CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 15-Jan-2019
Day Change Summary
Previous Current
14-Jan-2019 15-Jan-2019 Change Change % Previous Week
Open 1.1527 1.1527 0.0001 0.0% 1.1475
High 1.1543 1.1550 0.0007 0.1% 1.1633
Low 1.1512 1.1441 -0.0071 -0.6% 1.1471
Close 1.1527 1.1461 -0.0066 -0.6% 1.1527
Range 0.0032 0.0109 0.0078 246.0% 0.0162
ATR 0.0082 0.0084 0.0002 2.3% 0.0000
Volume 138,583 226,599 88,016 63.5% 1,014,577
Daily Pivots for day following 15-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.1811 1.1745 1.1520
R3 1.1702 1.1636 1.1490
R2 1.1593 1.1593 1.1480
R1 1.1527 1.1527 1.1470 1.1505
PP 1.1484 1.1484 1.1484 1.1473
S1 1.1418 1.1418 1.1451 1.1396
S2 1.1375 1.1375 1.1441
S3 1.1266 1.1309 1.1431
S4 1.1157 1.1200 1.1401
Weekly Pivots for week ending 11-Jan-2019
Classic Woodie Camarilla DeMark
R4 1.2028 1.1939 1.1616
R3 1.1867 1.1778 1.1571
R2 1.1705 1.1705 1.1557
R1 1.1616 1.1616 1.1542 1.1661
PP 1.1544 1.1544 1.1544 1.1566
S1 1.1455 1.1455 1.1512 1.1499
S2 1.1382 1.1382 1.1497
S3 1.1221 1.1293 1.1483
S4 1.1059 1.1132 1.1438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1633 1.1441 0.0192 1.7% 0.0086 0.8% 10% False True 203,162
10 1.1633 1.1378 0.0255 2.2% 0.0092 0.8% 33% False False 202,307
20 1.1633 1.1378 0.0255 2.2% 0.0084 0.7% 33% False False 179,206
40 1.1633 1.1362 0.0271 2.4% 0.0082 0.7% 36% False False 119,986
60 1.1700 1.1353 0.0347 3.0% 0.0080 0.7% 31% False False 80,979
80 1.1989 1.1353 0.0636 5.5% 0.0078 0.7% 17% False False 61,081
100 1.1989 1.1353 0.0636 5.5% 0.0076 0.7% 17% False False 48,900
120 1.1989 1.1353 0.0636 5.5% 0.0071 0.6% 17% False False 40,755
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2013
2.618 1.1835
1.618 1.1726
1.000 1.1659
0.618 1.1617
HIGH 1.1550
0.618 1.1508
0.500 1.1496
0.382 1.1483
LOW 1.1441
0.618 1.1374
1.000 1.1332
1.618 1.1265
2.618 1.1156
4.250 1.0978
Fisher Pivots for day following 15-Jan-2019
Pivot 1 day 3 day
R1 1.1496 1.1522
PP 1.1484 1.1502
S1 1.1472 1.1481

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

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