CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 26-Nov-2018
Day Change Summary
Previous Current
23-Nov-2018 26-Nov-2018 Change Change % Previous Week
Open 1.1508 1.1453 -0.0055 -0.5% 1.1540
High 1.1550 1.1499 -0.0051 -0.4% 1.1592
Low 1.1451 1.1440 -0.0011 -0.1% 1.1451
Close 1.1453 1.1445 -0.0009 -0.1% 1.1453
Range 0.0099 0.0059 -0.0041 -40.9% 0.0141
ATR 0.0080 0.0078 -0.0002 -1.9% 0.0000
Volume 5,658 5,070 -588 -10.4% 25,283
Daily Pivots for day following 26-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.1637 1.1599 1.1477
R3 1.1578 1.1541 1.1461
R2 1.1520 1.1520 1.1455
R1 1.1482 1.1482 1.1450 1.1472
PP 1.1461 1.1461 1.1461 1.1456
S1 1.1424 1.1424 1.1439 1.1413
S2 1.1403 1.1403 1.1434
S3 1.1344 1.1365 1.1428
S4 1.1286 1.1307 1.1412
Weekly Pivots for week ending 23-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.1921 1.1828 1.1531
R3 1.1780 1.1687 1.1492
R2 1.1639 1.1639 1.1479
R1 1.1546 1.1546 1.1466 1.1522
PP 1.1498 1.1498 1.1498 1.1486
S1 1.1405 1.1405 1.1440 1.1381
S2 1.1357 1.1357 1.1427
S3 1.1216 1.1264 1.1414
S4 1.1075 1.1123 1.1375
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1592 1.1440 0.0152 1.3% 0.0078 0.7% 3% False True 6,070
10 1.1592 1.1353 0.0239 2.1% 0.0083 0.7% 38% False False 6,516
20 1.1645 1.1353 0.0292 2.5% 0.0076 0.7% 31% False False 4,214
40 1.1792 1.1353 0.0439 3.8% 0.0075 0.7% 21% False False 3,036
60 1.1989 1.1353 0.0636 5.6% 0.0074 0.6% 14% False False 2,117
80 1.1989 1.1353 0.0636 5.6% 0.0069 0.6% 14% False False 1,603
100 1.2003 1.1353 0.0650 5.7% 0.0063 0.6% 14% False False 1,290
120 1.2110 1.1353 0.0757 6.6% 0.0062 0.5% 12% False False 1,082
Crabel Price Patterns
NR True
NR4 False
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1747
2.618 1.1652
1.618 1.1593
1.000 1.1557
0.618 1.1535
HIGH 1.1499
0.618 1.1476
0.500 1.1469
0.382 1.1462
LOW 1.1440
0.618 1.1404
1.000 1.1382
1.618 1.1345
2.618 1.1287
4.250 1.1191
Fisher Pivots for day following 26-Nov-2018
Pivot 1 day 3 day
R1 1.1469 1.1495
PP 1.1461 1.1478
S1 1.1453 1.1461

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

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