CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 22-May-2018
Day Change Summary
Previous Current
21-May-2018 22-May-2018 Change Change % Previous Week
Open 1.2020 1.2121 0.0102 0.8% 1.2265
High 1.2079 1.2121 0.0043 0.4% 1.2296
Low 1.2020 1.2066 0.0047 0.4% 1.2050
Close 1.2070 1.2075 0.0006 0.0% 1.2070
Range 0.0059 0.0055 -0.0004 -6.8% 0.0246
ATR 0.0063 0.0062 -0.0001 -0.9% 0.0000
Volume 7 26 19 271.4% 67
Daily Pivots for day following 22-May-2018
Classic Woodie Camarilla DeMark
R4 1.2252 1.2219 1.2105
R3 1.2197 1.2164 1.2090
R2 1.2142 1.2142 1.2085
R1 1.2109 1.2109 1.2080 1.2098
PP 1.2087 1.2087 1.2087 1.2082
S1 1.2054 1.2054 1.2070 1.2043
S2 1.2032 1.2032 1.2065
S3 1.1977 1.1999 1.2060
S4 1.1922 1.1944 1.2045
Weekly Pivots for week ending 18-May-2018
Classic Woodie Camarilla DeMark
R4 1.2876 1.2719 1.2205
R3 1.2630 1.2473 1.2138
R2 1.2384 1.2384 1.2115
R1 1.2227 1.2227 1.2093 1.2183
PP 1.2138 1.2138 1.2138 1.2116
S1 1.1981 1.1981 1.2047 1.1937
S2 1.1892 1.1892 1.2025
S3 1.1646 1.1735 1.2002
S4 1.1400 1.1489 1.1935
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2144 1.2020 0.0124 1.0% 0.0055 0.5% 45% False False 15
10 1.2296 1.2020 0.0276 2.3% 0.0062 0.5% 20% False False 21
20 1.2538 1.2020 0.0519 4.3% 0.0056 0.5% 11% False False 31
40 1.2766 1.2020 0.0747 6.2% 0.0042 0.3% 7% False False 17
60 1.2827 1.2020 0.0808 6.7% 0.0042 0.3% 7% False False 14
80 1.2929 1.2020 0.0909 7.5% 0.0045 0.4% 6% False False 16
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2355
2.618 1.2265
1.618 1.2210
1.000 1.2176
0.618 1.2155
HIGH 1.2121
0.618 1.2100
0.500 1.2094
0.382 1.2087
LOW 1.2066
0.618 1.2032
1.000 1.2011
1.618 1.1977
2.618 1.1922
4.250 1.1832
Fisher Pivots for day following 22-May-2018
Pivot 1 day 3 day
R1 1.2094 1.2073
PP 1.2087 1.2072
S1 1.2081 1.2070

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

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