CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 30-May-2018
Day Change Summary
Previous Current
29-May-2018 30-May-2018 Change Change % Previous Week
Open 1.1996 1.1861 -0.0136 -1.1% 1.2020
High 1.2005 1.1944 -0.0061 -0.5% 1.2121
Low 1.1800 1.1861 0.0061 0.5% 1.1935
Close 1.1813 1.1933 0.0121 1.0% 1.1951
Range 0.0205 0.0084 -0.0122 -59.3% 0.0186
ATR 0.0075 0.0079 0.0004 5.4% 0.0000
Volume 139 81 -58 -41.7% 185
Daily Pivots for day following 30-May-2018
Classic Woodie Camarilla DeMark
R4 1.2163 1.2132 1.1979
R3 1.2080 1.2048 1.1956
R2 1.1996 1.1996 1.1948
R1 1.1965 1.1965 1.1941 1.1980
PP 1.1913 1.1913 1.1913 1.1920
S1 1.1881 1.1881 1.1925 1.1897
S2 1.1829 1.1829 1.1918
S3 1.1746 1.1798 1.1910
S4 1.1662 1.1714 1.1887
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 1.2059 1.1800 0.0259 2.2% 0.0097 0.8% 51% False False 74
10 1.2144 1.1800 0.0344 2.9% 0.0076 0.6% 39% False False 44
20 1.2340 1.1800 0.0540 4.5% 0.0067 0.6% 25% False False 41
40 1.2732 1.1800 0.0932 7.8% 0.0052 0.4% 14% False False 26
60 1.2827 1.1800 0.1027 8.6% 0.0048 0.4% 13% False False 19
80 1.2929 1.1800 0.1129 9.5% 0.0046 0.4% 12% False False 20
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2299
2.618 1.2163
1.618 1.2079
1.000 1.2028
0.618 1.1996
HIGH 1.1944
0.618 1.1912
0.500 1.1902
0.382 1.1892
LOW 1.1861
0.618 1.1809
1.000 1.1777
1.618 1.1725
2.618 1.1642
4.250 1.1506
Fisher Pivots for day following 30-May-2018
Pivot 1 day 3 day
R1 1.1923 1.1925
PP 1.1913 1.1918
S1 1.1902 1.1910

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

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