CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 15-Feb-2019
Day Change Summary
Previous Current
14-Feb-2019 15-Feb-2019 Change Change % Previous Week
Open 1.1284 1.1320 0.0036 0.3% 1.1353
High 1.1338 1.1334 -0.0004 0.0% 1.1373
Low 1.1277 1.1261 -0.0016 -0.1% 1.1261
Close 1.1329 1.1322 -0.0007 -0.1% 1.1322
Range 0.0061 0.0073 0.0012 18.9% 0.0112
ATR 0.0066 0.0066 0.0000 0.7% 0.0000
Volume 192,877 181,232 -11,645 -6.0% 916,528
Daily Pivots for day following 15-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.1523 1.1495 1.1362
R3 1.1451 1.1423 1.1342
R2 1.1378 1.1378 1.1335
R1 1.1350 1.1350 1.1329 1.1364
PP 1.1306 1.1306 1.1306 1.1313
S1 1.1278 1.1278 1.1315 1.1292
S2 1.1233 1.1233 1.1309
S3 1.1161 1.1205 1.1302
S4 1.1088 1.1133 1.1282
Weekly Pivots for week ending 15-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.1653 1.1599 1.1383
R3 1.1542 1.1488 1.1353
R2 1.1430 1.1430 1.1342
R1 1.1376 1.1376 1.1332 1.1347
PP 1.1319 1.1319 1.1319 1.1304
S1 1.1265 1.1265 1.1312 1.1236
S2 1.1207 1.1207 1.1302
S3 1.1096 1.1153 1.1291
S4 1.0984 1.1042 1.1261
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1373 1.1261 0.0112 1.0% 0.0072 0.6% 55% False True 183,305
10 1.1501 1.1261 0.0240 2.1% 0.0056 0.5% 25% False True 159,562
20 1.1557 1.1261 0.0296 2.6% 0.0063 0.6% 21% False True 175,521
40 1.1633 1.1261 0.0372 3.3% 0.0073 0.6% 16% False True 176,610
60 1.1633 1.1261 0.0372 3.3% 0.0075 0.7% 16% False True 143,471
80 1.1645 1.1261 0.0384 3.4% 0.0075 0.7% 16% False True 108,417
100 1.1969 1.1261 0.0708 6.3% 0.0074 0.7% 9% False True 87,033
120 1.1989 1.1261 0.0728 6.4% 0.0074 0.6% 8% False True 72,561
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1642
2.618 1.1523
1.618 1.1451
1.000 1.1406
0.618 1.1378
HIGH 1.1334
0.618 1.1306
0.500 1.1297
0.382 1.1289
LOW 1.1261
0.618 1.1216
1.000 1.1189
1.618 1.1144
2.618 1.1071
4.250 1.0953
Fisher Pivots for day following 15-Feb-2019
Pivot 1 day 3 day
R1 1.1314 1.1320
PP 1.1306 1.1319
S1 1.1297 1.1317

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

View Archives - Comment on this page... - Back to Index of Symbols