.0035 -0.3% 1.2017
Low 1.1999 1.1994 -0.0005 0.0% 1.1871
Close 1.2057 1.2000 -0.0057 -0.5% 1.2017
Range 0.0058 0.0028 -0.0030 -51.7% 0.0147
ATR 0.0063 0.0063 0.0000 0.0% 0.0000
Volume 6 55 49 816.7% 70
Daily Pivots for day following 26-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2089 1.2073 1.2015
R3 1.2061 1.2045 1.2008
R2 1.2033 1.2033 1.2005
R1 1.2017 1.2017 1.2003 1.2011
PP 1.2005 1.2005 1.2005 1.2003
S1 1.1989 1.1989 1.1997 1.1983
S2 1.1977 1.1977 1.1995
S3 1.1949 1.1961 1.1992
S4 1.1921 1.1933 1.1985
Weekly Pivots for week ending 22-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2408 1.2359 1.2098
R3 1.2261 1.2212 1.2057
R2 1.2115 1.2115 1.2044
R1 1.2066 1.2066 1.2030 1.2090
PP 1.1968 1.1968 1.1968 1.1980
S1 1.1919 1.1919 1.2004 1.1944
S2 1.1822 1.1822 1.1990
S3 1.1675 1.1773 1.1977
S4 1.1529 1.1626 1.1936
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2057 1.1871 0.0187 1.6% 0.0051 0.4% 69% False False 26
10 1.2176 1.1871 0.0305 2.5% 0.0061 0.5% 42% False False 18
20 1.2188 1.1871 0.0318 2.6% 0.0046 0.4% 41% False False 20
40 1.2424 1.1871 0.0553 4.6% 0.0040 0.3% 23% False False 19
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2141
2.618 1.2095
1.618 1.2067
1.000 1.2050
0.618 1.2039
HIGH 1.2022
0.618 1.2011
0.500 1.2008
0.382 1.2005
LOW 1.1994
0.618 1.1977
1.000 1.1966
1.618 1.1949
2.618 1.1921
4.250 1.1875
Fisher Pivots for day following 26-Jun-2018
Pivot 1 day 3 day
R1 1.2008 1.2021
PP 1.2005 1.2014
S1 1.2003 1.2007

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

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