CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 14-Feb-2019
Day Change Summary
Previous Current
13-Feb-2019 14-Feb-2019 Change Change % Previous Week
Open 1.1360 1.1284 -0.0076 -0.7% 1.1496
High 1.1373 1.1338 -0.0035 -0.3% 1.1501
Low 1.1291 1.1277 -0.0015 -0.1% 1.1355
Close 1.1301 1.1329 0.0028 0.2% 1.1357
Range 0.0082 0.0061 -0.0021 -25.2% 0.0147
ATR 0.0066 0.0066 0.0000 -0.6% 0.0000
Volume 173,988 192,877 18,889 10.9% 679,098
Daily Pivots for day following 14-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.1497 1.1474 1.1362
R3 1.1436 1.1413 1.1345
R2 1.1375 1.1375 1.1340
R1 1.1352 1.1352 1.1334 1.1364
PP 1.1314 1.1314 1.1314 1.1320
S1 1.1291 1.1291 1.1323 1.1303
S2 1.1253 1.1253 1.1317
S3 1.1192 1.1230 1.1312
S4 1.1131 1.1169 1.1295
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 1.1385 1.1277 0.0108 1.0% 0.0064 0.6% 48% False True 172,386
10 1.1531 1.1277 0.0254 2.2% 0.0054 0.5% 20% False True 158,766
20 1.1557 1.1277 0.0280 2.5% 0.0061 0.5% 19% False True 174,308
40 1.1633 1.1277 0.0356 3.1% 0.0073 0.6% 15% False True 176,199
60 1.1633 1.1277 0.0356 3.1% 0.0074 0.7% 15% False True 140,481
80 1.1700 1.1277 0.0424 3.7% 0.0075 0.7% 12% False True 106,167
100 1.1989 1.1277 0.0713 6.3% 0.0074 0.7% 7% False True 85,224
120 1.1989 1.1277 0.0713 6.3% 0.0074 0.6% 7% False True 71,051
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1597
2.618 1.1497
1.618 1.1436
1.000 1.1399
0.618 1.1375
HIGH 1.1338
0.618 1.1314
0.500 1.1307
0.382 1.1300
LOW 1.1277
0.618 1.1239
1.000 1.1216
1.618 1.1178
2.618 1.1117
4.250 1.1017
Fisher Pivots for day following 14-Feb-2019
Pivot 1 day 3 day
R1 1.1321 1.1327
PP 1.1314 1.1326
S1 1.1307 1.1325

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

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