CME Euro FX (E) Future June 2019


Trading Metrics calculated at close of trading on 15-Jan-2019
Day Change Summary
Previous Current
14-Jan-2019 15-Jan-2019 Change Change % Previous Week
Open 1.1616 1.1624 0.0008 0.1% 1.1569
High 1.1630 1.1639 0.0009 0.1% 1.1722
Low 1.1603 1.1532 -0.0071 -0.6% 1.1569
Close 1.1619 1.1551 -0.0068 -0.6% 1.1618
Range 0.0028 0.0107 0.0080 289.1% 0.0154
ATR 0.0075 0.0077 0.0002 3.1% 0.0000
Volume 263 822 559 212.5% 2,633
Daily Pivots for day following 15-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.1895 1.1830 1.1610
R3 1.1788 1.1723 1.1580
R2 1.1681 1.1681 1.1571
R1 1.1616 1.1616 1.1561 1.1595
PP 1.1574 1.1574 1.1574 1.1564
S1 1.1509 1.1509 1.1541 1.1488
S2 1.1467 1.1467 1.1531
S3 1.1360 1.1402 1.1522
S4 1.1253 1.1295 1.1492
Weekly Pivots for week ending 11-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.2097 1.2011 1.1702
R3 1.1943 1.1857 1.1660
R2 1.1790 1.1790 1.1646
R1 1.1704 1.1704 1.1632 1.1747
PP 1.1636 1.1636 1.1636 1.1658
S1 1.1550 1.1550 1.1604 1.1593
S2 1.1483 1.1483 1.1590
S3 1.1329 1.1397 1.1576
S4 1.1176 1.1243 1.1534
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1722 1.1532 0.0190 1.6% 0.0079 0.7% 10% False True 603
10 1.1722 1.1472 0.0251 2.2% 0.0087 0.7% 32% False False 451
20 1.1722 1.1472 0.0251 2.2% 0.0077 0.7% 32% False False 310
40 1.1722 1.1454 0.0268 2.3% 0.0070 0.6% 36% False False 341
60 1.1761 1.1454 0.0308 2.7% 0.0063 0.5% 32% False False 280
80 1.2069 1.1454 0.0615 5.3% 0.0055 0.5% 16% False False 242
100 1.2069 1.1454 0.0615 5.3% 0.0055 0.5% 16% False False 203
120 1.2069 1.1454 0.0615 5.3% 0.0052 0.4% 16% False False 174
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2094
2.618 1.1919
1.618 1.1812
1.000 1.1746
0.618 1.1705
HIGH 1.1639
0.618 1.1598
0.500 1.1586
0.382 1.1573
LOW 1.1532
0.618 1.1466
1.000 1.1425
1.618 1.1359
2.618 1.1252
4.250 1.1077
Fisher Pivots for day following 15-Jan-2019
Pivot 1 day 3 day
R1 1.1586 1.1608
PP 1.1574 1.1589
S1 1.1563 1.1570

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

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