CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 02-Jul-2018
Day Change Summary
Previous Current
29-Jun-2018 02-Jul-2018 Change Change % Previous Week
Open 1.1869 1.1885 0.0017 0.1% 1.1942
High 1.1924 1.1885 -0.0039 -0.3% 1.1969
Low 1.1869 1.1843 -0.0026 -0.2% 1.1771
Close 1.1917 1.1853 -0.0064 -0.5% 1.1917
Range 0.0055 0.0042 -0.0013 -23.6% 0.0198
ATR 0.0078 0.0077 0.0000 -0.4% 0.0000
Volume 36 34 -2 -5.6% 106
Daily Pivots for day following 02-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.1986 1.1962 1.1876
R3 1.1944 1.1920 1.1865
R2 1.1902 1.1902 1.1861
R1 1.1878 1.1878 1.1857 1.1869
PP 1.1860 1.1860 1.1860 1.1856
S1 1.1836 1.1836 1.1849 1.1827
S2 1.1818 1.1818 1.1845
S3 1.1776 1.1794 1.1841
S4 1.1734 1.1752 1.1830
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% 0.0070 0.6% 42% False False 24
10 1.1969 1.1767 0.0202 1.7% 0.0058 0.5% 43% False False 37
20 1.2110 1.1767 0.0343 2.9% 0.0063 0.5% 25% False False 42
40 1.2296 1.1767 0.0529 4.5% 0.0066 0.6% 16% False False 40
60 1.2732 1.1767 0.0965 8.1% 0.0057 0.5% 9% False False 34
80 1.2827 1.1767 0.1061 8.9% 0.0052 0.4% 8% False False 27
100 1.2929 1.1767 0.1162 9.8% 0.0050 0.4% 7% False False 25
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 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2064
2.618 1.1995
1.618 1.1953
1.000 1.1927
0.618 1.1911
HIGH 1.1885
0.618 1.1869
0.500 1.1864
0.382 1.1859
LOW 1.1843
0.618 1.1817
1.000 1.1801
1.618 1.1775
2.618 1.1733
4.250 1.1665
Fisher Pivots for day following 02-Jul-2018
Pivot 1 day 3 day
R1 1.1864 1.1851
PP 1.1860 1.1849
S1 1.1857 1.1847

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

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