CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 29-May-2018
Day Change Summary
Previous Current
25-May-2018 29-May-2018 Change Change % Previous Week
Open 1.1995 1.1996 0.0002 0.0% 1.2020
High 1.2021 1.2005 -0.0016 -0.1% 1.2121
Low 1.1935 1.1800 -0.0135 -1.1% 1.1935
Close 1.1951 1.1813 -0.0138 -1.2% 1.1951
Range 0.0086 0.0205 0.0120 139.8% 0.0186
ATR 0.0065 0.0075 0.0010 15.5% 0.0000
Volume 31 139 108 348.4% 185
Daily Pivots for day following 29-May-2018
Classic Woodie Camarilla DeMark
R4 1.2488 1.2355 1.1925
R3 1.2283 1.2150 1.1869
R2 1.2078 1.2078 1.1850
R1 1.1945 1.1945 1.1831 1.1909
PP 1.1873 1.1873 1.1873 1.1854
S1 1.1740 1.1740 1.1794 1.1704
S2 1.1668 1.1668 1.1775
S3 1.1463 1.1535 1.1756
S4 1.1258 1.1330 1.1700
Weekly Pivots for week ending 25-May-2018
Classic Woodie Camarilla DeMark
R4 1.2560 1.2441 1.2053
R3 1.2374 1.2255 1.2002
R2 1.2188 1.2188 1.1985
R1 1.2069 1.2069 1.1968 1.2036
PP 1.2002 1.2002 1.2002 1.1985
S1 1.1883 1.1883 1.1933 1.1850
S2 1.1816 1.1816 1.1916
S3 1.1630 1.1697 1.1899
S4 1.1444 1.1511 1.1848
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2121 1.1800 0.0321 2.7% 0.0091 0.8% 4% False True 63
10 1.2222 1.1800 0.0422 3.6% 0.0076 0.6% 3% False True 37
20 1.2380 1.1800 0.0580 4.9% 0.0066 0.6% 2% False True 39
40 1.2732 1.1800 0.0932 7.9% 0.0050 0.4% 1% False True 24
60 1.2827 1.1800 0.1027 8.7% 0.0047 0.4% 1% False True 18
80 1.2929 1.1800 0.1129 9.6% 0.0046 0.4% 1% False True 19
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 0.0006
Widest range in 90 trading days
Fibonacci Retracements and Extensions
4.250 1.2876
2.618 1.2542
1.618 1.2337
1.000 1.2210
0.618 1.2132
HIGH 1.2005
0.618 1.1927
0.500 1.1903
0.382 1.1878
LOW 1.1800
0.618 1.1673
1.000 1.1595
1.618 1.1468
2.618 1.1263
4.250 1.0929
Fisher Pivots for day following 29-May-2018
Pivot 1 day 3 day
R1 1.1903 1.1915
PP 1.1873 1.1881
S1 1.1843 1.1847

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

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