CME Euro FX (E) Future June 2019

Trading Metrics calculated at close of trading on 13-Jul-2018

Day Change Summary
	Previous	Current
	12-Jul-2018	13-Jul-2018	Change	Change %	Previous Week
Open	1.2009	1.1994	-0.0015	-0.1%	1.2081
High	1.2013	1.2006	-0.0008	-0.1%	1.2111
Low	1.1994	1.1958	-0.0036	-0.3%	1.1958
Close	1.2002	1.2006	0.0004	0.0%	1.2006
Range	0.0020	0.0048	0.0029	146.2%	0.0154
ATR	0.0061	0.0060	-0.0001	-1.5%	0.0000
Volume	14	6	-8	-57.1%	52

Daily Pivots for day following 13-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2134	1.2118	1.2032
R3	1.2086	1.2070	1.2019
R2	1.2038	1.2038	1.2014
R1	1.2022	1.2022	1.2010	1.2030
PP	1.1990	1.1990	1.1990	1.1994
S1	1.1974	1.1974	1.2001	1.1982
S2	1.1942	1.1942	1.1997
S3	1.1894	1.1926	1.1992
S4	1.1846	1.1878	1.1979

Weekly Pivots for week ending 13-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2485	1.2399	1.2090
R3	1.2332	1.2245	1.2048
R2	1.2178	1.2178	1.2034
R1	1.2092	1.2092	1.2020	1.2058
PP	1.2025	1.2025	1.2025	1.2008
S1	1.1938	1.1938	1.1991	1.1905
S2	1.1871	1.1871	1.1977
S3	1.1718	1.1785	1.1963
S4	1.1564	1.1631	1.1921

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2111	1.1958	0.0154	1.3%	0.0027	0.2%	31%	False	True	10
10	1.2111	1.1940	0.0171	1.4%	0.0030	0.2%	38%	False	False	15
20	1.2111	1.1871	0.0241	2.0%	0.0040	0.3%	56%	False	False	15
40	1.2196	1.1871	0.0325	2.7%	0.0042	0.4%	42%	False	False	21

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.2210
2.618	1.2131
1.618	1.2083
1.000	1.2054
0.618	1.2035
HIGH	1.2006
0.618	1.1987
0.500	1.1982
0.382	1.1976
LOW	1.1958
0.618	1.1928
1.000	1.1910
1.618	1.1880
2.618	1.1832
4.250	1.1754

Fisher Pivots for day following 13-Jul-2018
Pivot	1 day	3 day
R1	1.1998	1.1999
PP	1.1990	1.1992
S1	1.1982	1.1985

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