CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 08-Feb-2019
Day Change Summary
Previous Current
07-Feb-2019 08-Feb-2019 Change Change % Previous Week
Open 1.1401 1.1373 -0.0028 -0.2% 1.1496
High 1.1404 1.1385 -0.0020 -0.2% 1.1501
Low 1.1359 1.1355 -0.0005 0.0% 1.1355
Close 1.1386 1.1357 -0.0029 -0.3% 1.1357
Range 0.0045 0.0030 -0.0015 -33.3% 0.0147
ATR 0.0066 0.0064 -0.0003 -3.8% 0.0000
Volume 165,956 126,634 -39,322 -23.7% 679,098
Daily Pivots for day following 08-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.1455 1.1436 1.1373
R3 1.1425 1.1406 1.1365
R2 1.1395 1.1395 1.1362
R1 1.1376 1.1376 1.1359 1.1371
PP 1.1365 1.1365 1.1365 1.1363
S1 1.1346 1.1346 1.1354 1.1341
S2 1.1335 1.1335 1.1351
S3 1.1305 1.1316 1.1348
S4 1.1275 1.1286 1.1340
Weekly Pivots for week ending 08-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.1844 1.1747 1.1437
R3 1.1697 1.1600 1.1397
R2 1.1551 1.1551 1.1383
R1 1.1454 1.1454 1.1370 1.1429
PP 1.1404 1.1404 1.1404 1.1392
S1 1.1307 1.1307 1.1343 1.1282
S2 1.1258 1.1258 1.1330
S3 1.1111 1.1161 1.1316
S4 1.0965 1.1014 1.1276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1501 1.1355 0.0147 1.3% 0.0040 0.4% 1% False True 135,819
10 1.1557 1.1355 0.0202 1.8% 0.0052 0.5% 1% False True 159,885
20 1.1603 1.1338 0.0266 2.3% 0.0060 0.5% 7% False False 172,703
40 1.1633 1.1338 0.0295 2.6% 0.0073 0.6% 6% False False 179,606
60 1.1633 1.1338 0.0295 2.6% 0.0075 0.7% 6% False False 128,788
80 1.1777 1.1338 0.0440 3.9% 0.0075 0.7% 4% False False 97,042
100 1.1989 1.1338 0.0652 5.7% 0.0074 0.7% 3% False False 77,886
120 1.1989 1.1338 0.0652 5.7% 0.0073 0.6% 3% False False 64,925
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0014
Narrowest range in 116 trading days
Fibonacci Retracements and Extensions
4.250 1.1512
2.618 1.1463
1.618 1.1433
1.000 1.1415
0.618 1.1403
HIGH 1.1385
0.618 1.1373
0.500 1.1370
0.382 1.1366
LOW 1.1355
0.618 1.1336
1.000 1.1325
1.618 1.1306
2.618 1.1276
4.250 1.1227
Fisher Pivots for day following 08-Feb-2019
Pivot 1 day 3 day
R1 1.1370 1.1401
PP 1.1365 1.1386
S1 1.1361 1.1371

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

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