CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 05-Sep-2018
Day Change Summary
Previous Current
04-Sep-2018 05-Sep-2018 Change Change % Previous Week
Open 1.1880 1.1863 -0.0017 -0.1% 1.1897
High 1.1888 1.1910 0.0023 0.2% 1.2012
Low 1.1823 1.1836 0.0013 0.1% 1.1877
Close 1.1862 1.1905 0.0043 0.4% 1.1880
Range 0.0065 0.0075 0.0010 14.6% 0.0135
ATR 0.0062 0.0063 0.0001 1.4% 0.0000
Volume 190 51 -139 -73.2% 262
Daily Pivots for day following 05-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.2107 1.2081 1.1946
R3 1.2033 1.2006 1.1925
R2 1.1958 1.1958 1.1919
R1 1.1932 1.1932 1.1912 1.1945
PP 1.1884 1.1884 1.1884 1.1890
S1 1.1857 1.1857 1.1898 1.1870
S2 1.1809 1.1809 1.1891
S3 1.1735 1.1783 1.1885
S4 1.1660 1.1708 1.1864
Weekly Pivots for week ending 31-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.2326 1.2237 1.1953
R3 1.2192 1.2103 1.1916
R2 1.2057 1.2057 1.1904
R1 1.1968 1.1968 1.1892 1.1946
PP 1.1923 1.1923 1.1923 1.1911
S1 1.1834 1.1834 1.1867 1.1811
S2 1.1788 1.1788 1.1855
S3 1.1654 1.1699 1.1843
S4 1.1519 1.1565 1.1806
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1993 1.1823 0.0171 1.4% 0.0065 0.5% 48% False False 84
10 1.2012 1.1823 0.0189 1.6% 0.0054 0.5% 44% False False 57
20 1.2012 1.1605 0.0407 3.4% 0.0049 0.4% 74% False False 41
40 1.2062 1.1605 0.0457 3.8% 0.0040 0.3% 66% False False 32
60 1.2176 1.1605 0.0571 4.8% 0.0044 0.4% 53% False False 27
80 1.2363 1.1605 0.0758 6.4% 0.0042 0.4% 40% False False 27
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2227
2.618 1.2105
1.618 1.2031
1.000 1.1985
0.618 1.1956
HIGH 1.1910
0.618 1.1882
0.500 1.1873
0.382 1.1864
LOW 1.1836
0.618 1.1789
1.000 1.1761
1.618 1.1715
2.618 1.1640
4.250 1.1519
Fisher Pivots for day following 05-Sep-2018
Pivot 1 day 3 day
R1 1.1894 1.1901
PP 1.1884 1.1897
S1 1.1873 1.1893

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

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