CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 24-Dec-2018
Day Change Summary
Previous Current
21-Dec-2018 24-Dec-2018 Change Change % Previous Week
Open 1.1535 1.1452 -0.0083 -0.7% 1.1396
High 1.1558 1.1522 -0.0037 -0.3% 1.1575
Low 1.1439 1.1450 0.0012 0.1% 1.1395
Close 1.1452 1.1493 0.0041 0.4% 1.1452
Range 0.0120 0.0072 -0.0048 -40.2% 0.0180
ATR 0.0083 0.0082 -0.0001 -1.0% 0.0000
Volume 184,531 70,618 -113,913 -61.7% 997,176
Daily Pivots for day following 24-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.1703 1.1669 1.1532
R3 1.1631 1.1598 1.1512
R2 1.1560 1.1560 1.1506
R1 1.1526 1.1526 1.1499 1.1543
PP 1.1488 1.1488 1.1488 1.1496
S1 1.1455 1.1455 1.1486 1.1471
S2 1.1417 1.1417 1.1479
S3 1.1345 1.1383 1.1473
S4 1.1274 1.1312 1.1453
Weekly Pivots for week ending 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.2014 1.1913 1.1551
R3 1.1834 1.1733 1.1502
R2 1.1654 1.1654 1.1485
R1 1.1553 1.1553 1.1469 1.1604
PP 1.1474 1.1474 1.1474 1.1499
S1 1.1373 1.1373 1.1436 1.1424
S2 1.1294 1.1294 1.1419
S3 1.1114 1.1193 1.1403
S4 1.0934 1.1013 1.1353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1575 1.1426 0.0149 1.3% 0.0089 0.8% 45% False False 179,083
10 1.1575 1.1362 0.0213 1.9% 0.0083 0.7% 61% False False 194,606
20 1.1575 1.1362 0.0213 1.9% 0.0080 0.7% 61% False False 112,300
40 1.1645 1.1353 0.0292 2.5% 0.0078 0.7% 48% False False 58,257
60 1.1792 1.1353 0.0439 3.8% 0.0076 0.7% 32% False False 39,457
80 1.1989 1.1353 0.0636 5.5% 0.0075 0.7% 22% False False 29,662
100 1.1989 1.1353 0.0636 5.5% 0.0071 0.6% 22% False False 23,742
120 1.2003 1.1353 0.0650 5.7% 0.0066 0.6% 21% False False 19,792
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1825
2.618 1.1709
1.618 1.1637
1.000 1.1593
0.618 1.1566
HIGH 1.1522
0.618 1.1494
0.500 1.1486
0.382 1.1477
LOW 1.1450
0.618 1.1406
1.000 1.1379
1.618 1.1334
2.618 1.1263
4.250 1.1146
Fisher Pivots for day following 24-Dec-2018
Pivot 1 day 3 day
R1 1.1490 1.1507
PP 1.1488 1.1502
S1 1.1486 1.1497

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

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