CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 04-May-2018
Day Change Summary
Previous Current
03-May-2018 04-May-2018 Change Change % Previous Week
Open 1.2312 1.2254 -0.0058 -0.5% 1.2420
High 1.2315 1.2281 -0.0034 -0.3% 1.2420
Low 1.2279 1.2228 -0.0051 -0.4% 1.2228
Close 1.2312 1.2281 -0.0031 -0.2% 1.2281
Range 0.0036 0.0053 0.0017 47.2% 0.0192
ATR 0.0058 0.0060 0.0002 3.2% 0.0000
Volume 26 89 63 242.3% 275
Daily Pivots for day following 04-May-2018
Classic Woodie Camarilla DeMark
R4 1.2422 1.2405 1.2310
R3 1.2369 1.2352 1.2296
R2 1.2316 1.2316 1.2291
R1 1.2299 1.2299 1.2286 1.2308
PP 1.2263 1.2263 1.2263 1.2268
S1 1.2246 1.2246 1.2276 1.2255
S2 1.2210 1.2210 1.2271
S3 1.2157 1.2193 1.2266
S4 1.2104 1.2140 1.2252
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 1.2886 1.2775 1.2387
R3 1.2694 1.2583 1.2334
R2 1.2502 1.2502 1.2316
R1 1.2391 1.2391 1.2299 1.2351
PP 1.2310 1.2310 1.2310 1.2289
S1 1.2199 1.2199 1.2263 1.2159
S2 1.2118 1.2118 1.2246
S3 1.1926 1.2007 1.2228
S4 1.1734 1.1815 1.2175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2420 1.2228 0.0192 1.6% 0.0047 0.4% 28% False True 55
10 1.2578 1.2228 0.0350 2.8% 0.0048 0.4% 15% False True 39
20 1.2732 1.2228 0.0504 4.1% 0.0039 0.3% 11% False True 22
40 1.2827 1.2228 0.0599 4.9% 0.0038 0.3% 9% False True 13
60 1.2929 1.2228 0.0701 5.7% 0.0040 0.3% 8% False True 15
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2506
2.618 1.2420
1.618 1.2367
1.000 1.2334
0.618 1.2314
HIGH 1.2281
0.618 1.2261
0.500 1.2255
0.382 1.2248
LOW 1.2228
0.618 1.2195
1.000 1.2175
1.618 1.2142
2.618 1.2089
4.250 1.2003
Fisher Pivots for day following 04-May-2018
Pivot 1 day 3 day
R1 1.2272 1.2284
PP 1.2263 1.2283
S1 1.2255 1.2282

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

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