CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 12-Feb-2018
Day Change Summary
Previous Current
09-Feb-2018 12-Feb-2018 Change Change % Previous Week
Open 1.2615 1.2668 0.0054 0.4% 1.2822
High 1.2615 1.2668 0.0054 0.4% 1.2822
Low 1.2606 1.2668 0.0062 0.5% 1.2603
Close 1.2615 1.2668 0.0054 0.4% 1.2615
Range 0.0009 0.0000 -0.0009 -100.0% 0.0219
ATR 0.0077 0.0075 -0.0002 -2.2% 0.0000
Volume 16 3 -13 -81.3% 217
Daily Pivots for day following 12-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2668 1.2668 1.2668
R3 1.2668 1.2668 1.2668
R2 1.2668 1.2668 1.2668
R1 1.2668 1.2668 1.2668 1.2668
PP 1.2668 1.2668 1.2668 1.2668
S1 1.2668 1.2668 1.2668 1.2668
S2 1.2668 1.2668 1.2668
S3 1.2668 1.2668 1.2668
S4 1.2668 1.2668 1.2668
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3335 1.3193 1.2735
R3 1.3117 1.2975 1.2675
R2 1.2898 1.2898 1.2655
R1 1.2756 1.2756 1.2635 1.2718
PP 1.2680 1.2680 1.2680 1.2661
S1 1.2538 1.2538 1.2594 1.2500
S2 1.2461 1.2461 1.2574
S3 1.2243 1.2319 1.2554
S4 1.2024 1.2101 1.2494
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2774 1.2603 0.0171 1.3% 0.0029 0.2% 38% False False 38
10 1.2899 1.2603 0.0296 2.3% 0.0052 0.4% 22% False False 23
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 0.0005
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.2668
2.618 1.2668
1.618 1.2668
1.000 1.2668
0.618 1.2668
HIGH 1.2668
0.618 1.2668
0.500 1.2668
0.382 1.2668
LOW 1.2668
0.618 1.2668
1.000 1.2668
1.618 1.2668
2.618 1.2668
4.250 1.2668
Fisher Pivots for day following 12-Feb-2018
Pivot 1 day 3 day
R1 1.2668 1.2657
PP 1.2668 1.2646
S1 1.2668 1.2636

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

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