CME Euro FX (E) Future June 2019

Trading Metrics calculated at close of trading on 17-Jul-2018

Day Change Summary
	Previous	Current
	16-Jul-2018	17-Jul-2018	Change	Change %	Previous Week
Open	1.2031	1.2062	0.0031	0.3%	1.2081
High	1.2042	1.2062	0.0020	0.2%	1.2111
Low	1.2031	1.1981	-0.0050	-0.4%	1.1958
Close	1.2042	1.1991	-0.0051	-0.4%	1.2006
Range	0.0011	0.0081	0.0070	631.8%	0.0154
ATR	0.0058	0.0060	0.0002	2.7%	0.0000
Volume	6	15	9	150.0%	52

Daily Pivots for day following 17-Jul-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2253	1.2202	1.2035
R3	1.2172	1.2122	1.2013
R2	1.2092	1.2092	1.2006
R1	1.2041	1.2041	1.1998	1.2026
PP	1.2011	1.2011	1.2011	1.2004
S1	1.1961	1.1961	1.1984	1.1946
S2	1.1931	1.1931	1.1976
S3	1.1850	1.1880	1.1969
S4	1.1770	1.1800	1.1947

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	1.2062	1.1958	0.0104	0.9%	0.0032	0.3%	32%	True	False	8
10	1.2111	1.1958	0.0154	1.3%	0.0031	0.3%	22%	False	False	12
20	1.2111	1.1871	0.0241	2.0%	0.0042	0.3%	50%	False	False	16
40	1.2188	1.1871	0.0318	2.6%	0.0044	0.4%	38%	False	False	21

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	0.0003
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.2404
2.618	1.2272
1.618	1.2192
1.000	1.2142
0.618	1.2111
HIGH	1.2062
0.618	1.2031
0.500	1.2021
0.382	1.2012
LOW	1.1981
0.618	1.1931
1.000	1.1901
1.618	1.1851
2.618	1.1770
4.250	1.1639

Fisher Pivots for day following 17-Jul-2018
Pivot	1 day	3 day
R1	1.2021	1.2010
PP	1.2011	1.2003
S1	1.2001	1.1997

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