CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 01-Aug-2018
Day Change Summary
Previous Current
31-Jul-2018 01-Aug-2018 Change Change % Previous Week
Open 1.2025 1.2001 -0.0024 -0.2% 1.2022
High 1.2025 1.2007 -0.0019 -0.2% 1.2030
Low 1.2012 1.1979 -0.0034 -0.3% 1.1960
Close 1.2014 1.1979 -0.0036 -0.3% 1.1975
Range 0.0013 0.0028 0.0015 115.4% 0.0070
ATR 0.0051 0.0050 -0.0001 -2.1% 0.0000
Volume 7 7 0 0.0% 217
Daily Pivots for day following 01-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.2072 1.2053 1.1994
R3 1.2044 1.2025 1.1986
R2 1.2016 1.2016 1.1984
R1 1.1997 1.1997 1.1981 1.1993
PP 1.1988 1.1988 1.1988 1.1986
S1 1.1969 1.1969 1.1976 1.1965
S2 1.1960 1.1960 1.1973
S3 1.1932 1.1941 1.1971
S4 1.1904 1.1913 1.1963
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% 0.0028 0.2% 26% False False 48
10 1.2048 1.1900 0.0148 1.2% 0.0035 0.3% 53% False False 31
20 1.2111 1.1900 0.0211 1.8% 0.0035 0.3% 37% False False 22
40 1.2188 1.1871 0.0318 2.7% 0.0042 0.4% 34% False False 19
60 1.2363 1.1871 0.0492 4.1% 0.0041 0.3% 22% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2126
2.618 1.2080
1.618 1.2052
1.000 1.2035
0.618 1.2024
HIGH 1.2007
0.618 1.1996
0.500 1.1993
0.382 1.1989
LOW 1.1979
0.618 1.1961
1.000 1.1951
1.618 1.1933
2.618 1.1905
4.250 1.1860
Fisher Pivots for day following 01-Aug-2018
Pivot 1 day 3 day
R1 1.1993 1.2003
PP 1.1988 1.1995
S1 1.1983 1.1987

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

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