CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 01-May-2018
Day Change Summary
Previous Current
30-Apr-2018 01-May-2018 Change Change % Previous Week
Open 1.2420 1.2380 -0.0040 -0.3% 1.2565
High 1.2420 1.2380 -0.0040 -0.3% 1.2578
Low 1.2401 1.2321 -0.0080 -0.6% 1.2390
Close 1.2411 1.2322 -0.0089 -0.7% 1.2452
Range 0.0020 0.0060 0.0040 205.1% 0.0188
ATR 0.0056 0.0059 0.0002 4.2% 0.0000
Volume 13 47 34 261.5% 123
Daily Pivots for day following 01-May-2018
Classic Woodie Camarilla DeMark
R4 1.2519 1.2480 1.2354
R3 1.2460 1.2420 1.2338
R2 1.2400 1.2400 1.2332
R1 1.2361 1.2361 1.2327 1.2351
PP 1.2341 1.2341 1.2341 1.2336
S1 1.2301 1.2301 1.2316 1.2291
S2 1.2281 1.2281 1.2311
S3 1.2222 1.2242 1.2305
S4 1.2162 1.2182 1.2289
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 1.2538 1.2321 0.0218 1.8% 0.0053 0.4% 0% False True 35
10 1.2728 1.2321 0.0408 3.3% 0.0042 0.3% 0% False True 19
20 1.2732 1.2321 0.0411 3.3% 0.0038 0.3% 0% False True 12
40 1.2827 1.2321 0.0507 4.1% 0.0038 0.3% 0% False True 8
60 1.2929 1.2321 0.0608 4.9% 0.0039 0.3% 0% False True 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2633
2.618 1.2536
1.618 1.2476
1.000 1.2440
0.618 1.2417
HIGH 1.2380
0.618 1.2357
0.500 1.2350
0.382 1.2343
LOW 1.2321
0.618 1.2284
1.000 1.2261
1.618 1.2224
2.618 1.2165
4.250 1.2068
Fisher Pivots for day following 01-May-2018
Pivot 1 day 3 day
R1 1.2350 1.2390
PP 1.2341 1.2367
S1 1.2331 1.2344

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

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