CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 06-Aug-2018
Day Change Summary
Previous Current
03-Aug-2018 06-Aug-2018 Change Change % Previous Week
Open 1.1792 1.1769 -0.0023 -0.2% 1.1927
High 1.1792 1.1773 -0.0019 -0.2% 1.1959
Low 1.1791 1.1765 -0.0026 -0.2% 1.1791
Close 1.1791 1.1769 -0.0023 -0.2% 1.1791
Range 0.0001 0.0008 0.0008 1,500.0% 0.0168
ATR 0.0052 0.0050 -0.0002 -3.6% 0.0000
Volume 10 3 -7 -70.0% 86
Daily Pivots for day following 06-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.1793 1.1789 1.1773
R3 1.1785 1.1781 1.1771
R2 1.1777 1.1777 1.1770
R1 1.1773 1.1773 1.1769 1.1773
PP 1.1769 1.1769 1.1769 1.1769
S1 1.1765 1.1765 1.1768 1.1765
S2 1.1761 1.1761 1.1767
S3 1.1753 1.1757 1.1766
S4 1.1745 1.1749 1.1764
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.2349 1.2238 1.1883
R3 1.2182 1.2070 1.1837
R2 1.2014 1.2014 1.1822
R1 1.1903 1.1903 1.1806 1.1875
PP 1.1847 1.1847 1.1847 1.1833
S1 1.1735 1.1735 1.1776 1.1707
S2 1.1679 1.1679 1.1760
S3 1.1512 1.1568 1.1745
S4 1.1344 1.1400 1.1699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1959 1.1765 0.0194 1.6% 0.0027 0.2% 2% False True 15
10 1.1959 1.1765 0.0194 1.6% 0.0029 0.2% 2% False True 15
20 1.1986 1.1765 0.0221 1.9% 0.0038 0.3% 2% False True 35
40 1.2097 1.1765 0.0332 2.8% 0.0048 0.4% 1% False True 37
60 1.2296 1.1765 0.0531 4.5% 0.0055 0.5% 1% False True 40
80 1.2732 1.1765 0.0967 8.2% 0.0052 0.4% 0% False True 37
100 1.2827 1.1765 0.1062 9.0% 0.0049 0.4% 0% False True 30
120 1.2929 1.1765 0.1164 9.9% 0.0048 0.4% 0% False True 28
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1807
2.618 1.1794
1.618 1.1786
1.000 1.1781
0.618 1.1778
HIGH 1.1773
0.618 1.1770
0.500 1.1769
0.382 1.1768
LOW 1.1765
0.618 1.1760
1.000 1.1757
1.618 1.1752
2.618 1.1744
4.250 1.1731
Fisher Pivots for day following 06-Aug-2018
Pivot 1 day 3 day
R1 1.1769 1.1824
PP 1.1769 1.1806
S1 1.1769 1.1787

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

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