CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 10-Aug-2018
Day Change Summary
Previous Current
09-Aug-2018 10-Aug-2018 Change Change % Previous Week
Open 1.1845 1.1823 -0.0022 -0.2% 1.1872
High 1.1845 1.1823 -0.0022 -0.2% 1.1927
Low 1.1845 1.1697 -0.0148 -1.2% 1.1697
Close 1.1845 1.1697 -0.0148 -1.2% 1.1697
Range 0.0000 0.0126 0.0126 0.0231
ATR 0.0050 0.0057 0.0007 14.0% 0.0000
Volume 0 28 28 103
Daily Pivots for day following 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.2117 1.2033 1.1766
R3 1.1991 1.1907 1.1731
R2 1.1865 1.1865 1.1720
R1 1.1781 1.1781 1.1708 1.1760
PP 1.1739 1.1739 1.1739 1.1728
S1 1.1655 1.1655 1.1685 1.1634
S2 1.1613 1.1613 1.1673
S3 1.1487 1.1529 1.1662
S4 1.1361 1.1403 1.1627
Weekly Pivots for week ending 10-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.2465 1.2311 1.1823
R3 1.2234 1.2081 1.1760
R2 1.2004 1.2004 1.1739
R1 1.1850 1.1850 1.1718 1.1812
PP 1.1773 1.1773 1.1773 1.1754
S1 1.1620 1.1620 1.1675 1.1581
S2 1.1543 1.1543 1.1654
S3 1.1312 1.1389 1.1633
S4 1.1082 1.1159 1.1570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1927 1.1697 0.0231 2.0% 0.0035 0.3% 0% False True 20
10 1.2028 1.1697 0.0331 2.8% 0.0026 0.2% 0% False True 15
20 1.2062 1.1697 0.0365 3.1% 0.0034 0.3% 0% False True 23
40 1.2111 1.1697 0.0415 3.5% 0.0037 0.3% 0% False True 19
60 1.2196 1.1697 0.0499 4.3% 0.0040 0.3% 0% False True 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 1.2358
2.618 1.2152
1.618 1.2026
1.000 1.1949
0.618 1.1900
HIGH 1.1823
0.618 1.1774
0.500 1.1760
0.382 1.1745
LOW 1.1697
0.618 1.1619
1.000 1.1571
1.618 1.1493
2.618 1.1367
4.250 1.1161
Fisher Pivots for day following 10-Aug-2018
Pivot 1 day 3 day
R1 1.1760 1.1812
PP 1.1739 1.1773
S1 1.1718 1.1735

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

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