CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 10-May-2018
Day Change Summary
Previous Current
09-May-2018 10-May-2018 Change Change % Previous Week
Open 1.2140 1.2160 0.0020 0.2% 1.2420
High 1.2190 1.2246 0.0057 0.5% 1.2420
Low 1.2140 1.2160 0.0020 0.2% 1.2228
Close 1.2172 1.2234 0.0063 0.5% 1.2281
Range 0.0050 0.0087 0.0037 74.7% 0.0192
ATR 0.0060 0.0062 0.0002 3.2% 0.0000
Volume 13 50 37 284.6% 275
Daily Pivots for day following 10-May-2018
Classic Woodie Camarilla DeMark
R4 1.2473 1.2440 1.2282
R3 1.2386 1.2353 1.2258
R2 1.2300 1.2300 1.2250
R1 1.2267 1.2267 1.2242 1.2283
PP 1.2213 1.2213 1.2213 1.2221
S1 1.2180 1.2180 1.2226 1.2197
S2 1.2127 1.2127 1.2218
S3 1.2040 1.2094 1.2210
S4 1.1954 1.2007 1.2186
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 1.2281 1.2140 0.0141 1.2% 0.0054 0.4% 67% False False 35
10 1.2460 1.2140 0.0320 2.6% 0.0052 0.4% 29% False False 43
20 1.2732 1.2140 0.0592 4.8% 0.0044 0.4% 16% False False 25
40 1.2827 1.2140 0.0687 5.6% 0.0039 0.3% 14% False False 15
60 1.2929 1.2140 0.0789 6.4% 0.0042 0.3% 12% False False 15
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 0.0005
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2614
2.618 1.2472
1.618 1.2386
1.000 1.2333
0.618 1.2299
HIGH 1.2246
0.618 1.2213
0.500 1.2203
0.382 1.2193
LOW 1.2160
0.618 1.2106
1.000 1.2073
1.618 1.2020
2.618 1.1933
4.250 1.1792
Fisher Pivots for day following 10-May-2018
Pivot 1 day 3 day
R1 1.2224 1.2220
PP 1.2213 1.2207
S1 1.2203 1.2193

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

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