CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 27-Jul-2018
Day Change Summary
Previous Current
26-Jul-2018 27-Jul-2018 Change Change % Previous Week
Open 1.2028 1.1975 -0.0054 -0.4% 1.2022
High 1.2030 1.1975 -0.0056 -0.5% 1.2030
Low 1.1960 1.1975 0.0015 0.1% 1.1960
Close 1.1964 1.1975 0.0011 0.1% 1.1975
Range 0.0070 0.0000 -0.0070 -100.0% 0.0070
ATR 0.0057 0.0053 -0.0003 -5.8% 0.0000
Volume 207 0 -207 -100.0% 217
Daily Pivots for day following 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.1975 1.1975 1.1975
R3 1.1975 1.1975 1.1975
R2 1.1975 1.1975 1.1975
R1 1.1975 1.1975 1.1975 1.1975
PP 1.1975 1.1975 1.1975 1.1975
S1 1.1975 1.1975 1.1975 1.1975
S2 1.1975 1.1975 1.1975
S3 1.1975 1.1975 1.1975
S4 1.1975 1.1975 1.1975
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2198 1.2156 1.2013
R3 1.2128 1.2086 1.1994
R2 1.2058 1.2058 1.1987
R1 1.2016 1.2016 1.1981 1.2002
PP 1.1988 1.1988 1.1988 1.1981
S1 1.1946 1.1946 1.1968 1.1932
S2 1.1918 1.1918 1.1962
S3 1.1848 1.1876 1.1955
S4 1.1778 1.1806 1.1936
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2030 1.1960 0.0070 0.6% 0.0023 0.2% 21% False False 43
10 1.2062 1.1900 0.0162 1.3% 0.0043 0.4% 46% False False 32
20 1.2111 1.1900 0.0211 1.8% 0.0036 0.3% 35% False False 24
40 1.2188 1.1871 0.0318 2.7% 0.0043 0.4% 33% False False 20
60 1.2413 1.1871 0.0542 4.5% 0.0041 0.3% 19% False False 20
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1975
2.618 1.1975
1.618 1.1975
1.000 1.1975
0.618 1.1975
HIGH 1.1975
0.618 1.1975
0.500 1.1975
0.382 1.1975
LOW 1.1975
0.618 1.1975
1.000 1.1975
1.618 1.1975
2.618 1.1975
4.250 1.1975
Fisher Pivots for day following 27-Jul-2018
Pivot 1 day 3 day
R1 1.1975 1.1995
PP 1.1975 1.1988
S1 1.1975 1.1981

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

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