CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 27-Apr-2018
Day Change Summary
Previous Current
26-Apr-2018 27-Apr-2018 Change Change % Previous Week
Open 1.2525 1.2402 -0.0123 -1.0% 1.2565
High 1.2525 1.2460 -0.0065 -0.5% 1.2578
Low 1.2432 1.2390 -0.0042 -0.3% 1.2390
Close 1.2440 1.2452 0.0012 0.1% 1.2452
Range 0.0093 0.0070 -0.0023 -24.3% 0.0188
ATR 0.0056 0.0057 0.0001 1.8% 0.0000
Volume 49 69 20 40.8% 123
Daily Pivots for day following 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2644 1.2618 1.2490
R3 1.2574 1.2548 1.2471
R2 1.2504 1.2504 1.2464
R1 1.2478 1.2478 1.2458 1.2491
PP 1.2434 1.2434 1.2434 1.2440
S1 1.2408 1.2408 1.2445 1.2421
S2 1.2364 1.2364 1.2439
S3 1.2294 1.2338 1.2432
S4 1.2224 1.2268 1.2413
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.3037 1.2932 1.2555
R3 1.2849 1.2744 1.2503
R2 1.2661 1.2661 1.2486
R1 1.2556 1.2556 1.2469 1.2515
PP 1.2473 1.2473 1.2473 1.2452
S1 1.2368 1.2368 1.2434 1.2327
S2 1.2285 1.2285 1.2417
S3 1.2097 1.2180 1.2400
S4 1.1909 1.1992 1.2348
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2578 1.2390 0.0188 1.5% 0.0049 0.4% 33% False True 24
10 1.2732 1.2390 0.0342 2.7% 0.0041 0.3% 18% False True 13
20 1.2732 1.2390 0.0342 2.7% 0.0034 0.3% 18% False True 9
40 1.2827 1.2390 0.0437 3.5% 0.0038 0.3% 14% False True 7
60 1.2929 1.2390 0.0539 4.3% 0.0041 0.3% 11% False True 13
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2758
2.618 1.2643
1.618 1.2573
1.000 1.2530
0.618 1.2503
HIGH 1.2460
0.618 1.2433
0.500 1.2425
0.382 1.2417
LOW 1.2390
0.618 1.2347
1.000 1.2320
1.618 1.2277
2.618 1.2207
4.250 1.2093
Fisher Pivots for day following 27-Apr-2018
Pivot 1 day 3 day
R1 1.2443 1.2464
PP 1.2434 1.2460
S1 1.2425 1.2456

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

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