CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 08-Feb-2018
Day Change Summary
Previous Current
07-Feb-2018 08-Feb-2018 Change Change % Previous Week
Open 1.2630 1.2650 0.0020 0.2% 1.2778
High 1.2655 1.2650 -0.0005 0.0% 1.2899
Low 1.2630 1.2603 -0.0027 -0.2% 1.2735
Close 1.2655 1.2645 -0.0010 -0.1% 1.2842
Range 0.0025 0.0047 0.0022 88.0% 0.0164
ATR 0.0082 0.0080 -0.0002 -2.6% 0.0000
Volume 104 71 -33 -31.7% 13
Daily Pivots for day following 08-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2774 1.2756 1.2671
R3 1.2727 1.2709 1.2658
R2 1.2680 1.2680 1.2654
R1 1.2662 1.2662 1.2649 1.2648
PP 1.2633 1.2633 1.2633 1.2625
S1 1.2615 1.2615 1.2641 1.2601
S2 1.2586 1.2586 1.2636
S3 1.2539 1.2568 1.2632
S4 1.2492 1.2521 1.2619
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 1.2603 0.0296 2.3% 0.0053 0.4% 14% False True 40
10 1.2899 1.2603 0.0296 2.3% 0.0064 0.5% 14% False True 26
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 1.2850
2.618 1.2773
1.618 1.2726
1.000 1.2697
0.618 1.2679
HIGH 1.2650
0.618 1.2632
0.500 1.2627
0.382 1.2621
LOW 1.2603
0.618 1.2574
1.000 1.2556
1.618 1.2527
2.618 1.2480
4.250 1.2403
Fisher Pivots for day following 08-Feb-2018
Pivot 1 day 3 day
R1 1.2639 1.2689
PP 1.2633 1.2674
S1 1.2627 1.2660

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

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