CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 10-Jan-2019
Day Change Summary
Previous Current
09-Jan-2019 10-Jan-2019 Change Change % Previous Week
Open 1.1507 1.1613 0.0106 0.9% 1.1514
High 1.1625 1.1633 0.0008 0.1% 1.1569
Low 1.1504 1.1547 0.0043 0.4% 1.1378
Close 1.1610 1.1562 -0.0048 -0.4% 1.1467
Range 0.0121 0.0086 -0.0035 -29.0% 0.0192
ATR 0.0086 0.0086 0.0000 -0.1% 0.0000
Volume 254,788 207,876 -46,912 -18.4% 738,053
Daily Pivots for day following 10-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.1837 1.1785 1.1609
R3 1.1752 1.1700 1.1586
R2 1.1666 1.1666 1.1578
R1 1.1614 1.1614 1.1570 1.1597
PP 1.1581 1.1581 1.1581 1.1572
S1 1.1529 1.1529 1.1554 1.1512
S2 1.1495 1.1495 1.1546
S3 1.1410 1.1443 1.1538
S4 1.1324 1.1358 1.1515
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 1.1633 1.1413 0.0220 1.9% 0.0085 0.7% 68% True False 207,718
10 1.1633 1.1378 0.0255 2.2% 0.0089 0.8% 72% True False 188,433
20 1.1633 1.1362 0.0271 2.3% 0.0085 0.7% 74% True False 186,509
40 1.1633 1.1353 0.0280 2.4% 0.0083 0.7% 75% True False 106,830
60 1.1777 1.1353 0.0424 3.7% 0.0080 0.7% 49% False False 71,822
80 1.1989 1.1353 0.0636 5.5% 0.0078 0.7% 33% False False 54,182
100 1.1989 1.1353 0.0636 5.5% 0.0076 0.7% 33% False False 43,369
120 1.1989 1.1353 0.0636 5.5% 0.0070 0.6% 33% False False 36,146
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1996
2.618 1.1856
1.618 1.1771
1.000 1.1718
0.618 1.1685
HIGH 1.1633
0.618 1.1600
0.500 1.1590
0.382 1.1580
LOW 1.1547
0.618 1.1494
1.000 1.1462
1.618 1.1409
2.618 1.1323
4.250 1.1184
Fisher Pivots for day following 10-Jan-2019
Pivot 1 day 3 day
R1 1.1590 1.1561
PP 1.1581 1.1561
S1 1.1571 1.1560

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

View Archives - Comment on this page... - Back to Index of Symbols