CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 16-Aug-2018
Day Change Summary
Previous Current
15-Aug-2018 16-Aug-2018 Change Change % Previous Week
Open 1.1606 1.1657 0.0051 0.4% 1.1872
High 1.1639 1.1677 0.0038 0.3% 1.1927
Low 1.1605 1.1657 0.0052 0.4% 1.1697
Close 1.1639 1.1657 0.0018 0.2% 1.1697
Range 0.0034 0.0020 -0.0014 -41.2% 0.0231
ATR 0.0056 0.0055 -0.0001 -2.3% 0.0000
Volume 1 0 -1 -100.0% 103
Daily Pivots for day following 16-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.1724 1.1710 1.1668
R3 1.1704 1.1690 1.1663
R2 1.1684 1.1684 1.1661
R1 1.1670 1.1670 1.1659 1.1667
PP 1.1664 1.1664 1.1664 1.1662
S1 1.1650 1.1650 1.1655 1.1647
S2 1.1644 1.1644 1.1653
S3 1.1624 1.1630 1.1652
S4 1.1604 1.1610 1.1646
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 1.1823 1.1605 0.0218 1.9% 0.0061 0.5% 24% False False 31
10 1.1927 1.1605 0.0322 2.8% 0.0037 0.3% 16% False False 24
20 1.2048 1.1605 0.0443 3.8% 0.0032 0.3% 12% False False 26
40 1.2111 1.1605 0.0506 4.3% 0.0039 0.3% 10% False False 22
60 1.2188 1.1605 0.0583 5.0% 0.0041 0.4% 9% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Bull Hook False
Stretch 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1762
2.618 1.1729
1.618 1.1709
1.000 1.1697
0.618 1.1689
HIGH 1.1677
0.618 1.1669
0.500 1.1667
0.382 1.1665
LOW 1.1657
0.618 1.1645
1.000 1.1637
1.618 1.1625
2.618 1.1605
4.250 1.1572
Fisher Pivots for day following 16-Aug-2018
Pivot 1 day 3 day
R1 1.1667 1.1658
PP 1.1664 1.1658
S1 1.1660 1.1657

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

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