CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 09-Jul-2018
Day Change Summary
Previous Current
06-Jul-2018 09-Jul-2018 Change Change % Previous Week
Open 1.1954 1.1989 0.0036 0.3% 1.1885
High 1.2003 1.1997 -0.0006 0.0% 1.2003
Low 1.1954 1.1986 0.0032 0.3% 1.1843
Close 1.1986 1.1992 0.0006 0.0% 1.1986
Range 0.0050 0.0012 -0.0038 -76.8% 0.0160
ATR 0.0074 0.0070 -0.0004 -6.0% 0.0000
Volume 40 62 22 55.0% 162
Daily Pivots for day following 09-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2026 1.2020 1.1998
R3 1.2014 1.2009 1.1995
R2 1.2003 1.2003 1.1994
R1 1.1997 1.1997 1.1993 1.2000
PP 1.1991 1.1991 1.1991 1.1993
S1 1.1986 1.1986 1.1990 1.1989
S2 1.1980 1.1980 1.1989
S3 1.1968 1.1974 1.1988
S4 1.1957 1.1963 1.1985
Weekly Pivots for week ending 06-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2424 1.2365 1.2074
R3 1.2264 1.2205 1.2030
R2 1.2104 1.2104 1.2015
R1 1.2045 1.2045 1.2001 1.2075
PP 1.1944 1.1944 1.1944 1.1959
S1 1.1885 1.1885 1.1971 1.1915
S2 1.1784 1.1784 1.1957
S3 1.1624 1.1725 1.1942
S4 1.1464 1.1565 1.1898
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2003 1.1843 0.0160 1.3% 0.0028 0.2% 93% False False 44
10 1.2003 1.1771 0.0233 1.9% 0.0046 0.4% 95% False False 33
20 1.2097 1.1767 0.0331 2.8% 0.0058 0.5% 68% False False 40
40 1.2296 1.1767 0.0529 4.4% 0.0063 0.5% 43% False False 43
60 1.2732 1.1767 0.0965 8.0% 0.0057 0.5% 23% False False 37
80 1.2827 1.1767 0.1061 8.8% 0.0051 0.4% 21% False False 29
100 1.2929 1.1767 0.1162 9.7% 0.0050 0.4% 19% False False 26
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 1.2046
2.618 1.2027
1.618 1.2016
1.000 1.2009
0.618 1.2004
HIGH 1.1997
0.618 1.1993
0.500 1.1991
0.382 1.1990
LOW 1.1986
0.618 1.1978
1.000 1.1974
1.618 1.1967
2.618 1.1955
4.250 1.1937
Fisher Pivots for day following 09-Jul-2018
Pivot 1 day 3 day
R1 1.1991 1.1982
PP 1.1991 1.1972
S1 1.1991 1.1962

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

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