CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 14-Feb-2018
Day Change Summary
Previous Current
13-Feb-2018 14-Feb-2018 Change Change % Previous Week
Open 1.2760 1.2764 0.0004 0.0% 1.2822
High 1.2760 1.2832 0.0073 0.6% 1.2822
Low 1.2718 1.2676 -0.0042 -0.3% 1.2603
Close 1.2742 1.2832 0.0090 0.7% 1.2615
Range 0.0042 0.0156 0.0115 275.9% 0.0219
ATR 0.0076 0.0082 0.0006 7.5% 0.0000
Volume 3 32 29 966.7% 217
Daily Pivots for day following 14-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3248 1.3196 1.2918
R3 1.3092 1.3040 1.2875
R2 1.2936 1.2936 1.2861
R1 1.2884 1.2884 1.2846 1.2910
PP 1.2780 1.2780 1.2780 1.2793
S1 1.2728 1.2728 1.2818 1.2754
S2 1.2624 1.2624 1.2803
S3 1.2468 1.2572 1.2789
S4 1.2312 1.2416 1.2746
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 1.2832 1.2603 0.0229 1.8% 0.0051 0.4% 100% True False 25
10 1.2899 1.2603 0.0296 2.3% 0.0059 0.5% 77% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.3495
2.618 1.3240
1.618 1.3084
1.000 1.2988
0.618 1.2928
HIGH 1.2832
0.618 1.2772
0.500 1.2754
0.382 1.2736
LOW 1.2676
0.618 1.2580
1.000 1.2520
1.618 1.2424
2.618 1.2268
4.250 1.2013
Fisher Pivots for day following 14-Feb-2018
Pivot 1 day 3 day
R1 1.2806 1.2805
PP 1.2780 1.2777
S1 1.2754 1.2750

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

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