CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 11-Feb-2019
Day Change Summary
Previous Current
08-Feb-2019 11-Feb-2019 Change Change % Previous Week
Open 1.1373 1.1353 -0.0021 -0.2% 1.1496
High 1.1385 1.1363 -0.0022 -0.2% 1.1501
Low 1.1355 1.1300 -0.0055 -0.5% 1.1355
Close 1.1357 1.1309 -0.0048 -0.4% 1.1357
Range 0.0030 0.0063 0.0033 110.0% 0.0147
ATR 0.0064 0.0064 0.0000 -0.1% 0.0000
Volume 126,634 178,399 51,765 40.9% 679,098
Daily Pivots for day following 11-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.1513 1.1474 1.1343
R3 1.1450 1.1411 1.1326
R2 1.1387 1.1387 1.1320
R1 1.1348 1.1348 1.1314 1.1336
PP 1.1324 1.1324 1.1324 1.1318
S1 1.1285 1.1285 1.1303 1.1273
S2 1.1261 1.1261 1.1297
S3 1.1198 1.1222 1.1291
S4 1.1135 1.1159 1.1274
Weekly Pivots for week ending 08-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.1844 1.1747 1.1437
R3 1.1697 1.1600 1.1397
R2 1.1551 1.1551 1.1383
R1 1.1454 1.1454 1.1370 1.1429
PP 1.1404 1.1404 1.1404 1.1392
S1 1.1307 1.1307 1.1343 1.1282
S2 1.1258 1.1258 1.1330
S3 1.1111 1.1161 1.1316
S4 1.0965 1.1014 1.1276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1480 1.1300 0.0180 1.6% 0.0046 0.4% 5% False True 149,326
10 1.1557 1.1300 0.0257 2.3% 0.0053 0.5% 3% False True 163,563
20 1.1557 1.1300 0.0257 2.3% 0.0059 0.5% 3% False True 172,225
40 1.1633 1.1300 0.0333 2.9% 0.0072 0.6% 3% False True 179,435
60 1.1633 1.1300 0.0333 2.9% 0.0075 0.7% 3% False True 131,684
80 1.1734 1.1300 0.0434 3.8% 0.0075 0.7% 2% False True 99,267
100 1.1989 1.1300 0.0689 6.1% 0.0074 0.7% 1% False True 79,669
120 1.1989 1.1300 0.0689 6.1% 0.0073 0.6% 1% False True 66,411
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1631
2.618 1.1528
1.618 1.1465
1.000 1.1426
0.618 1.1402
HIGH 1.1363
0.618 1.1339
0.500 1.1332
0.382 1.1324
LOW 1.1300
0.618 1.1261
1.000 1.1237
1.618 1.1198
2.618 1.1135
4.250 1.1032
Fisher Pivots for day following 11-Feb-2019
Pivot 1 day 3 day
R1 1.1332 1.1352
PP 1.1324 1.1338
S1 1.1316 1.1323

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

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