CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 24-Sep-2018
Day Change Summary
Previous Current
21-Sep-2018 24-Sep-2018 Change Change % Previous Week
Open 1.1952 1.1924 -0.0028 -0.2% 1.1813
High 1.1975 1.1989 0.0014 0.1% 1.1975
Low 1.1912 1.1903 -0.0009 -0.1% 1.1800
Close 1.1924 1.1935 0.0011 0.1% 1.1924
Range 0.0064 0.0087 0.0023 36.2% 0.0175
ATR 0.0069 0.0071 0.0001 1.8% 0.0000
Volume 315 312 -3 -1.0% 1,674
Daily Pivots for day following 24-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.2202 1.2155 1.1982
R3 1.2115 1.2068 1.1958
R2 1.2029 1.2029 1.1950
R1 1.1982 1.1982 1.1942 1.2005
PP 1.1942 1.1942 1.1942 1.1954
S1 1.1895 1.1895 1.1927 1.1919
S2 1.1856 1.1856 1.1919
S3 1.1769 1.1809 1.1911
S4 1.1683 1.1722 1.1887
Weekly Pivots for week ending 21-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.2425 1.2349 1.2020
R3 1.2250 1.2174 1.1972
R2 1.2075 1.2075 1.1956
R1 1.1999 1.1999 1.1940 1.2037
PP 1.1900 1.1900 1.1900 1.1918
S1 1.1824 1.1824 1.1907 1.1862
S2 1.1725 1.1725 1.1891
S3 1.1550 1.1649 1.1875
S4 1.1375 1.1474 1.1827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1989 1.1835 0.0154 1.3% 0.0075 0.6% 65% True False 371
10 1.1989 1.1761 0.0228 1.9% 0.0073 0.6% 76% True False 271
20 1.1989 1.1728 0.0262 2.2% 0.0070 0.6% 79% True False 202
40 1.1989 1.1503 0.0486 4.1% 0.0059 0.5% 89% True False 119
60 1.2003 1.1503 0.0500 4.2% 0.0053 0.4% 86% False False 94
80 1.2110 1.1503 0.0607 5.1% 0.0056 0.5% 71% False False 81
100 1.2315 1.1503 0.0812 6.8% 0.0058 0.5% 53% False False 73
120 1.2732 1.1503 0.1229 10.3% 0.0055 0.5% 35% False False 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2357
2.618 1.2215
1.618 1.2129
1.000 1.2076
0.618 1.2042
HIGH 1.1989
0.618 1.1956
0.500 1.1946
0.382 1.1936
LOW 1.1903
0.618 1.1849
1.000 1.1816
1.618 1.1763
2.618 1.1676
4.250 1.1535
Fisher Pivots for day following 24-Sep-2018
Pivot 1 day 3 day
R1 1.1946 1.1930
PP 1.1942 1.1926
S1 1.1938 1.1921

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

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