CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 25-Sep-2018
Day Change Summary
Previous Current
24-Sep-2018 25-Sep-2018 Change Change % Previous Week
Open 1.1924 1.1928 0.0004 0.0% 1.1813
High 1.1989 1.1967 -0.0023 -0.2% 1.1975
Low 1.1903 1.1917 0.0015 0.1% 1.1800
Close 1.1935 1.1942 0.0007 0.1% 1.1924
Range 0.0087 0.0050 -0.0037 -42.8% 0.0175
ATR 0.0071 0.0069 -0.0002 -2.1% 0.0000
Volume 312 146 -166 -53.2% 1,674
Daily Pivots for day following 25-Sep-2018
Classic Woodie Camarilla DeMark
R4 1.2090 1.2065 1.1969
R3 1.2041 1.2016 1.1955
R2 1.1991 1.1991 1.1951
R1 1.1966 1.1966 1.1946 1.1979
PP 1.1942 1.1942 1.1942 1.1948
S1 1.1917 1.1917 1.1937 1.1929
S2 1.1892 1.1892 1.1932
S3 1.1843 1.1867 1.1928
S4 1.1793 1.1818 1.1914
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 1.1842 0.0148 1.2% 0.0071 0.6% 68% False False 372
10 1.1989 1.1761 0.0228 1.9% 0.0072 0.6% 79% False False 273
20 1.1989 1.1728 0.0262 2.2% 0.0070 0.6% 82% False False 208
40 1.1989 1.1503 0.0486 4.1% 0.0061 0.5% 90% False False 122
60 1.2003 1.1503 0.0500 4.2% 0.0053 0.4% 88% False False 96
80 1.2110 1.1503 0.0607 5.1% 0.0056 0.5% 72% False False 82
100 1.2296 1.1503 0.0793 6.6% 0.0058 0.5% 55% False False 74
120 1.2732 1.1503 0.1229 10.3% 0.0055 0.5% 36% False False 65
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.2177
2.618 1.2096
1.618 1.2047
1.000 1.2016
0.618 1.1997
HIGH 1.1967
0.618 1.1948
0.500 1.1942
0.382 1.1936
LOW 1.1917
0.618 1.1886
1.000 1.1868
1.618 1.1837
2.618 1.1787
4.250 1.1707
Fisher Pivots for day following 25-Sep-2018
Pivot 1 day 3 day
R1 1.1942 1.1946
PP 1.1942 1.1944
S1 1.1942 1.1943

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

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