CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 09-Feb-2018
Day Change Summary
Previous Current
08-Feb-2018 09-Feb-2018 Change Change % Previous Week
Open 1.2650 1.2615 -0.0036 -0.3% 1.2822
High 1.2650 1.2615 -0.0036 -0.3% 1.2822
Low 1.2603 1.2606 0.0003 0.0% 1.2603
Close 1.2645 1.2615 -0.0031 -0.2% 1.2615
Range 0.0047 0.0009 -0.0039 -81.9% 0.0219
ATR 0.0080 0.0077 -0.0003 -3.6% 0.0000
Volume 71 16 -55 -77.5% 217
Daily Pivots for day following 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2637 1.2634 1.2619
R3 1.2629 1.2626 1.2617
R2 1.2620 1.2620 1.2616
R1 1.2617 1.2617 1.2615 1.2619
PP 1.2612 1.2612 1.2612 1.2612
S1 1.2609 1.2609 1.2614 1.2610
S2 1.2603 1.2603 1.2613
S3 1.2595 1.2600 1.2612
S4 1.2586 1.2592 1.2610
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3335 1.3193 1.2735
R3 1.3117 1.2975 1.2675
R2 1.2898 1.2898 1.2655
R1 1.2756 1.2756 1.2635 1.2718
PP 1.2680 1.2680 1.2680 1.2661
S1 1.2538 1.2538 1.2594 1.2500
S2 1.2461 1.2461 1.2574
S3 1.2243 1.2319 1.2554
S4 1.2024 1.2101 1.2494
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2822 1.2603 0.0219 1.7% 0.0037 0.3% 5% False False 43
10 1.2899 1.2603 0.0296 2.3% 0.0059 0.5% 4% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.2651
2.618 1.2637
1.618 1.2628
1.000 1.2623
0.618 1.2620
HIGH 1.2615
0.618 1.2611
0.500 1.2610
0.382 1.2609
LOW 1.2606
0.618 1.2601
1.000 1.2598
1.618 1.2592
2.618 1.2584
4.250 1.2570
Fisher Pivots for day following 09-Feb-2018
Pivot 1 day 3 day
R1 1.2613 1.2629
PP 1.2612 1.2624
S1 1.2610 1.2619

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

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