CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 07-May-2018
Day Change Summary
Previous Current
04-May-2018 07-May-2018 Change Change % Previous Week
Open 1.2254 1.2233 -0.0021 -0.2% 1.2420
High 1.2281 1.2240 -0.0041 -0.3% 1.2420
Low 1.2228 1.2226 -0.0003 0.0% 1.2228
Close 1.2281 1.2240 -0.0041 -0.3% 1.2281
Range 0.0053 0.0015 -0.0039 -72.6% 0.0192
ATR 0.0060 0.0059 0.0000 -0.5% 0.0000
Volume 89 15 -74 -83.1% 275
Daily Pivots for day following 07-May-2018
Classic Woodie Camarilla DeMark
R4 1.2279 1.2274 1.2248
R3 1.2264 1.2259 1.2244
R2 1.2250 1.2250 1.2243
R1 1.2245 1.2245 1.2241 1.2247
PP 1.2235 1.2235 1.2235 1.2236
S1 1.2230 1.2230 1.2239 1.2233
S2 1.2221 1.2221 1.2237
S3 1.2206 1.2216 1.2236
S4 1.2192 1.2201 1.2232
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 1.2886 1.2775 1.2387
R3 1.2694 1.2583 1.2334
R2 1.2502 1.2502 1.2316
R1 1.2391 1.2391 1.2299 1.2351
PP 1.2310 1.2310 1.2310 1.2289
S1 1.2199 1.2199 1.2263 1.2159
S2 1.2118 1.2118 1.2246
S3 1.1926 1.2007 1.2228
S4 1.1734 1.1815 1.2175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2380 1.2226 0.0155 1.3% 0.0046 0.4% 9% False True 55
10 1.2578 1.2226 0.0353 2.9% 0.0047 0.4% 4% False True 41
20 1.2732 1.2226 0.0506 4.1% 0.0038 0.3% 3% False True 23
40 1.2827 1.2226 0.0602 4.9% 0.0037 0.3% 2% False True 13
60 1.2929 1.2226 0.0703 5.7% 0.0039 0.3% 2% False True 14
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.2302
2.618 1.2278
1.618 1.2263
1.000 1.2255
0.618 1.2249
HIGH 1.2240
0.618 1.2234
0.500 1.2233
0.382 1.2231
LOW 1.2226
0.618 1.2217
1.000 1.2211
1.618 1.2202
2.618 1.2188
4.250 1.2164
Fisher Pivots for day following 07-May-2018
Pivot 1 day 3 day
R1 1.2238 1.2270
PP 1.2235 1.2260
S1 1.2233 1.2250

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

View Archives - Comment on this page... - Back to Index of Symbols