CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 03-Aug-2018
Day Change Summary
Previous Current
02-Aug-2018 03-Aug-2018 Change Change % Previous Week
Open 1.1884 1.1792 -0.0092 -0.8% 1.1927
High 1.1884 1.1792 -0.0092 -0.8% 1.1959
Low 1.1800 1.1791 -0.0009 -0.1% 1.1791
Close 1.1802 1.1791 -0.0011 -0.1% 1.1791
Range 0.0084 0.0001 -0.0083 -99.4% 0.0168
ATR 0.0055 0.0052 -0.0003 -5.8% 0.0000
Volume 39 10 -29 -74.4% 86
Daily Pivots for day following 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.1793 1.1792 1.1791
R3 1.1792 1.1792 1.1791
R2 1.1792 1.1792 1.1791
R1 1.1791 1.1791 1.1791 1.1791
PP 1.1791 1.1791 1.1791 1.1791
S1 1.1791 1.1791 1.1791 1.1791
S2 1.1791 1.1791 1.1791
S3 1.1790 1.1790 1.1791
S4 1.1790 1.1790 1.1791
Weekly Pivots for week ending 03-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.2349 1.2238 1.1883
R3 1.2182 1.2070 1.1837
R2 1.2014 1.2014 1.1822
R1 1.1903 1.1903 1.1806 1.1875
PP 1.1847 1.1847 1.1847 1.1833
S1 1.1735 1.1735 1.1776 1.1707
S2 1.1679 1.1679 1.1760
S3 1.1512 1.1568 1.1745
S4 1.1344 1.1400 1.1699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1959 1.1791 0.0168 1.4% 0.0026 0.2% 0% False True 17
10 1.1959 1.1791 0.0168 1.4% 0.0030 0.3% 0% False True 17
20 1.1997 1.1791 0.0206 1.7% 0.0038 0.3% 0% False True 38
40 1.2097 1.1767 0.0331 2.8% 0.0049 0.4% 7% False False 37
60 1.2296 1.1767 0.0529 4.5% 0.0056 0.5% 5% False False 41
80 1.2732 1.1767 0.0965 8.2% 0.0052 0.4% 3% False False 37
100 1.2827 1.1767 0.1061 9.0% 0.0049 0.4% 2% False False 30
120 1.2929 1.1767 0.1162 9.9% 0.0049 0.4% 2% False False 28
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 False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1794
2.618 1.1793
1.618 1.1792
1.000 1.1792
0.618 1.1792
HIGH 1.1792
0.618 1.1791
0.500 1.1791
0.382 1.1791
LOW 1.1791
0.618 1.1791
1.000 1.1791
1.618 1.1790
2.618 1.1790
4.250 1.1789
Fisher Pivots for day following 03-Aug-2018
Pivot 1 day 3 day
R1 1.1791 1.1837
PP 1.1791 1.1822
S1 1.1791 1.1806

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

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