CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 18-Sep-2018
Day Change Summary
Previous Current
17-Sep-2018 18-Sep-2018 Change Change % Previous Week
Open 1.1813 1.1852 0.0039 0.3% 1.1735
High 1.1877 1.1903 0.0026 0.2% 1.1888
Low 1.1800 1.1835 0.0035 0.3% 1.1728
Close 1.1866 1.1845 -0.0021 -0.2% 1.1813
Range 0.0077 0.0068 -0.0010 -12.3% 0.0160
ATR 0.0068 0.0068 0.0000 -0.1% 0.0000
Volume 129 141 12 9.3% 930
Daily Pivots for day following 18-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.2063 1.2022 1.1882
R3 1.1996 1.1954 1.1864
R2 1.1928 1.1928 1.1857
R1 1.1887 1.1887 1.1851 1.1874
PP 1.1861 1.1861 1.1861 1.1854
S1 1.1819 1.1819 1.1839 1.1806
S2 1.1793 1.1793 1.1833
S3 1.1726 1.1752 1.1826
S4 1.1658 1.1684 1.1808
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 1.1903 1.1761 0.0142 1.2% 0.0073 0.6% 59% True False 174
10 1.1903 1.1728 0.0175 1.5% 0.0069 0.6% 67% True False 153
20 1.1927 1.1694 0.0234 2.0% 0.0067 0.6% 65% False False 123
40 1.1959 1.1503 0.0456 3.8% 0.0055 0.5% 75% False False 78
60 1.2003 1.1503 0.0500 4.2% 0.0053 0.4% 68% False False 66
80 1.2110 1.1503 0.0607 5.1% 0.0058 0.5% 56% False False 64
100 1.2460 1.1503 0.0957 8.1% 0.0057 0.5% 36% False False 58
120 1.2732 1.1503 0.1229 10.4% 0.0053 0.4% 28% False False 49
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2189
2.618 1.2079
1.618 1.2012
1.000 1.1970
0.618 1.1944
HIGH 1.1903
0.618 1.1877
0.500 1.1869
0.382 1.1861
LOW 1.1835
0.618 1.1793
1.000 1.1768
1.618 1.1726
2.618 1.1658
4.250 1.1548
Fisher Pivots for day following 18-Sep-2018
Pivot 1 day 3 day
R1 1.1869 1.1851
PP 1.1861 1.1849
S1 1.1853 1.1847

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

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