CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 29-Jun-2018
Day Change Summary
Previous Current
28-Jun-2018 29-Jun-2018 Change Change % Previous Week
Open 1.1771 1.1869 0.0098 0.8% 1.1942
High 1.1831 1.1924 0.0093 0.8% 1.1969
Low 1.1771 1.1869 0.0098 0.8% 1.1771
Close 1.1803 1.1917 0.0114 1.0% 1.1917
Range 0.0061 0.0055 -0.0006 -9.1% 0.0198
ATR 0.0074 0.0078 0.0003 4.5% 0.0000
Volume 23 36 13 56.5% 106
Daily Pivots for day following 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2068 1.2047 1.1947
R3 1.2013 1.1992 1.1932
R2 1.1958 1.1958 1.1927
R1 1.1937 1.1937 1.1922 1.1948
PP 1.1903 1.1903 1.1903 1.1908
S1 1.1882 1.1882 1.1911 1.1893
S2 1.1848 1.1848 1.1906
S3 1.1793 1.1827 1.1901
S4 1.1738 1.1772 1.1886
Weekly Pivots for week ending 29-Jun-2018
Classic Woodie Camarilla DeMark
R4 1.2479 1.2396 1.2025
R3 1.2281 1.2198 1.1971
R2 1.2083 1.2083 1.1953
R1 1.2000 1.2000 1.1935 1.1943
PP 1.1885 1.1885 1.1885 1.1857
S1 1.1802 1.1802 1.1898 1.1745
S2 1.1687 1.1687 1.1880
S3 1.1489 1.1604 1.1862
S4 1.1291 1.1406 1.1808
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1969 1.1771 0.0198 1.7% 0.0065 0.5% 74% False False 21
10 1.1969 1.1767 0.0202 1.7% 0.0059 0.5% 74% False False 36
20 1.2110 1.1767 0.0343 2.9% 0.0064 0.5% 44% False False 40
40 1.2296 1.1767 0.0529 4.4% 0.0067 0.6% 28% False False 42
60 1.2732 1.1767 0.0965 8.1% 0.0058 0.5% 16% False False 34
80 1.2827 1.1767 0.1061 8.9% 0.0053 0.4% 14% False False 26
100 1.2929 1.1767 0.1162 9.8% 0.0050 0.4% 13% False False 26
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2157
2.618 1.2067
1.618 1.2012
1.000 1.1979
0.618 1.1957
HIGH 1.1924
0.618 1.1902
0.500 1.1896
0.382 1.1890
LOW 1.1869
0.618 1.1835
1.000 1.1814
1.618 1.1780
2.618 1.1725
4.250 1.1635
Fisher Pivots for day following 29-Jun-2018
Pivot 1 day 3 day
R1 1.1910 1.1893
PP 1.1903 1.1870
S1 1.1896 1.1847

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

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