CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 30-Oct-2018
Day Change Summary
Previous Current
29-Oct-2018 30-Oct-2018 Change Change % Previous Week
Open 1.1544 1.1518 -0.0026 -0.2% 1.1668
High 1.1556 1.1529 -0.0027 -0.2% 1.1700
Low 1.1509 1.1483 -0.0027 -0.2% 1.1484
Close 1.1536 1.1485 -0.0051 -0.4% 1.1555
Range 0.0047 0.0047 -0.0001 -1.1% 0.0216
ATR 0.0072 0.0071 -0.0001 -1.9% 0.0000
Volume 1,021 2,085 1,064 104.2% 10,571
Daily Pivots for day following 30-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.1638 1.1608 1.1510
R3 1.1592 1.1561 1.1497
R2 1.1545 1.1545 1.1493
R1 1.1515 1.1515 1.1489 1.1507
PP 1.1499 1.1499 1.1499 1.1495
S1 1.1468 1.1468 1.1480 1.1460
S2 1.1452 1.1452 1.1476
S3 1.1406 1.1422 1.1472
S4 1.1359 1.1375 1.1459
Weekly Pivots for week ending 26-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.2228 1.2107 1.1673
R3 1.2012 1.1891 1.1614
R2 1.1796 1.1796 1.1594
R1 1.1675 1.1675 1.1574 1.1627
PP 1.1580 1.1580 1.1580 1.1556
S1 1.1459 1.1459 1.1535 1.1411
S2 1.1364 1.1364 1.1515
S3 1.1148 1.1243 1.1495
S4 1.0932 1.1027 1.1436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1623 1.1483 0.0141 1.2% 0.0068 0.6% 1% False True 1,548
10 1.1734 1.1483 0.0252 2.2% 0.0073 0.6% 1% False True 1,854
20 1.1777 1.1483 0.0295 2.6% 0.0071 0.6% 1% False True 1,937
40 1.1989 1.1483 0.0507 4.4% 0.0071 0.6% 0% False True 1,141
60 1.1989 1.1483 0.0507 4.4% 0.0068 0.6% 0% False True 784
80 1.1989 1.1483 0.0507 4.4% 0.0060 0.5% 0% False True 597
100 1.2097 1.1483 0.0615 5.4% 0.0060 0.5% 0% False True 485
120 1.2296 1.1483 0.0813 7.1% 0.0061 0.5% 0% False True 412
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Bull Hook False
Stretch 0.0020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1727
2.618 1.1651
1.618 1.1604
1.000 1.1576
0.618 1.1558
HIGH 1.1529
0.618 1.1511
0.500 1.1506
0.382 1.1500
LOW 1.1483
0.618 1.1454
1.000 1.1436
1.618 1.1407
2.618 1.1361
4.250 1.1285
Fisher Pivots for day following 30-Oct-2018
Pivot 1 day 3 day
R1 1.1506 1.1522
PP 1.1499 1.1509
S1 1.1492 1.1497

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

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