CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 23-Apr-2018
Day Change Summary
Previous Current
20-Apr-2018 23-Apr-2018 Change Change % Previous Week
Open 1.2600 1.2565 -0.0035 -0.3% 1.2686
High 1.2625 1.2565 -0.0060 -0.5% 1.2732
Low 1.2596 1.2546 -0.0050 -0.4% 1.2596
Close 1.2625 1.2547 -0.0078 -0.6% 1.2625
Range 0.0030 0.0019 -0.0011 -35.6% 0.0136
ATR 0.0051 0.0053 0.0002 3.8% 0.0000
Volume 8 3 -5 -62.5% 16
Daily Pivots for day following 23-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2610 1.2597 1.2557
R3 1.2591 1.2578 1.2552
R2 1.2572 1.2572 1.2550
R1 1.2559 1.2559 1.2549 1.2556
PP 1.2553 1.2553 1.2553 1.2551
S1 1.2540 1.2540 1.2545 1.2537
S2 1.2534 1.2534 1.2544
S3 1.2515 1.2521 1.2542
S4 1.2496 1.2502 1.2537
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.3059 1.2978 1.2700
R3 1.2923 1.2842 1.2662
R2 1.2787 1.2787 1.2650
R1 1.2706 1.2706 1.2637 1.2678
PP 1.2651 1.2651 1.2651 1.2637
S1 1.2570 1.2570 1.2613 1.2542
S2 1.2515 1.2515 1.2600
S3 1.2379 1.2434 1.2588
S4 1.2243 1.2298 1.2550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2728 1.2546 0.0182 1.5% 0.0027 0.2% 1% False True 3
10 1.2732 1.2546 0.0186 1.5% 0.0028 0.2% 1% False True 5
20 1.2827 1.2546 0.0281 2.2% 0.0026 0.2% 0% False True 4
40 1.2827 1.2546 0.0281 2.2% 0.0035 0.3% 0% False True 7
60 1.2929 1.2546 0.0383 3.0% 0.0042 0.3% 0% False True 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2646
2.618 1.2615
1.618 1.2596
1.000 1.2584
0.618 1.2577
HIGH 1.2565
0.618 1.2558
0.500 1.2556
0.382 1.2553
LOW 1.2546
0.618 1.2534
1.000 1.2527
1.618 1.2515
2.618 1.2496
4.250 1.2465
Fisher Pivots for day following 23-Apr-2018
Pivot 1 day 3 day
R1 1.2556 1.2637
PP 1.2553 1.2607
S1 1.2550 1.2577

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

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