CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 07-Feb-2018
Day Change Summary
Previous Current
06-Feb-2018 07-Feb-2018 Change Change % Previous Week
Open 1.2774 1.2630 -0.0144 -1.1% 1.2778
High 1.2774 1.2655 -0.0119 -0.9% 1.2899
Low 1.2708 1.2630 -0.0078 -0.6% 1.2735
Close 1.2774 1.2655 -0.0119 -0.9% 1.2842
Range 0.0067 0.0025 -0.0042 -62.4% 0.0164
ATR 0.0000 0.0082 0.0082 0.0000
Volume 0 104 104 13
Daily Pivots for day following 07-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2722 1.2713 1.2669
R3 1.2697 1.2688 1.2662
R2 1.2672 1.2672 1.2660
R1 1.2663 1.2663 1.2657 1.2668
PP 1.2647 1.2647 1.2647 1.2649
S1 1.2638 1.2638 1.2653 1.2643
S2 1.2622 1.2622 1.2650
S3 1.2597 1.2613 1.2648
S4 1.2572 1.2588 1.2641
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 1.2630 0.0269 2.1% 0.0067 0.5% 9% False True 26
10 1.2899 1.2630 0.0269 2.1% 0.0072 0.6% 9% False True 20
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 0.0012
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.2761
2.618 1.2720
1.618 1.2695
1.000 1.2680
0.618 1.2670
HIGH 1.2655
0.618 1.2645
0.500 1.2643
0.382 1.2640
LOW 1.2630
0.618 1.2615
1.000 1.2605
1.618 1.2590
2.618 1.2565
4.250 1.2524
Fisher Pivots for day following 07-Feb-2018
Pivot 1 day 3 day
R1 1.2651 1.2726
PP 1.2647 1.2702
S1 1.2643 1.2679

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

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