CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 23-Jul-2018
Day Change Summary
Previous Current
20-Jul-2018 23-Jul-2018 Change Change % Previous Week
Open 1.1876 1.1933 0.0057 0.5% 1.1954
High 1.1951 1.1933 -0.0018 -0.2% 1.1959
Low 1.1876 1.1915 0.0040 0.3% 1.1816
Close 1.1951 1.1915 -0.0036 -0.3% 1.1951
Range 0.0076 0.0018 -0.0058 -76.2% 0.0143
ATR 0.0064 0.0062 -0.0002 -3.1% 0.0000
Volume 82 21 -61 -74.4% 478
Daily Pivots for day following 23-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.1975 1.1963 1.1925
R3 1.1957 1.1945 1.1920
R2 1.1939 1.1939 1.1918
R1 1.1927 1.1927 1.1917 1.1924
PP 1.1921 1.1921 1.1921 1.1920
S1 1.1909 1.1909 1.1913 1.1906
S2 1.1903 1.1903 1.1912
S3 1.1885 1.1891 1.1910
S4 1.1867 1.1873 1.1905
Weekly Pivots for week ending 20-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2336 1.2286 1.2029
R3 1.2194 1.2144 1.1990
R2 1.2051 1.2051 1.1977
R1 1.2001 1.2001 1.1964 1.1955
PP 1.1909 1.1909 1.1909 1.1885
S1 1.1859 1.1859 1.1938 1.1812
S2 1.1766 1.1766 1.1925
S3 1.1624 1.1716 1.1912
S4 1.1481 1.1574 1.1873
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1959 1.1816 0.0143 1.2% 0.0057 0.5% 69% False False 91
10 1.1986 1.1816 0.0170 1.4% 0.0047 0.4% 58% False False 55
20 1.2003 1.1771 0.0233 2.0% 0.0047 0.4% 62% False False 44
40 1.2110 1.1767 0.0343 2.9% 0.0060 0.5% 43% False False 50
60 1.2460 1.1767 0.0694 5.8% 0.0059 0.5% 21% False False 45
80 1.2732 1.1767 0.0965 8.1% 0.0052 0.4% 15% False False 35
100 1.2827 1.1767 0.1061 8.9% 0.0050 0.4% 14% False False 29
120 1.2929 1.1767 0.1162 9.8% 0.0050 0.4% 13% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2010
2.618 1.1980
1.618 1.1962
1.000 1.1951
0.618 1.1944
HIGH 1.1933
0.618 1.1926
0.500 1.1924
0.382 1.1922
LOW 1.1915
0.618 1.1904
1.000 1.1897
1.618 1.1886
2.618 1.1868
4.250 1.1839
Fisher Pivots for day following 23-Jul-2018
Pivot 1 day 3 day
R1 1.1924 1.1905
PP 1.1921 1.1894
S1 1.1918 1.1884

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

View Archives - Comment on this page... - Back to Index of Symbols