CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 05-Dec-2018
Day Change Summary
Previous Current
04-Dec-2018 05-Dec-2018 Change Change % Previous Week
Open 1.1464 1.1448 -0.0017 -0.1% 1.1453
High 1.1527 1.1466 -0.0061 -0.5% 1.1508
Low 1.1426 1.1416 -0.0010 -0.1% 1.1380
Close 1.1449 1.1446 -0.0003 0.0% 1.1417
Range 0.0102 0.0050 -0.0052 -50.7% 0.0129
ATR 0.0080 0.0078 -0.0002 -2.7% 0.0000
Volume 17,085 21,030 3,945 23.1% 59,793
Daily Pivots for day following 05-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.1593 1.1569 1.1473
R3 1.1543 1.1519 1.1459
R2 1.1493 1.1493 1.1455
R1 1.1469 1.1469 1.1450 1.1456
PP 1.1443 1.1443 1.1443 1.1436
S1 1.1419 1.1419 1.1441 1.1406
S2 1.1393 1.1393 1.1436
S3 1.1343 1.1369 1.1432
S4 1.1293 1.1319 1.1418
Weekly Pivots for week ending 30-Nov-2018
Classic Woodie Camarilla DeMark
R4 1.1820 1.1747 1.1488
R3 1.1692 1.1619 1.1452
R2 1.1563 1.1563 1.1441
R1 1.1490 1.1490 1.1429 1.1463
PP 1.1435 1.1435 1.1435 1.1421
S1 1.1362 1.1362 1.1405 1.1334
S2 1.1306 1.1306 1.1393
S3 1.1178 1.1233 1.1382
S4 1.1049 1.1105 1.1346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1527 1.1414 0.0114 1.0% 0.0071 0.6% 28% False False 16,456
10 1.1550 1.1380 0.0170 1.5% 0.0075 0.7% 39% False False 12,788
20 1.1645 1.1353 0.0292 2.5% 0.0081 0.7% 32% False False 9,156
40 1.1777 1.1353 0.0424 3.7% 0.0075 0.7% 22% False False 5,668
60 1.1989 1.1353 0.0636 5.6% 0.0075 0.7% 15% False False 3,995
80 1.1989 1.1353 0.0636 5.6% 0.0072 0.6% 15% False False 3,019
100 1.1989 1.1353 0.0636 5.6% 0.0066 0.6% 15% False False 2,424
120 1.2003 1.1353 0.0650 5.7% 0.0063 0.5% 14% False False 2,025
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.1679
2.618 1.1597
1.618 1.1547
1.000 1.1516
0.618 1.1497
HIGH 1.1466
0.618 1.1447
0.500 1.1441
0.382 1.1435
LOW 1.1416
0.618 1.1385
1.000 1.1366
1.618 1.1335
2.618 1.1285
4.250 1.1204
Fisher Pivots for day following 05-Dec-2018
Pivot 1 day 3 day
R1 1.1444 1.1472
PP 1.1443 1.1463
S1 1.1441 1.1454

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

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