CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 16-Jul-2018
Day Change Summary
Previous Current
13-Jul-2018 16-Jul-2018 Change Change % Previous Week
Open 1.1877 1.1954 0.0077 0.6% 1.1989
High 1.1910 1.1955 0.0046 0.4% 1.1997
Low 1.1849 1.1938 0.0089 0.7% 1.1849
Close 1.1910 1.1947 0.0037 0.3% 1.1910
Range 0.0061 0.0018 -0.0043 -71.1% 0.0148
ATR 0.0063 0.0062 -0.0001 -2.0% 0.0000
Volume 20 41 21 105.0% 119
Daily Pivots for day following 16-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.1999 1.1990 1.1956
R3 1.1981 1.1973 1.1951
R2 1.1964 1.1964 1.1950
R1 1.1955 1.1955 1.1948 1.1951
PP 1.1946 1.1946 1.1946 1.1944
S1 1.1938 1.1938 1.1945 1.1933
S2 1.1929 1.1929 1.1943
S3 1.1911 1.1920 1.1942
S4 1.1894 1.1903 1.1937
Weekly Pivots for week ending 13-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2363 1.2284 1.1991
R3 1.2215 1.2136 1.1950
R2 1.2067 1.2067 1.1937
R1 1.1988 1.1988 1.1923 1.1953
PP 1.1919 1.1919 1.1919 1.1901
S1 1.1840 1.1840 1.1896 1.1805
S2 1.1771 1.1771 1.1882
S3 1.1623 1.1692 1.1869
S4 1.1475 1.1544 1.1828
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1986 1.1849 0.0137 1.1% 0.0037 0.3% 71% False False 19
10 1.2003 1.1843 0.0160 1.3% 0.0032 0.3% 65% False False 32
20 1.2003 1.1767 0.0237 2.0% 0.0046 0.4% 76% False False 34
40 1.2121 1.1767 0.0355 3.0% 0.0060 0.5% 51% False False 43
60 1.2625 1.1767 0.0859 7.2% 0.0057 0.5% 21% False False 38
80 1.2827 1.1767 0.1061 8.9% 0.0050 0.4% 17% False False 30
100 1.2827 1.1767 0.1061 8.9% 0.0048 0.4% 17% False False 26
120 1.2929 1.1767 0.1162 9.7% 0.0051 0.4% 15% False False 25
Crabel Price Patterns
NR True
NR4 False
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 True
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2029
2.618 1.2001
1.618 1.1983
1.000 1.1973
0.618 1.1966
HIGH 1.1955
0.618 1.1948
0.500 1.1946
0.382 1.1944
LOW 1.1938
0.618 1.1927
1.000 1.1920
1.618 1.1909
2.618 1.1892
4.250 1.1863
Fisher Pivots for day following 16-Jul-2018
Pivot 1 day 3 day
R1 1.1946 1.1932
PP 1.1946 1.1917
S1 1.1946 1.1902

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

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