CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 27-Jul-2018
Day Change Summary
Previous Current
26-Jul-2018 27-Jul-2018 Change Change % Previous Week
Open 1.1951 1.1861 -0.0091 -0.8% 1.1933
High 1.1951 1.1877 -0.0074 -0.6% 1.1951
Low 1.1867 1.1861 -0.0006 -0.1% 1.1861
Close 1.1867 1.1877 0.0011 0.1% 1.1877
Range 0.0085 0.0017 -0.0068 -80.5% 0.0091
ATR 0.0059 0.0056 -0.0003 -5.1% 0.0000
Volume 7 1 -6 -85.7% 90
Daily Pivots for day following 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.1921 1.1916 1.1886
R3 1.1905 1.1899 1.1882
R2 1.1888 1.1888 1.1880
R1 1.1883 1.1883 1.1879 1.1885
PP 1.1872 1.1872 1.1872 1.1873
S1 1.1866 1.1866 1.1875 1.1869
S2 1.1855 1.1855 1.1874
S3 1.1839 1.1850 1.1872
S4 1.1822 1.1833 1.1868
Weekly Pivots for week ending 27-Jul-2018
Classic Woodie Camarilla DeMark
R4 1.2168 1.2113 1.1927
R3 1.2077 1.2022 1.1902
R2 1.1987 1.1987 1.1894
R1 1.1932 1.1932 1.1885 1.1914
PP 1.1896 1.1896 1.1896 1.1887
S1 1.1841 1.1841 1.1869 1.1824
S2 1.1806 1.1806 1.1860
S3 1.1715 1.1751 1.1852
S4 1.1625 1.1660 1.1827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1951 1.1861 0.0091 0.8% 0.0033 0.3% 18% False True 18
10 1.1959 1.1816 0.0143 1.2% 0.0045 0.4% 43% False False 56
20 1.2003 1.1816 0.0187 1.6% 0.0041 0.3% 33% False False 44
40 1.2110 1.1767 0.0343 2.9% 0.0053 0.4% 32% False False 44
60 1.2315 1.1767 0.0549 4.6% 0.0058 0.5% 20% False False 42
80 1.2732 1.1767 0.0965 8.1% 0.0053 0.4% 11% False False 36
100 1.2827 1.1767 0.1061 8.9% 0.0050 0.4% 10% False False 29
120 1.2929 1.1767 0.1162 9.8% 0.0049 0.4% 10% False False 29
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 True
Bull Hook False
Stretch 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1947
2.618 1.1920
1.618 1.1904
1.000 1.1894
0.618 1.1887
HIGH 1.1877
0.618 1.1871
0.500 1.1869
0.382 1.1867
LOW 1.1861
0.618 1.1850
1.000 1.1844
1.618 1.1834
2.618 1.1817
4.250 1.1790
Fisher Pivots for day following 27-Jul-2018
Pivot 1 day 3 day
R1 1.1874 1.1906
PP 1.1872 1.1896
S1 1.1869 1.1887

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

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