CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 05-Feb-2018
Day Change Summary
Previous Current
02-Feb-2018 05-Feb-2018 Change Change % Previous Week
Open 1.2842 1.2822 -0.0020 -0.2% 1.2778
High 1.2899 1.2822 -0.0077 -0.6% 1.2899
Low 1.2812 1.2783 -0.0029 -0.2% 1.2735
Close 1.2842 1.2783 -0.0059 -0.5% 1.2842
Range 0.0087 0.0039 -0.0048 -55.5% 0.0164
ATR
Volume 2 26 24 1,200.0% 13
Daily Pivots for day following 05-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2911 1.2886 1.2804
R3 1.2873 1.2847 1.2794
R2 1.2834 1.2834 1.2790
R1 1.2809 1.2809 1.2787 1.2802
PP 1.2796 1.2796 1.2796 1.2793
S1 1.2770 1.2770 1.2779 1.2764
S2 1.2757 1.2757 1.2776
S3 1.2719 1.2732 1.2772
S4 1.2680 1.2693 1.2762
Weekly Pivots for week ending 02-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3316 1.3242 1.2931
R3 1.3152 1.3079 1.2886
R2 1.2989 1.2989 1.2871
R1 1.2915 1.2915 1.2856 1.2952
PP 1.2825 1.2825 1.2825 1.2843
S1 1.2752 1.2752 1.2827 1.2788
S2 1.2662 1.2662 1.2812
S3 1.2498 1.2588 1.2797
S4 1.2335 1.2425 1.2752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2899 1.2735 0.0164 1.3% 0.0074 0.6% 29% False False 7
10 1.2899 1.2621 0.0278 2.2% 0.0080 0.6% 58% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2985
2.618 1.2922
1.618 1.2884
1.000 1.2860
0.618 1.2845
HIGH 1.2822
0.618 1.2807
0.500 1.2802
0.382 1.2798
LOW 1.2783
0.618 1.2759
1.000 1.2745
1.618 1.2721
2.618 1.2682
4.250 1.2619
Fisher Pivots for day following 05-Feb-2018
Pivot 1 day 3 day
R1 1.2802 1.2838
PP 1.2796 1.2820
S1 1.2789 1.2801

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

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