CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 24-Apr-2018
Day Change Summary
Previous Current
23-Apr-2018 24-Apr-2018 Change Change % Previous Week
Open 1.2565 1.2564 -0.0001 0.0% 1.2686
High 1.2565 1.2578 0.0013 0.1% 1.2732
Low 1.2546 1.2538 -0.0009 -0.1% 1.2596
Close 1.2547 1.2578 0.0031 0.2% 1.2625
Range 0.0019 0.0041 0.0022 113.2% 0.0136
ATR 0.0053 0.0052 -0.0001 -1.7% 0.0000
Volume 3 1 -2 -66.7% 16
Daily Pivots for day following 24-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2686 1.2673 1.2600
R3 1.2646 1.2632 1.2589
R2 1.2605 1.2605 1.2585
R1 1.2592 1.2592 1.2582 1.2598
PP 1.2565 1.2565 1.2565 1.2568
S1 1.2551 1.2551 1.2574 1.2558
S2 1.2524 1.2524 1.2571
S3 1.2484 1.2511 1.2567
S4 1.2443 1.2470 1.2556
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.3059 1.2978 1.2700
R3 1.2923 1.2842 1.2662
R2 1.2787 1.2787 1.2650
R1 1.2706 1.2706 1.2637 1.2678
PP 1.2651 1.2651 1.2651 1.2637
S1 1.2570 1.2570 1.2613 1.2542
S2 1.2515 1.2515 1.2600
S3 1.2379 1.2434 1.2588
S4 1.2243 1.2298 1.2550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2728 1.2538 0.0191 1.5% 0.0031 0.2% 21% False True 2
10 1.2732 1.2538 0.0194 1.5% 0.0028 0.2% 21% False True 5
20 1.2766 1.2538 0.0229 1.8% 0.0027 0.2% 18% False True 4
40 1.2827 1.2538 0.0290 2.3% 0.0035 0.3% 14% False True 6
60 1.2929 1.2538 0.0391 3.1% 0.0042 0.3% 10% False True 11
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 False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2750
2.618 1.2684
1.618 1.2644
1.000 1.2619
0.618 1.2603
HIGH 1.2578
0.618 1.2563
0.500 1.2558
0.382 1.2553
LOW 1.2538
0.618 1.2512
1.000 1.2497
1.618 1.2472
2.618 1.2431
4.250 1.2365
Fisher Pivots for day following 24-Apr-2018
Pivot 1 day 3 day
R1 1.2571 1.2581
PP 1.2565 1.2580
S1 1.2558 1.2579

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

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