CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 05-Jun-2018
Day Change Summary
Previous Current
04-Jun-2018 05-Jun-2018 Change Change % Previous Week
Open 1.1960 1.1982 0.0023 0.2% 1.1996
High 1.2019 1.2003 -0.0016 -0.1% 1.2005
Low 1.1960 1.1945 -0.0015 -0.1% 1.1800
Close 1.1980 1.1993 0.0013 0.1% 1.1945
Range 0.0060 0.0059 -0.0001 -1.7% 0.0205
ATR 0.0078 0.0076 -0.0001 -1.8% 0.0000
Volume 11 45 34 309.1% 384
Daily Pivots for day following 05-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2156 1.2133 1.2025
R3 1.2097 1.2074 1.2009
R2 1.2039 1.2039 1.2004
R1 1.2016 1.2016 1.1998 1.2027
PP 1.1980 1.1980 1.1980 1.1986
S1 1.1957 1.1957 1.1988 1.1969
S2 1.1922 1.1922 1.1982
S3 1.1863 1.1899 1.1977
S4 1.1805 1.1840 1.1961
Weekly Pivots for week ending 01-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2532 1.2443 1.2058
R3 1.2327 1.2238 1.2001
R2 1.2122 1.2122 1.1983
R1 1.2033 1.2033 1.1964 1.1975
PP 1.1917 1.1917 1.1917 1.1888
S1 1.1828 1.1828 1.1926 1.1770
S2 1.1712 1.1712 1.1907
S3 1.1507 1.1623 1.1889
S4 1.1302 1.1418 1.1832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2019 1.1861 0.0159 1.3% 0.0069 0.6% 84% False False 60
10 1.2121 1.1800 0.0321 2.7% 0.0080 0.7% 60% False False 61
20 1.2296 1.1800 0.0496 4.1% 0.0072 0.6% 39% False False 40
40 1.2732 1.1800 0.0932 7.8% 0.0055 0.5% 21% False False 31
60 1.2827 1.1800 0.1027 8.6% 0.0049 0.4% 19% False False 22
80 1.2929 1.1800 0.1129 9.4% 0.0047 0.4% 17% False False 21
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 0.0009
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2252
2.618 1.2156
1.618 1.2098
1.000 1.2062
0.618 1.2039
HIGH 1.2003
0.618 1.1981
0.500 1.1974
0.382 1.1967
LOW 1.1945
0.618 1.1908
1.000 1.1886
1.618 1.1850
2.618 1.1791
4.250 1.1696
Fisher Pivots for day following 05-Jun-2018
Pivot 1 day 3 day
R1 1.1987 1.1984
PP 1.1980 1.1975
S1 1.1974 1.1965

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

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