CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 06-Feb-2018
Day Change Summary
Previous Current
05-Feb-2018 06-Feb-2018 Change Change % Previous Week
Open 1.2822 1.2774 -0.0048 -0.4% 1.2778
High 1.2822 1.2774 -0.0048 -0.4% 1.2899
Low 1.2783 1.2708 -0.0076 -0.6% 1.2735
Close 1.2783 1.2774 -0.0009 -0.1% 1.2842
Range 0.0039 0.0067 0.0028 72.7% 0.0164
ATR
Volume 26 0 -26 -100.0% 13
Daily Pivots for day following 06-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2951 1.2929 1.2811
R3 1.2885 1.2863 1.2792
R2 1.2818 1.2818 1.2786
R1 1.2796 1.2796 1.2780 1.2807
PP 1.2752 1.2752 1.2752 1.2757
S1 1.2730 1.2730 1.2768 1.2741
S2 1.2685 1.2685 1.2762
S3 1.2619 1.2663 1.2756
S4 1.2552 1.2597 1.2737
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 1.2708 0.0191 1.5% 0.0073 0.6% 35% False True 7
10 1.2899 1.2687 0.0212 1.7% 0.0081 0.6% 41% False False 11
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3057
2.618 1.2948
1.618 1.2882
1.000 1.2841
0.618 1.2815
HIGH 1.2774
0.618 1.2749
0.500 1.2741
0.382 1.2733
LOW 1.2708
0.618 1.2666
1.000 1.2641
1.618 1.2600
2.618 1.2533
4.250 1.2425
Fisher Pivots for day following 06-Feb-2018
Pivot 1 day 3 day
R1 1.2763 1.2803
PP 1.2752 1.2793
S1 1.2741 1.2784

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

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