CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 03-May-2018
Day Change Summary
Previous Current
02-May-2018 03-May-2018 Change Change % Previous Week
Open 1.2340 1.2312 -0.0029 -0.2% 1.2565
High 1.2340 1.2315 -0.0025 -0.2% 1.2578
Low 1.2275 1.2279 0.0005 0.0% 1.2390
Close 1.2310 1.2312 0.0002 0.0% 1.2452
Range 0.0066 0.0036 -0.0030 -45.0% 0.0188
ATR 0.0059 0.0058 -0.0002 -2.8% 0.0000
Volume 100 26 -74 -74.0% 123
Daily Pivots for day following 03-May-2018
Classic Woodie Camarilla DeMark
R4 1.2410 1.2397 1.2331
R3 1.2374 1.2361 1.2321
R2 1.2338 1.2338 1.2318
R1 1.2325 1.2325 1.2315 1.2330
PP 1.2302 1.2302 1.2302 1.2304
S1 1.2289 1.2289 1.2308 1.2294
S2 1.2266 1.2266 1.2305
S3 1.2230 1.2253 1.2302
S4 1.2194 1.2217 1.2292
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 1.2460 1.2275 0.0186 1.5% 0.0050 0.4% 20% False False 51
10 1.2625 1.2275 0.0351 2.8% 0.0045 0.4% 11% False False 31
20 1.2732 1.2275 0.0457 3.7% 0.0040 0.3% 8% False False 18
40 1.2827 1.2275 0.0553 4.5% 0.0040 0.3% 7% False False 11
60 1.2929 1.2275 0.0654 5.3% 0.0039 0.3% 6% False False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2468
2.618 1.2409
1.618 1.2373
1.000 1.2351
0.618 1.2337
HIGH 1.2315
0.618 1.2301
0.500 1.2297
0.382 1.2293
LOW 1.2279
0.618 1.2257
1.000 1.2243
1.618 1.2221
2.618 1.2185
4.250 1.2126
Fisher Pivots for day following 03-May-2018
Pivot 1 day 3 day
R1 1.2307 1.2327
PP 1.2302 1.2322
S1 1.2297 1.2317

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

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