CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 01-Aug-2018
Day Change Summary
Previous Current
31-Jul-2018 01-Aug-2018 Change Change % Previous Week
Open 1.1959 1.1882 -0.0077 -0.6% 1.1933
High 1.1959 1.1882 -0.0077 -0.6% 1.1951
Low 1.1917 1.1882 -0.0035 -0.3% 1.1861
Close 1.1917 1.1882 -0.0035 -0.3% 1.1877
Range 0.0042 0.0000 -0.0042 -100.0% 0.0091
ATR 0.0055 0.0053 -0.0001 -2.6% 0.0000
Volume 26 0 -26 -100.0% 90
Daily Pivots for day following 01-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.1882 1.1882 1.1882
R3 1.1882 1.1882 1.1882
R2 1.1882 1.1882 1.1882
R1 1.1882 1.1882 1.1882 1.1882
PP 1.1882 1.1882 1.1882 1.1882
S1 1.1882 1.1882 1.1882 1.1882
S2 1.1882 1.1882 1.1882
S3 1.1882 1.1882 1.1882
S4 1.1882 1.1882 1.1882
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2168 1.2113 1.1927
R3 1.2077 1.2022 1.1902
R2 1.1987 1.1987 1.1894
R1 1.1932 1.1932 1.1885 1.1914
PP 1.1896 1.1896 1.1896 1.1887
S1 1.1841 1.1841 1.1869 1.1824
S2 1.1806 1.1806 1.1860
S3 1.1715 1.1751 1.1852
S4 1.1625 1.1660 1.1827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1959 1.1861 0.0098 0.8% 0.0029 0.2% 22% False False 9
10 1.1959 1.1816 0.0143 1.2% 0.0037 0.3% 46% False False 46
20 1.2003 1.1816 0.0187 1.6% 0.0037 0.3% 35% False False 40
40 1.2110 1.1767 0.0343 2.9% 0.0049 0.4% 34% False False 41
60 1.2296 1.1767 0.0529 4.5% 0.0057 0.5% 22% False False 41
80 1.2732 1.1767 0.0965 8.1% 0.0052 0.4% 12% False False 36
100 1.2827 1.1767 0.1061 8.9% 0.0049 0.4% 11% False False 30
120 1.2929 1.1767 0.1162 9.8% 0.0048 0.4% 10% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 85 trading days
Fibonacci Retracements and Extensions
4.250 1.1882
2.618 1.1882
1.618 1.1882
1.000 1.1882
0.618 1.1882
HIGH 1.1882
0.618 1.1882
0.500 1.1882
0.382 1.1882
LOW 1.1882
0.618 1.1882
1.000 1.1882
1.618 1.1882
2.618 1.1882
4.250 1.1882
Fisher Pivots for day following 01-Aug-2018
Pivot 1 day 3 day
R1 1.1882 1.1920
PP 1.1882 1.1908
S1 1.1882 1.1895

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

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