CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 15-Feb-2018
Day Change Summary
Previous Current
14-Feb-2018 15-Feb-2018 Change Change % Previous Week
Open 1.2764 1.2850 0.0087 0.7% 1.2822
High 1.2832 1.2903 0.0071 0.6% 1.2822
Low 1.2676 1.2850 0.0174 1.4% 1.2603
Close 1.2832 1.2903 0.0071 0.6% 1.2615
Range 0.0156 0.0053 -0.0103 -66.0% 0.0219
ATR 0.0082 0.0081 -0.0001 -0.9% 0.0000
Volume 32 46 14 43.8% 217
Daily Pivots for day following 15-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3044 1.3027 1.2932
R3 1.2991 1.2974 1.2918
R2 1.2938 1.2938 1.2913
R1 1.2921 1.2921 1.2908 1.2930
PP 1.2885 1.2885 1.2885 1.2890
S1 1.2868 1.2868 1.2898 1.2877
S2 1.2832 1.2832 1.2893
S3 1.2779 1.2815 1.2888
S4 1.2726 1.2762 1.2874
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 1.2903 1.2606 0.0297 2.3% 0.0052 0.4% 100% True False 20
10 1.2903 1.2603 0.0300 2.3% 0.0052 0.4% 100% True False 30
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3128
2.618 1.3042
1.618 1.2989
1.000 1.2956
0.618 1.2936
HIGH 1.2903
0.618 1.2883
0.500 1.2877
0.382 1.2870
LOW 1.2850
0.618 1.2817
1.000 1.2797
1.618 1.2764
2.618 1.2711
4.250 1.2625
Fisher Pivots for day following 15-Feb-2018
Pivot 1 day 3 day
R1 1.2894 1.2865
PP 1.2885 1.2827
S1 1.2877 1.2790

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

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