CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 22-Aug-2018
Day Change Summary
Previous Current
21-Aug-2018 22-Aug-2018 Change Change % Previous Week
Open 1.1719 1.1776 0.0058 0.5% 1.1595
High 1.1787 1.1819 0.0032 0.3% 1.1642
Low 1.1694 1.1776 0.0083 0.7% 1.1503
Close 1.1771 1.1786 0.0015 0.1% 1.1642
Range 0.0093 0.0043 -0.0051 -54.3% 0.0139
ATR 0.0064 0.0062 -0.0001 -1.8% 0.0000
Volume 30 29 -1 -3.3% 327
Daily Pivots for day following 22-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.1921 1.1896 1.1809
R3 1.1878 1.1853 1.1797
R2 1.1836 1.1836 1.1793
R1 1.1811 1.1811 1.1789 1.1823
PP 1.1793 1.1793 1.1793 1.1800
S1 1.1768 1.1768 1.1782 1.1781
S2 1.1751 1.1751 1.1778
S3 1.1708 1.1726 1.1774
S4 1.1666 1.1683 1.1762
Weekly Pivots for week ending 17-Aug-2018
Classic Woodie Camarilla DeMark
R4 1.2013 1.1966 1.1718
R3 1.1874 1.1827 1.1680
R2 1.1735 1.1735 1.1667
R1 1.1688 1.1688 1.1655 1.1712
PP 1.1596 1.1596 1.1596 1.1607
S1 1.1549 1.1549 1.1629 1.1573
S2 1.1457 1.1457 1.1617
S3 1.1318 1.1410 1.1604
S4 1.1179 1.1271 1.1566
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1819 1.1538 0.0281 2.4% 0.0066 0.6% 88% True False 37
10 1.1819 1.1503 0.0316 2.7% 0.0067 0.6% 90% True False 50
20 1.1959 1.1503 0.0456 3.9% 0.0048 0.4% 62% False False 33
40 1.2003 1.1503 0.0500 4.2% 0.0046 0.4% 57% False False 39
60 1.2110 1.1503 0.0607 5.1% 0.0052 0.4% 47% False False 42
80 1.2380 1.1503 0.0877 7.4% 0.0056 0.5% 32% False False 42
100 1.2732 1.1503 0.1229 10.4% 0.0051 0.4% 23% False False 35
120 1.2827 1.1503 0.1324 11.2% 0.0050 0.4% 21% False False 30
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 False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1999
2.618 1.1930
1.618 1.1887
1.000 1.1861
0.618 1.1845
HIGH 1.1819
0.618 1.1802
0.500 1.1797
0.382 1.1792
LOW 1.1776
0.618 1.1750
1.000 1.1734
1.618 1.1707
2.618 1.1665
4.250 1.1595
Fisher Pivots for day following 22-Aug-2018
Pivot 1 day 3 day
R1 1.1797 1.1760
PP 1.1793 1.1735
S1 1.1789 1.1710

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

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