CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 06-Jul-2018
Day Change Summary
Previous Current
05-Jul-2018 06-Jul-2018 Change Change % Previous Week
Open 1.1979 1.2094 0.0115 1.0% 1.1944
High 1.2032 1.2094 0.0062 0.5% 1.2094
Low 1.1979 1.2082 0.0103 0.9% 1.1940
Close 1.2015 1.2082 0.0067 0.6% 1.2082
Range 0.0053 0.0013 -0.0041 -76.4% 0.0154
ATR 0.0066 0.0067 0.0001 1.4% 0.0000
Volume 32 9 -23 -71.9% 96
Daily Pivots for day following 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2123 1.2115 1.2088
R3 1.2111 1.2102 1.2085
R2 1.2098 1.2098 1.2084
R1 1.2090 1.2090 1.2083 1.2088
PP 1.2086 1.2086 1.2086 1.2085
S1 1.2077 1.2077 1.2080 1.2075
S2 1.2073 1.2073 1.2079
S3 1.2061 1.2065 1.2078
S4 1.2048 1.2052 1.2075
Weekly Pivots for week ending 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2501 1.2445 1.2166
R3 1.2347 1.2291 1.2124
R2 1.2193 1.2193 1.2110
R1 1.2137 1.2137 1.2096 1.2165
PP 1.2039 1.2039 1.2039 1.2052
S1 1.1983 1.1983 1.2067 1.2011
S2 1.1885 1.1885 1.2053
S3 1.1731 1.1829 1.2039
S4 1.1577 1.1675 1.1997
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2094 1.1940 0.0154 1.3% 0.0033 0.3% 92% True False 20
10 1.2094 1.1873 0.0221 1.8% 0.0044 0.4% 94% True False 23
20 1.2176 1.1871 0.0305 2.5% 0.0051 0.4% 69% False False 17
40 1.2363 1.1871 0.0492 4.1% 0.0044 0.4% 43% False False 21
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 18 trading days
Fibonacci Retracements and Extensions
4.250 1.2147
2.618 1.2127
1.618 1.2114
1.000 1.2107
0.618 1.2102
HIGH 1.2094
0.618 1.2089
0.500 1.2088
0.382 1.2086
LOW 1.2082
0.618 1.2074
1.000 1.2069
1.618 1.2061
2.618 1.2049
4.250 1.2028
Fisher Pivots for day following 06-Jul-2018
Pivot 1 day 3 day
R1 1.2088 1.2066
PP 1.2086 1.2051
S1 1.2084 1.2036

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

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