CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 23-Nov-2018
Day Change Summary
Previous Current
21-Nov-2018 23-Nov-2018 Change Change % Previous Week
Open 1.1492 1.1508 0.0016 0.1% 1.1540
High 1.1546 1.1550 0.0004 0.0% 1.1592
Low 1.1489 1.1451 -0.0038 -0.3% 1.1451
Close 1.1510 1.1453 -0.0057 -0.5% 1.1453
Range 0.0057 0.0099 0.0042 73.7% 0.0141
ATR 0.0078 0.0080 0.0001 1.9% 0.0000
Volume 3,612 5,658 2,046 56.6% 25,283
Daily Pivots for day following 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.1781 1.1716 1.1507
R3 1.1682 1.1617 1.1480
R2 1.1583 1.1583 1.1471
R1 1.1518 1.1518 1.1462 1.1501
PP 1.1484 1.1484 1.1484 1.1476
S1 1.1419 1.1419 1.1444 1.1402
S2 1.1385 1.1385 1.1435
S3 1.1286 1.1320 1.1426
S4 1.1187 1.1221 1.1399
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.1921 1.1828 1.1531
R3 1.1780 1.1687 1.1492
R2 1.1639 1.1639 1.1479
R1 1.1546 1.1546 1.1466 1.1522
PP 1.1498 1.1498 1.1498 1.1486
S1 1.1405 1.1405 1.1440 1.1381
S2 1.1357 1.1357 1.1427
S3 1.1216 1.1264 1.1414
S4 1.1075 1.1123 1.1375
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1592 1.1446 0.0146 1.3% 0.0086 0.8% 5% False False 6,413
10 1.1592 1.1353 0.0239 2.1% 0.0083 0.7% 42% False False 6,163
20 1.1645 1.1353 0.0292 2.5% 0.0077 0.7% 34% False False 3,999
40 1.1813 1.1353 0.0460 4.0% 0.0075 0.7% 22% False False 2,944
60 1.1989 1.1353 0.0636 5.6% 0.0074 0.6% 16% False False 2,036
80 1.1989 1.1353 0.0636 5.6% 0.0069 0.6% 16% False False 1,540
100 1.2003 1.1353 0.0650 5.7% 0.0063 0.5% 15% False False 1,240
120 1.2110 1.1353 0.0757 6.6% 0.0063 0.5% 13% False False 1,040
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1970
2.618 1.1809
1.618 1.1710
1.000 1.1649
0.618 1.1611
HIGH 1.1550
0.618 1.1512
0.500 1.1500
0.382 1.1488
LOW 1.1451
0.618 1.1389
1.000 1.1352
1.618 1.1290
2.618 1.1191
4.250 1.1030
Fisher Pivots for day following 23-Nov-2018
Pivot 1 day 3 day
R1 1.1500 1.1521
PP 1.1484 1.1498
S1 1.1469 1.1476

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

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