CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 15-Aug-2018
Day Change Summary
Previous Current
14-Aug-2018 15-Aug-2018 Change Change % Previous Week
Open 1.1636 1.1606 -0.0030 -0.3% 1.1872
High 1.1712 1.1639 -0.0073 -0.6% 1.1927
Low 1.1633 1.1605 -0.0028 -0.2% 1.1697
Close 1.1633 1.1639 0.0006 0.1% 1.1697
Range 0.0079 0.0034 -0.0045 -56.7% 0.0231
ATR 0.0058 0.0056 -0.0002 -2.9% 0.0000
Volume 1 1 0 0.0% 103
Daily Pivots for day following 15-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.1730 1.1718 1.1658
R3 1.1696 1.1684 1.1648
R2 1.1662 1.1662 1.1645
R1 1.1650 1.1650 1.1642 1.1656
PP 1.1628 1.1628 1.1628 1.1631
S1 1.1616 1.1616 1.1636 1.1622
S2 1.1594 1.1594 1.1633
S3 1.1560 1.1582 1.1630
S4 1.1526 1.1548 1.1620
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 1.1845 1.1605 0.0240 2.1% 0.0057 0.5% 14% False True 31
10 1.1927 1.1605 0.0322 2.8% 0.0035 0.3% 11% False True 24
20 1.2048 1.1605 0.0443 3.8% 0.0035 0.3% 8% False True 28
40 1.2111 1.1605 0.0506 4.3% 0.0039 0.3% 7% False True 22
60 1.2188 1.1605 0.0583 5.0% 0.0041 0.4% 6% False True 24
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1784
2.618 1.1728
1.618 1.1694
1.000 1.1673
0.618 1.1660
HIGH 1.1639
0.618 1.1626
0.500 1.1622
0.382 1.1618
LOW 1.1605
0.618 1.1584
1.000 1.1571
1.618 1.1550
2.618 1.1516
4.250 1.1461
Fisher Pivots for day following 15-Aug-2018
Pivot 1 day 3 day
R1 1.1633 1.1661
PP 1.1628 1.1654
S1 1.1622 1.1646

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

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