CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 05-Oct-2018
Day Change Summary
Previous Current
04-Oct-2018 05-Oct-2018 Change Change % Previous Week
Open 1.1647 1.1678 0.0031 0.3% 1.1766
High 1.1702 1.1709 0.0007 0.1% 1.1792
Low 1.1627 1.1650 0.0024 0.2% 1.1627
Close 1.1676 1.1686 0.0011 0.1% 1.1686
Range 0.0076 0.0059 -0.0017 -21.9% 0.0165
ATR 0.0076 0.0075 -0.0001 -1.6% 0.0000
Volume 2,963 252 -2,711 -91.5% 5,714
Daily Pivots for day following 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.1859 1.1831 1.1718
R3 1.1800 1.1772 1.1702
R2 1.1741 1.1741 1.1697
R1 1.1713 1.1713 1.1691 1.1727
PP 1.1682 1.1682 1.1682 1.1689
S1 1.1654 1.1654 1.1681 1.1668
S2 1.1623 1.1623 1.1675
S3 1.1564 1.1595 1.1670
S4 1.1505 1.1536 1.1654
Weekly Pivots for week ending 05-Oct-2018
Classic Woodie Camarilla DeMark
R4 1.2196 1.2106 1.1777
R3 1.2031 1.1941 1.1731
R2 1.1866 1.1866 1.1716
R1 1.1776 1.1776 1.1701 1.1739
PP 1.1701 1.1701 1.1701 1.1683
S1 1.1611 1.1611 1.1671 1.1574
S2 1.1536 1.1536 1.1656
S3 1.1371 1.1446 1.1641
S4 1.1206 1.1281 1.1595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1792 1.1627 0.0165 1.4% 0.0076 0.7% 36% False False 1,142
10 1.1989 1.1627 0.0363 3.1% 0.0076 0.6% 16% False False 812
20 1.1989 1.1627 0.0363 3.1% 0.0074 0.6% 16% False False 536
40 1.1989 1.1503 0.0486 4.2% 0.0070 0.6% 38% False False 310
60 1.1989 1.1503 0.0486 4.2% 0.0059 0.5% 38% False False 219
80 1.2097 1.1503 0.0594 5.1% 0.0059 0.5% 31% False False 174
100 1.2144 1.1503 0.0641 5.5% 0.0060 0.5% 29% False False 148
120 1.2728 1.1503 0.1225 10.5% 0.0058 0.5% 15% False False 128
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1960
2.618 1.1863
1.618 1.1804
1.000 1.1768
0.618 1.1745
HIGH 1.1709
0.618 1.1686
0.500 1.1680
0.382 1.1673
LOW 1.1650
0.618 1.1614
1.000 1.1591
1.618 1.1555
2.618 1.1496
4.250 1.1399
Fisher Pivots for day following 05-Oct-2018
Pivot 1 day 3 day
R1 1.1684 1.1692
PP 1.1682 1.1690
S1 1.1680 1.1688

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

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