CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 02-May-2018
Day Change Summary
Previous Current
01-May-2018 02-May-2018 Change Change % Previous Week
Open 1.2380 1.2340 -0.0040 -0.3% 1.2565
High 1.2380 1.2340 -0.0040 -0.3% 1.2578
Low 1.2321 1.2275 -0.0046 -0.4% 1.2390
Close 1.2322 1.2310 -0.0012 -0.1% 1.2452
Range 0.0060 0.0066 0.0006 10.1% 0.0188
ATR 0.0059 0.0059 0.0000 0.8% 0.0000
Volume 47 100 53 112.8% 123
Daily Pivots for day following 02-May-2018
Classic Woodie Camarilla DeMark
R4 1.2505 1.2473 1.2346
R3 1.2439 1.2407 1.2328
R2 1.2374 1.2374 1.2322
R1 1.2342 1.2342 1.2316 1.2325
PP 1.2308 1.2308 1.2308 1.2300
S1 1.2276 1.2276 1.2304 1.2260
S2 1.2243 1.2243 1.2298
S3 1.2177 1.2211 1.2292
S4 1.2112 1.2145 1.2274
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.3037 1.2932 1.2555
R3 1.2849 1.2744 1.2503
R2 1.2661 1.2661 1.2486
R1 1.2556 1.2556 1.2469 1.2515
PP 1.2473 1.2473 1.2473 1.2452
S1 1.2368 1.2368 1.2434 1.2327
S2 1.2285 1.2285 1.2417
S3 1.2097 1.2180 1.2400
S4 1.1909 1.1992 1.2348
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2525 1.2275 0.0250 2.0% 0.0061 0.5% 14% False True 55
10 1.2728 1.2275 0.0454 3.7% 0.0046 0.4% 8% False True 29
20 1.2732 1.2275 0.0457 3.7% 0.0040 0.3% 8% False True 17
40 1.2827 1.2275 0.0553 4.5% 0.0039 0.3% 6% False True 11
60 1.2929 1.2275 0.0654 5.3% 0.0040 0.3% 5% False True 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2618
2.618 1.2511
1.618 1.2446
1.000 1.2406
0.618 1.2380
HIGH 1.2340
0.618 1.2315
0.500 1.2307
0.382 1.2300
LOW 1.2275
0.618 1.2234
1.000 1.2209
1.618 1.2169
2.618 1.2103
4.250 1.1996
Fisher Pivots for day following 02-May-2018
Pivot 1 day 3 day
R1 1.2309 1.2347
PP 1.2308 1.2335
S1 1.2307 1.2322

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

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