CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 31-Dec-2018
Day Change Summary
Previous Current
28-Dec-2018 31-Dec-2018 Change Change % Previous Week
Open 1.1507 1.1514 0.0008 0.1% 1.1452
High 1.1548 1.1541 -0.0007 -0.1% 1.1548
Low 1.1505 1.1495 -0.0010 -0.1% 1.1424
Close 1.1516 1.1523 0.0007 0.1% 1.1516
Range 0.0043 0.0046 0.0003 7.0% 0.0124
ATR 0.0080 0.0078 -0.0002 -3.1% 0.0000
Volume 141,218 94,737 -46,481 -32.9% 469,143
Daily Pivots for day following 31-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.1657 1.1636 1.1548
R3 1.1611 1.1590 1.1535
R2 1.1565 1.1565 1.1531
R1 1.1544 1.1544 1.1527 1.1555
PP 1.1519 1.1519 1.1519 1.1525
S1 1.1498 1.1498 1.1518 1.1509
S2 1.1473 1.1473 1.1514
S3 1.1427 1.1452 1.1510
S4 1.1381 1.1406 1.1497
Weekly Pivots for week ending 28-Dec-2018
Classic Woodie Camarilla DeMark
R4 1.1866 1.1814 1.1583
R3 1.1743 1.1691 1.1549
R2 1.1619 1.1619 1.1538
R1 1.1567 1.1567 1.1527 1.1593
PP 1.1496 1.1496 1.1496 1.1509
S1 1.1444 1.1444 1.1504 1.1470
S2 1.1372 1.1372 1.1493
S3 1.1249 1.1320 1.1482
S4 1.1125 1.1197 1.1448
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1548 1.1424 0.0124 1.1% 0.0068 0.6% 80% False False 112,776
10 1.1575 1.1395 0.0180 1.6% 0.0077 0.7% 71% False False 156,105
20 1.1575 1.1362 0.0213 1.8% 0.0077 0.7% 75% False False 134,227
40 1.1645 1.1353 0.0292 2.5% 0.0079 0.7% 58% False False 70,428
60 1.1777 1.1353 0.0424 3.7% 0.0076 0.7% 40% False False 47,587
80 1.1989 1.1353 0.0636 5.5% 0.0076 0.7% 27% False False 35,822
100 1.1989 1.1353 0.0636 5.5% 0.0073 0.6% 27% False False 28,674
120 1.1989 1.1353 0.0636 5.5% 0.0067 0.6% 27% False False 23,901
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1736
2.618 1.1661
1.618 1.1615
1.000 1.1587
0.618 1.1569
HIGH 1.1541
0.618 1.1523
0.500 1.1518
0.382 1.1512
LOW 1.1495
0.618 1.1466
1.000 1.1449
1.618 1.1420
2.618 1.1374
4.250 1.1299
Fisher Pivots for day following 31-Dec-2018
Pivot 1 day 3 day
R1 1.1521 1.1512
PP 1.1519 1.1501
S1 1.1518 1.1491

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

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