CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 12-Jul-2018
Day Change Summary
Previous Current
11-Jul-2018 12-Jul-2018 Change Change % Previous Week
Open 1.1968 1.1914 -0.0054 -0.5% 1.1885
High 1.1984 1.1914 -0.0070 -0.6% 1.2003
Low 1.1910 1.1906 -0.0005 0.0% 1.1843
Close 1.1910 1.1906 -0.0005 0.0% 1.1986
Range 0.0074 0.0009 -0.0065 -88.4% 0.0160
ATR 0.0068 0.0063 -0.0004 -6.2% 0.0000
Volume 11 10 -1 -9.1% 162
Daily Pivots for day following 12-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.1934 1.1928 1.1910
R3 1.1925 1.1920 1.1908
R2 1.1917 1.1917 1.1907
R1 1.1911 1.1911 1.1906 1.1910
PP 1.1908 1.1908 1.1908 1.1908
S1 1.1903 1.1903 1.1905 1.1901
S2 1.1900 1.1900 1.1904
S3 1.1891 1.1894 1.1903
S4 1.1883 1.1886 1.1901
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 1.1906 0.0098 0.8% 0.0033 0.3% 0% False True 27
10 1.2003 1.1771 0.0233 2.0% 0.0036 0.3% 58% False False 32
20 1.2097 1.1767 0.0331 2.8% 0.0057 0.5% 42% False False 38
40 1.2144 1.1767 0.0377 3.2% 0.0061 0.5% 37% False False 42
60 1.2728 1.1767 0.0962 8.1% 0.0057 0.5% 14% False False 37
80 1.2827 1.1767 0.1061 8.9% 0.0050 0.4% 13% False False 29
100 1.2827 1.1767 0.1061 8.9% 0.0048 0.4% 13% False False 26
120 1.2929 1.1767 0.1162 9.8% 0.0051 0.4% 12% False False 25
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 1.1950
2.618 1.1936
1.618 1.1928
1.000 1.1923
0.618 1.1919
HIGH 1.1914
0.618 1.1911
0.500 1.1910
0.382 1.1909
LOW 1.1906
0.618 1.1900
1.000 1.1897
1.618 1.1892
2.618 1.1883
4.250 1.1869
Fisher Pivots for day following 12-Jul-2018
Pivot 1 day 3 day
R1 1.1910 1.1946
PP 1.1908 1.1932
S1 1.1907 1.1919

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

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