CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 16-Apr-2018
Day Change Summary
Previous Current
13-Apr-2018 16-Apr-2018 Change Change % Previous Week
Open 1.2677 1.2686 0.0009 0.1% 1.2671
High 1.2682 1.2732 0.0050 0.4% 1.2731
Low 1.2668 1.2686 0.0019 0.1% 1.2624
Close 1.2682 1.2732 0.0050 0.4% 1.2682
Range 0.0015 0.0046 0.0031 213.8% 0.0108
ATR 0.0052 0.0052 0.0000 -0.4% 0.0000
Volume 16 4 -12 -75.0% 32
Daily Pivots for day following 16-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2853 1.2838 1.2757
R3 1.2807 1.2792 1.2744
R2 1.2762 1.2762 1.2740
R1 1.2747 1.2747 1.2736 1.2754
PP 1.2716 1.2716 1.2716 1.2720
S1 1.2701 1.2701 1.2727 1.2709
S2 1.2671 1.2671 1.2723
S3 1.2625 1.2656 1.2719
S4 1.2580 1.2610 1.2706
Weekly Pivots for week ending 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.3001 1.2949 1.2741
R3 1.2894 1.2842 1.2712
R2 1.2786 1.2786 1.2702
R1 1.2734 1.2734 1.2692 1.2760
PP 1.2679 1.2679 1.2679 1.2692
S1 1.2627 1.2627 1.2672 1.2653
S2 1.2571 1.2571 1.2662
S3 1.2464 1.2519 1.2652
S4 1.2356 1.2412 1.2623
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2732 1.2660 0.0072 0.6% 0.0029 0.2% 100% True False 7
10 1.2732 1.2578 0.0154 1.2% 0.0031 0.2% 100% True False 5
20 1.2827 1.2578 0.0249 2.0% 0.0033 0.3% 62% False False 5
40 1.2929 1.2547 0.0382 3.0% 0.0037 0.3% 48% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2925
2.618 1.2851
1.618 1.2805
1.000 1.2777
0.618 1.2760
HIGH 1.2732
0.618 1.2714
0.500 1.2709
0.382 1.2703
LOW 1.2686
0.618 1.2658
1.000 1.2641
1.618 1.2612
2.618 1.2567
4.250 1.2493
Fisher Pivots for day following 16-Apr-2018
Pivot 1 day 3 day
R1 1.2724 1.2720
PP 1.2716 1.2708
S1 1.2709 1.2696

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

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