CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 27-Sep-2018
Day Change Summary
Previous Current
26-Sep-2018 27-Sep-2018 Change Change % Previous Week
Open 1.2008 1.2016 0.0008 0.1% 1.1910
High 1.2060 1.2016 -0.0044 -0.4% 1.2053
Low 1.2000 1.1918 -0.0082 -0.7% 1.1910
Close 1.2034 1.1927 -0.0107 -0.9% 1.2023
Range 0.0060 0.0099 0.0039 64.2% 0.0143
ATR 0.0059 0.0063 0.0004 7.0% 0.0000
Volume 14 52 38 271.4% 123
Daily Pivots for day following 27-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.2249 1.2187 1.1981
R3 1.2151 1.2088 1.1954
R2 1.2052 1.2052 1.1945
R1 1.1990 1.1990 1.1936 1.1972
PP 1.1954 1.1954 1.1954 1.1945
S1 1.1891 1.1891 1.1918 1.1873
S2 1.1855 1.1855 1.1909
S3 1.1757 1.1793 1.1900
S4 1.1658 1.1694 1.1873
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.2424 1.2366 1.2101
R3 1.2281 1.2223 1.2062
R2 1.2138 1.2138 1.2049
R1 1.2080 1.2080 1.2036 1.2109
PP 1.1995 1.1995 1.1995 1.2009
S1 1.1937 1.1937 1.2009 1.1966
S2 1.1852 1.1852 1.1996
S3 1.1709 1.1794 1.1983
S4 1.1566 1.1651 1.1944
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2069 1.1918 0.0151 1.3% 0.0047 0.4% 6% False True 24
10 1.2069 1.1910 0.0159 1.3% 0.0049 0.4% 11% False False 23
20 1.2069 1.1816 0.0253 2.1% 0.0057 0.5% 44% False False 41
40 1.2069 1.1605 0.0464 3.9% 0.0047 0.4% 69% False False 33
60 1.2111 1.1605 0.0506 4.2% 0.0043 0.4% 64% False False 30
80 1.2188 1.1605 0.0583 4.9% 0.0045 0.4% 55% False False 26
100 1.2363 1.1605 0.0758 6.4% 0.0043 0.4% 43% False False 26
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 0.0002
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1.2435
2.618 1.2274
1.618 1.2175
1.000 1.2115
0.618 1.2077
HIGH 1.2016
0.618 1.1978
0.500 1.1967
0.382 1.1955
LOW 1.1918
0.618 1.1857
1.000 1.1819
1.618 1.1758
2.618 1.1660
4.250 1.1499
Fisher Pivots for day following 27-Sep-2018
Pivot 1 day 3 day
R1 1.1967 1.1992
PP 1.1954 1.1970
S1 1.1940 1.1949

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

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