CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 27-Nov-2018
Day Change Summary
Previous Current
26-Nov-2018 27-Nov-2018 Change Change % Previous Week
Open 1.1453 1.1446 -0.0007 -0.1% 1.1540
High 1.1499 1.1457 -0.0042 -0.4% 1.1592
Low 1.1440 1.1391 -0.0050 -0.4% 1.1451
Close 1.1445 1.1408 -0.0037 -0.3% 1.1453
Range 0.0059 0.0067 0.0008 13.7% 0.0141
ATR 0.0078 0.0078 -0.0001 -1.1% 0.0000
Volume 5,070 15,929 10,859 214.2% 25,283
Daily Pivots for day following 27-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.1618 1.1580 1.1445
R3 1.1552 1.1513 1.1426
R2 1.1485 1.1485 1.1420
R1 1.1447 1.1447 1.1414 1.1433
PP 1.1419 1.1419 1.1419 1.1412
S1 1.1380 1.1380 1.1402 1.1366
S2 1.1352 1.1352 1.1396
S3 1.1286 1.1314 1.1390
S4 1.1219 1.1247 1.1371
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 1.1391 0.0201 1.8% 0.0079 0.7% 9% False True 8,881
10 1.1592 1.1353 0.0239 2.1% 0.0080 0.7% 23% False False 7,996
20 1.1645 1.1353 0.0292 2.6% 0.0077 0.7% 19% False False 4,959
40 1.1777 1.1353 0.0424 3.7% 0.0075 0.7% 13% False False 3,415
60 1.1989 1.1353 0.0636 5.6% 0.0073 0.6% 9% False False 2,381
80 1.1989 1.1353 0.0636 5.6% 0.0070 0.6% 9% False False 1,802
100 1.1997 1.1353 0.0644 5.6% 0.0063 0.6% 9% False False 1,449
120 1.2097 1.1353 0.0744 6.5% 0.0063 0.6% 7% False False 1,214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1740
2.618 1.1631
1.618 1.1565
1.000 1.1524
0.618 1.1498
HIGH 1.1457
0.618 1.1432
0.500 1.1424
0.382 1.1416
LOW 1.1391
0.618 1.1349
1.000 1.1324
1.618 1.1283
2.618 1.1216
4.250 1.1108
Fisher Pivots for day following 27-Nov-2018
Pivot 1 day 3 day
R1 1.1424 1.1470
PP 1.1419 1.1449
S1 1.1413 1.1429

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

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