CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 19-Jun-2018
Day Change Summary
Previous Current
18-Jun-2018 19-Jun-2018 Change Change % Previous Week
Open 1.1855 1.1840 -0.0015 -0.1% 1.2082
High 1.1880 1.1842 -0.0039 -0.3% 1.2097
Low 1.1824 1.1797 -0.0028 -0.2% 1.1810
Close 1.1880 1.1836 -0.0044 -0.4% 1.1869
Range 0.0056 0.0045 -0.0011 -19.6% 0.0287
ATR 0.0079 0.0079 0.0000 0.4% 0.0000
Volume 28 54 26 92.9% 212
Daily Pivots for day following 19-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.1960 1.1943 1.1861
R3 1.1915 1.1898 1.1848
R2 1.1870 1.1870 1.1844
R1 1.1853 1.1853 1.1840 1.1839
PP 1.1825 1.1825 1.1825 1.1818
S1 1.1808 1.1808 1.1832 1.1794
S2 1.1780 1.1780 1.1828
S3 1.1735 1.1763 1.1824
S4 1.1690 1.1718 1.1811
Weekly Pivots for week ending 15-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2786 1.2614 1.2026
R3 1.2499 1.2327 1.1947
R2 1.2212 1.2212 1.1921
R1 1.2040 1.2040 1.1895 1.1983
PP 1.1925 1.1925 1.1925 1.1896
S1 1.1753 1.1753 1.1842 1.1696
S2 1.1638 1.1638 1.1816
S3 1.1351 1.1466 1.1790
S4 1.1064 1.1179 1.1711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2097 1.1797 0.0301 2.5% 0.0090 0.8% 13% False True 45
10 1.2110 1.1797 0.0313 2.6% 0.0068 0.6% 13% False True 48
20 1.2121 1.1797 0.0325 2.7% 0.0074 0.6% 12% False True 54
40 1.2578 1.1797 0.0782 6.6% 0.0064 0.5% 5% False True 42
60 1.2827 1.1797 0.1031 8.7% 0.0052 0.4% 4% False True 29
80 1.2827 1.1797 0.1031 8.7% 0.0050 0.4% 4% False True 25
100 1.2929 1.1797 0.1132 9.6% 0.0051 0.4% 3% False True 24
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2033
2.618 1.1959
1.618 1.1914
1.000 1.1887
0.618 1.1869
HIGH 1.1842
0.618 1.1824
0.500 1.1819
0.382 1.1814
LOW 1.1797
0.618 1.1769
1.000 1.1752
1.618 1.1724
2.618 1.1679
4.250 1.1605
Fisher Pivots for day following 19-Jun-2018
Pivot 1 day 3 day
R1 1.1830 1.1838
PP 1.1825 1.1838
S1 1.1819 1.1837

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

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