CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 26-Apr-2018
Day Change Summary
Previous Current
25-Apr-2018 26-Apr-2018 Change Change % Previous Week
Open 1.2538 1.2525 -0.0014 -0.1% 1.2686
High 1.2538 1.2525 -0.0014 -0.1% 1.2732
Low 1.2517 1.2432 -0.0085 -0.7% 1.2596
Close 1.2517 1.2440 -0.0077 -0.6% 1.2625
Range 0.0022 0.0093 0.0071 330.2% 0.0136
ATR 0.0053 0.0056 0.0003 5.3% 0.0000
Volume 1 49 48 4,800.0% 16
Daily Pivots for day following 26-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2743 1.2684 1.2490
R3 1.2650 1.2591 1.2465
R2 1.2558 1.2558 1.2456
R1 1.2499 1.2499 1.2448 1.2482
PP 1.2465 1.2465 1.2465 1.2457
S1 1.2406 1.2406 1.2431 1.2390
S2 1.2373 1.2373 1.2423
S3 1.2280 1.2314 1.2414
S4 1.2188 1.2221 1.2389
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 1.2625 1.2432 0.0193 1.6% 0.0041 0.3% 4% False True 12
10 1.2732 1.2432 0.0300 2.4% 0.0035 0.3% 3% False True 8
20 1.2732 1.2432 0.0300 2.4% 0.0031 0.2% 3% False True 6
40 1.2827 1.2432 0.0395 3.2% 0.0038 0.3% 2% False True 7
60 1.2929 1.2432 0.0497 4.0% 0.0041 0.3% 2% False True 12
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 0.0004
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.2918
2.618 1.2767
1.618 1.2674
1.000 1.2617
0.618 1.2582
HIGH 1.2525
0.618 1.2489
0.500 1.2478
0.382 1.2467
LOW 1.2432
0.618 1.2375
1.000 1.2340
1.618 1.2282
2.618 1.2190
4.250 1.2039
Fisher Pivots for day following 26-Apr-2018
Pivot 1 day 3 day
R1 1.2478 1.2505
PP 1.2465 1.2483
S1 1.2452 1.2461

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

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