CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 19-Apr-2018
Day Change Summary
Previous Current
18-Apr-2018 19-Apr-2018 Change Change % Previous Week
Open 1.2725 1.2710 -0.0016 -0.1% 1.2671
High 1.2725 1.2728 0.0003 0.0% 1.2731
Low 1.2702 1.2683 -0.0019 -0.1% 1.2624
Close 1.2725 1.2683 -0.0042 -0.3% 1.2682
Range 0.0023 0.0045 0.0022 95.7% 0.0108
ATR 0.0049 0.0049 0.0000 -0.6% 0.0000
Volume 0 2 2 32
Daily Pivots for day following 19-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2833 1.2803 1.2708
R3 1.2788 1.2758 1.2695
R2 1.2743 1.2743 1.2691
R1 1.2713 1.2713 1.2687 1.2706
PP 1.2698 1.2698 1.2698 1.2694
S1 1.2668 1.2668 1.2679 1.2661
S2 1.2653 1.2653 1.2675
S3 1.2608 1.2623 1.2671
S4 1.2563 1.2578 1.2658
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 1.2668 0.0064 0.5% 0.0030 0.2% 24% False False 4
10 1.2732 1.2578 0.0154 1.2% 0.0034 0.3% 68% False False 4
20 1.2827 1.2578 0.0249 2.0% 0.0028 0.2% 42% False False 4
40 1.2827 1.2547 0.0280 2.2% 0.0035 0.3% 49% False False 7
60 1.2929 1.2547 0.0382 3.0% 0.0045 0.4% 36% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2919
2.618 1.2846
1.618 1.2801
1.000 1.2773
0.618 1.2756
HIGH 1.2728
0.618 1.2711
0.500 1.2706
0.382 1.2700
LOW 1.2683
0.618 1.2655
1.000 1.2638
1.618 1.2610
2.618 1.2565
4.250 1.2492
Fisher Pivots for day following 19-Apr-2018
Pivot 1 day 3 day
R1 1.2706 1.2706
PP 1.2698 1.2698
S1 1.2691 1.2691

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

View Archives - Comment on this page... - Back to Index of Symbols