CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 09-May-2018
Day Change Summary
Previous Current
08-May-2018 09-May-2018 Change Change % Previous Week
Open 1.2230 1.2140 -0.0090 -0.7% 1.2420
High 1.2230 1.2190 -0.0041 -0.3% 1.2420
Low 1.2164 1.2140 -0.0024 -0.2% 1.2228
Close 1.2169 1.2172 0.0003 0.0% 1.2281
Range 0.0067 0.0050 -0.0017 -25.6% 0.0192
ATR 0.0060 0.0060 -0.0001 -1.3% 0.0000
Volume 11 13 2 18.2% 275
Daily Pivots for day following 09-May-2018
Classic Woodie Camarilla DeMark
R4 1.2316 1.2293 1.2199
R3 1.2266 1.2244 1.2185
R2 1.2217 1.2217 1.2181
R1 1.2194 1.2194 1.2176 1.2205
PP 1.2167 1.2167 1.2167 1.2173
S1 1.2145 1.2145 1.2167 1.2156
S2 1.2118 1.2118 1.2162
S3 1.2068 1.2095 1.2158
S4 1.2019 1.2046 1.2144
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 1.2315 1.2140 0.0175 1.4% 0.0044 0.4% 18% False True 30
10 1.2525 1.2140 0.0385 3.2% 0.0053 0.4% 8% False True 43
20 1.2732 1.2140 0.0592 4.9% 0.0040 0.3% 5% False True 24
40 1.2827 1.2140 0.0687 5.6% 0.0037 0.3% 5% False True 14
60 1.2929 1.2140 0.0789 6.5% 0.0041 0.3% 4% False True 14
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 1.2400
2.618 1.2319
1.618 1.2270
1.000 1.2239
0.618 1.2220
HIGH 1.2190
0.618 1.2171
0.500 1.2165
0.382 1.2159
LOW 1.2140
0.618 1.2109
1.000 1.2091
1.618 1.2060
2.618 1.2010
4.250 1.1930
Fisher Pivots for day following 09-May-2018
Pivot 1 day 3 day
R1 1.2169 1.2190
PP 1.2167 1.2184
S1 1.2165 1.2178

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

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