CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 02-Feb-2018
Day Change Summary
Previous Current
01-Feb-2018 02-Feb-2018 Change Change % Previous Week
Open 1.2895 1.2842 -0.0054 -0.4% 1.2778
High 1.2895 1.2899 0.0004 0.0% 1.2899
Low 1.2777 1.2812 0.0035 0.3% 1.2735
Close 1.2895 1.2842 -0.0054 -0.4% 1.2842
Range 0.0118 0.0087 -0.0032 -26.7% 0.0164
ATR
Volume 1 2 1 100.0% 13
Daily Pivots for day following 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3110 1.3062 1.2889
R3 1.3024 1.2976 1.2865
R2 1.2937 1.2937 1.2857
R1 1.2889 1.2889 1.2849 1.2885
PP 1.2851 1.2851 1.2851 1.2848
S1 1.2803 1.2803 1.2834 1.2798
S2 1.2764 1.2764 1.2826
S3 1.2678 1.2716 1.2818
S4 1.2591 1.2630 1.2794
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3316 1.3242 1.2931
R3 1.3152 1.3079 1.2886
R2 1.2989 1.2989 1.2871
R1 1.2915 1.2915 1.2856 1.2952
PP 1.2825 1.2825 1.2825 1.2843
S1 1.2752 1.2752 1.2827 1.2788
S2 1.2662 1.2662 1.2812
S3 1.2498 1.2588 1.2797
S4 1.2335 1.2425 1.2752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2899 1.2735 0.0164 1.3% 0.0082 0.6% 65% True False 2
10 1.2899 1.2604 0.0295 2.3% 0.0080 0.6% 81% True False 13
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3266
2.618 1.3125
1.618 1.3038
1.000 1.2985
0.618 1.2952
HIGH 1.2899
0.618 1.2865
0.500 1.2855
0.382 1.2845
LOW 1.2812
0.618 1.2759
1.000 1.2726
1.618 1.2672
2.618 1.2586
4.250 1.2444
Fisher Pivots for day following 02-Feb-2018
Pivot 1 day 3 day
R1 1.2855 1.2840
PP 1.2851 1.2839
S1 1.2846 1.2838

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

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