CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 08-Jan-2019
Day Change Summary
Previous Current
07-Jan-2019 08-Jan-2019 Change Change % Previous Week
Open 1.1475 1.1545 0.0070 0.6% 1.1514
High 1.1551 1.1552 0.0001 0.0% 1.1569
Low 1.1471 1.1488 0.0017 0.1% 1.1378
Close 1.1547 1.1508 -0.0039 -0.3% 1.1467
Range 0.0080 0.0064 -0.0016 -20.1% 0.0192
ATR 0.0085 0.0084 -0.0002 -1.8% 0.0000
Volume 186,803 177,145 -9,658 -5.2% 738,053
Daily Pivots for day following 08-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.1706 1.1671 1.1543
R3 1.1643 1.1607 1.1525
R2 1.1579 1.1579 1.1520
R1 1.1544 1.1544 1.1514 1.1530
PP 1.1516 1.1516 1.1516 1.1509
S1 1.1480 1.1480 1.1502 1.1466
S2 1.1452 1.1452 1.1496
S3 1.1389 1.1417 1.1491
S4 1.1325 1.1353 1.1473
Weekly Pivots for week ending 04-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.2046 1.1948 1.1572
R3 1.1854 1.1756 1.1520
R2 1.1663 1.1663 1.1502
R1 1.1565 1.1565 1.1485 1.1518
PP 1.1471 1.1471 1.1471 1.1448
S1 1.1373 1.1373 1.1449 1.1327
S2 1.1280 1.1280 1.1432
S3 1.1088 1.1182 1.1414
S4 1.0897 1.0990 1.1362
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1569 1.1378 0.0192 1.7% 0.0099 0.9% 68% False False 201,452
10 1.1569 1.1378 0.0192 1.7% 0.0083 0.7% 68% False False 157,114
20 1.1575 1.1362 0.0213 1.9% 0.0084 0.7% 69% False False 178,975
40 1.1592 1.1353 0.0239 2.1% 0.0081 0.7% 65% False False 95,330
60 1.1777 1.1353 0.0424 3.7% 0.0079 0.7% 37% False False 64,250
80 1.1989 1.1353 0.0636 5.5% 0.0077 0.7% 24% False False 48,403
100 1.1989 1.1353 0.0636 5.5% 0.0075 0.7% 24% False False 38,743
120 1.1989 1.1353 0.0636 5.5% 0.0069 0.6% 24% False False 32,294
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1821
2.618 1.1718
1.618 1.1654
1.000 1.1615
0.618 1.1591
HIGH 1.1552
0.618 1.1527
0.500 1.1520
0.382 1.1512
LOW 1.1488
0.618 1.1449
1.000 1.1425
1.618 1.1385
2.618 1.1322
4.250 1.1218
Fisher Pivots for day following 08-Jan-2019
Pivot 1 day 3 day
R1 1.1520 1.1499
PP 1.1516 1.1491
S1 1.1512 1.1482

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

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