CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 14-Sep-2018
Day Change Summary
Previous Current
13-Sep-2018 14-Sep-2018 Change Change % Previous Week
Open 1.1812 1.1874 0.0062 0.5% 1.1735
High 1.1884 1.1888 0.0004 0.0% 1.1888
Low 1.1812 1.1808 -0.0004 0.0% 1.1728
Close 1.1874 1.1813 -0.0061 -0.5% 1.1813
Range 0.0073 0.0080 0.0007 9.7% 0.0160
ATR 0.0066 0.0067 0.0001 1.4% 0.0000
Volume 263 192 -71 -27.0% 930
Daily Pivots for day following 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.2075 1.2023 1.1857
R3 1.1995 1.1944 1.1835
R2 1.1916 1.1916 1.1828
R1 1.1864 1.1864 1.1820 1.1850
PP 1.1836 1.1836 1.1836 1.1829
S1 1.1785 1.1785 1.1806 1.1771
S2 1.1757 1.1757 1.1798
S3 1.1677 1.1705 1.1791
S4 1.1598 1.1626 1.1769
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.2289 1.2211 1.1901
R3 1.2129 1.2051 1.1857
R2 1.1969 1.1969 1.1842
R1 1.1891 1.1891 1.1828 1.1930
PP 1.1809 1.1809 1.1809 1.1829
S1 1.1731 1.1731 1.1798 1.1770
S2 1.1649 1.1649 1.1784
S3 1.1489 1.1571 1.1769
S4 1.1329 1.1411 1.1725
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1888 1.1728 0.0160 1.4% 0.0070 0.6% 53% True False 186
10 1.1888 1.1728 0.0160 1.4% 0.0070 0.6% 53% True False 146
20 1.1927 1.1576 0.0351 3.0% 0.0067 0.6% 68% False False 112
40 1.1959 1.1503 0.0456 3.9% 0.0054 0.5% 68% False False 74
60 1.2003 1.1503 0.0500 4.2% 0.0053 0.4% 62% False False 64
80 1.2110 1.1503 0.0607 5.1% 0.0057 0.5% 51% False False 62
100 1.2538 1.1503 0.1035 8.8% 0.0057 0.5% 30% False False 56
120 1.2766 1.1503 0.1263 10.7% 0.0052 0.4% 25% False False 47
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2225
2.618 1.2096
1.618 1.2016
1.000 1.1967
0.618 1.1937
HIGH 1.1888
0.618 1.1857
0.500 1.1848
0.382 1.1838
LOW 1.1808
0.618 1.1759
1.000 1.1729
1.618 1.1679
2.618 1.1600
4.250 1.1470
Fisher Pivots for day following 14-Sep-2018
Pivot 1 day 3 day
R1 1.1848 1.1824
PP 1.1836 1.1821
S1 1.1825 1.1817

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

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