CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 28-Dec-2018
Day Change Summary
Previous Current
27-Dec-2018 28-Dec-2018 Change Change % Previous Week
Open 1.1552 1.1613 0.0062 0.5% 1.1553
High 1.1621 1.1635 0.0014 0.1% 1.1635
Low 1.1541 1.1601 0.0060 0.5% 1.1518
Close 1.1618 1.1607 -0.0011 -0.1% 1.1607
Range 0.0080 0.0035 -0.0046 -56.9% 0.0117
ATR 0.0074 0.0071 -0.0003 -3.8% 0.0000
Volume 172 52 -120 -69.8% 419
Daily Pivots for day following 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.1718 1.1697 1.1626
R3 1.1683 1.1662 1.1616
R2 1.1649 1.1649 1.1613
R1 1.1628 1.1628 1.1610 1.1621
PP 1.1614 1.1614 1.1614 1.1611
S1 1.1593 1.1593 1.1604 1.1587
S2 1.1580 1.1580 1.1601
S3 1.1545 1.1559 1.1598
S4 1.1511 1.1524 1.1588
Weekly Pivots for week ending 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.1938 1.1889 1.1671
R3 1.1821 1.1772 1.1639
R2 1.1704 1.1704 1.1628
R1 1.1655 1.1655 1.1618 1.1680
PP 1.1587 1.1587 1.1587 1.1599
S1 1.1538 1.1538 1.1596 1.1563
S2 1.1470 1.1470 1.1586
S3 1.1353 1.1421 1.1575
S4 1.1236 1.1304 1.1543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1646 1.1518 0.0128 1.1% 0.0071 0.6% 70% False False 142
10 1.1665 1.1454 0.0211 1.8% 0.0073 0.6% 73% False False 190
20 1.1665 1.1454 0.0211 1.8% 0.0067 0.6% 73% False False 279
40 1.1727 1.1454 0.0273 2.4% 0.0063 0.5% 56% False False 291
60 1.1851 1.1454 0.0397 3.4% 0.0052 0.4% 39% False False 242
80 1.2069 1.1454 0.0615 5.3% 0.0052 0.4% 25% False False 189
100 1.2069 1.1454 0.0615 5.3% 0.0051 0.4% 25% False False 160
120 1.2069 1.1454 0.0615 5.3% 0.0048 0.4% 25% False False 137
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.1782
2.618 1.1725
1.618 1.1691
1.000 1.1670
0.618 1.1656
HIGH 1.1635
0.618 1.1622
0.500 1.1618
0.382 1.1614
LOW 1.1601
0.618 1.1579
1.000 1.1566
1.618 1.1545
2.618 1.1510
4.250 1.1454
Fisher Pivots for day following 28-Dec-2018
Pivot 1 day 3 day
R1 1.1618 1.1597
PP 1.1614 1.1587
S1 1.1611 1.1577

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

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