CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 19-Jul-2018
Day Change Summary
Previous Current
18-Jul-2018 19-Jul-2018 Change Change % Previous Week
Open 1.1950 1.1937 -0.0013 -0.1% 1.2081
High 1.1984 1.1987 0.0004 0.0% 1.2111
Low 1.1930 1.1900 -0.0030 -0.3% 1.1958
Close 1.1974 1.1967 -0.0007 -0.1% 1.2006
Range 0.0054 0.0087 0.0034 62.6% 0.0154
ATR 0.0060 0.0062 0.0002 3.2% 0.0000
Volume 27 30 3 11.1% 52
Daily Pivots for day following 19-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2212 1.2177 1.2015
R3 1.2125 1.2090 1.1991
R2 1.2038 1.2038 1.1983
R1 1.2003 1.2003 1.1975 1.2021
PP 1.1951 1.1951 1.1951 1.1960
S1 1.1916 1.1916 1.1959 1.1934
S2 1.1864 1.1864 1.1951
S3 1.1777 1.1829 1.1943
S4 1.1690 1.1742 1.1919
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 1.1900 0.0162 1.3% 0.0056 0.5% 41% False True 16
10 1.2111 1.1900 0.0211 1.8% 0.0038 0.3% 32% False True 13
20 1.2111 1.1871 0.0241 2.0% 0.0046 0.4% 40% False False 19
40 1.2188 1.1871 0.0318 2.7% 0.0046 0.4% 30% False False 22
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 0.0009
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.2357
2.618 1.2215
1.618 1.2128
1.000 1.2074
0.618 1.2041
HIGH 1.1987
0.618 1.1954
0.500 1.1944
0.382 1.1933
LOW 1.1900
0.618 1.1846
1.000 1.1813
1.618 1.1759
2.618 1.1672
4.250 1.1530
Fisher Pivots for day following 19-Jul-2018
Pivot 1 day 3 day
R1 1.1959 1.1981
PP 1.1951 1.1976
S1 1.1944 1.1972

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

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