CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 19-Mar-2018
Day Change Summary
Previous Current
16-Mar-2018 19-Mar-2018 Change Change % Previous Week
Open 1.2638 1.2734 0.0096 0.8% 1.2716
High 1.2670 1.2734 0.0064 0.5% 1.2779
Low 1.2638 1.2649 0.0011 0.1% 1.2638
Close 1.2662 1.2734 0.0072 0.6% 1.2662
Range 0.0032 0.0085 0.0053 165.6% 0.0141
ATR 0.0064 0.0065 0.0002 2.4% 0.0000
Volume 3 0 -3 -100.0% 12
Daily Pivots for day following 19-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2960 1.2932 1.2780
R3 1.2875 1.2847 1.2757
R2 1.2790 1.2790 1.2749
R1 1.2762 1.2762 1.2741 1.2776
PP 1.2705 1.2705 1.2705 1.2712
S1 1.2677 1.2677 1.2726 1.2691
S2 1.2620 1.2620 1.2718
S3 1.2535 1.2592 1.2710
S4 1.2450 1.2507 1.2687
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.3114 1.3028 1.2739
R3 1.2974 1.2888 1.2700
R2 1.2833 1.2833 1.2687
R1 1.2747 1.2747 1.2674 1.2720
PP 1.2693 1.2693 1.2693 1.2679
S1 1.2607 1.2607 1.2649 1.2580
S2 1.2552 1.2552 1.2636
S3 1.2412 1.2466 1.2623
S4 1.2271 1.2326 1.2584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2779 1.2638 0.0141 1.1% 0.0055 0.4% 68% False False 2
10 1.2792 1.2638 0.0154 1.2% 0.0050 0.4% 62% False False 4
20 1.2792 1.2547 0.0245 1.9% 0.0039 0.3% 76% False False 11
40 1.2929 1.2547 0.0382 3.0% 0.0054 0.4% 49% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3095
2.618 1.2956
1.618 1.2871
1.000 1.2819
0.618 1.2786
HIGH 1.2734
0.618 1.2701
0.500 1.2691
0.382 1.2681
LOW 1.2649
0.618 1.2596
1.000 1.2564
1.618 1.2511
2.618 1.2426
4.250 1.2287
Fisher Pivots for day following 19-Mar-2018
Pivot 1 day 3 day
R1 1.2719 1.2720
PP 1.2705 1.2707
S1 1.2691 1.2694

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

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