CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 14-Jun-2018
Day Change Summary
Previous Current
13-Jun-2018 14-Jun-2018 Change Change % Previous Week
Open 1.2025 1.2089 0.0064 0.5% 1.1960
High 1.2064 1.2097 0.0034 0.3% 1.2110
Low 1.2012 1.1856 -0.0156 -1.3% 1.1945
Close 1.2047 1.1856 -0.0191 -1.6% 1.2047
Range 0.0052 0.0241 0.0190 368.0% 0.0165
ATR 0.0070 0.0082 0.0012 17.5% 0.0000
Volume 8 106 98 1,225.0% 243
Daily Pivots for day following 14-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2659 1.2499 1.1989
R3 1.2418 1.2258 1.1922
R2 1.2177 1.2177 1.1900
R1 1.2017 1.2017 1.1878 1.1977
PP 1.1936 1.1936 1.1936 1.1916
S1 1.1776 1.1776 1.1834 1.1736
S2 1.1695 1.1695 1.1812
S3 1.1454 1.1535 1.1790
S4 1.1213 1.1294 1.1723
Weekly Pivots for week ending 08-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2529 1.2453 1.2137
R3 1.2364 1.2288 1.2092
R2 1.2199 1.2199 1.2077
R1 1.2123 1.2123 1.2062 1.2161
PP 1.2034 1.2034 1.2034 1.2053
S1 1.1958 1.1958 1.2031 1.1996
S2 1.1869 1.1869 1.2016
S3 1.1704 1.1793 1.2001
S4 1.1539 1.1628 1.1956
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2097 1.1856 0.0241 2.0% 0.0082 0.7% 0% True True 37
10 1.2110 1.1856 0.0254 2.1% 0.0071 0.6% 0% False True 52
20 1.2122 1.1800 0.0322 2.7% 0.0073 0.6% 17% False False 50
40 1.2728 1.1800 0.0928 7.8% 0.0063 0.5% 6% False False 40
60 1.2827 1.1800 0.1027 8.7% 0.0052 0.4% 5% False False 28
80 1.2827 1.1800 0.1027 8.7% 0.0049 0.4% 5% False False 23
100 1.2929 1.1800 0.1129 9.5% 0.0052 0.4% 5% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 102 trading days
Fibonacci Retracements and Extensions
4.250 1.3121
2.618 1.2728
1.618 1.2487
1.000 1.2338
0.618 1.2246
HIGH 1.2097
0.618 1.2005
0.500 1.1977
0.382 1.1948
LOW 1.1856
0.618 1.1707
1.000 1.1615
1.618 1.1466
2.618 1.1225
4.250 1.0832
Fisher Pivots for day following 14-Jun-2018
Pivot 1 day 3 day
R1 1.1977 1.1977
PP 1.1936 1.1936
S1 1.1896 1.1896

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

View Archives - Comment on this page... - Back to Index of Symbols