CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 20-Feb-2019
Day Change Summary
Previous Current
19-Feb-2019 20-Feb-2019 Change Change % Previous Week
Open 1.1319 1.1363 0.0044 0.4% 1.1353
High 1.1384 1.1397 0.0013 0.1% 1.1373
Low 1.1301 1.1349 0.0049 0.4% 1.1261
Close 1.1366 1.1375 0.0010 0.1% 1.1322
Range 0.0083 0.0048 -0.0036 -42.8% 0.0112
ATR 0.0067 0.0066 -0.0001 -2.1% 0.0000
Volume 282,210 175,231 -106,979 -37.9% 916,528
Daily Pivots for day following 20-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.1516 1.1493 1.1401
R3 1.1469 1.1446 1.1388
R2 1.1421 1.1421 1.1384
R1 1.1398 1.1398 1.1379 1.1410
PP 1.1374 1.1374 1.1374 1.1379
S1 1.1351 1.1351 1.1371 1.1362
S2 1.1326 1.1326 1.1366
S3 1.1279 1.1303 1.1362
S4 1.1231 1.1256 1.1349
Weekly Pivots for week ending 15-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.1653 1.1599 1.1383
R3 1.1542 1.1488 1.1353
R2 1.1430 1.1430 1.1342
R1 1.1376 1.1376 1.1332 1.1347
PP 1.1319 1.1319 1.1319 1.1304
S1 1.1265 1.1265 1.1312 1.1236
S2 1.1207 1.1207 1.1302
S3 1.1096 1.1153 1.1291
S4 1.0984 1.1042 1.1261
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1397 1.1261 0.0136 1.2% 0.0069 0.6% 84% True False 201,107
10 1.1448 1.1261 0.0187 1.6% 0.0062 0.5% 61% False False 179,925
20 1.1557 1.1261 0.0296 2.6% 0.0064 0.6% 39% False False 181,579
40 1.1633 1.1261 0.0372 3.3% 0.0071 0.6% 31% False False 176,159
60 1.1633 1.1261 0.0372 3.3% 0.0074 0.6% 31% False False 150,799
80 1.1645 1.1261 0.0384 3.4% 0.0074 0.7% 30% False False 114,045
100 1.1923 1.1261 0.0662 5.8% 0.0074 0.7% 17% False False 91,605
120 1.1989 1.1261 0.0728 6.4% 0.0074 0.6% 16% False False 76,371
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1598
2.618 1.1521
1.618 1.1473
1.000 1.1444
0.618 1.1426
HIGH 1.1397
0.618 1.1378
0.500 1.1373
0.382 1.1367
LOW 1.1349
0.618 1.1320
1.000 1.1302
1.618 1.1272
2.618 1.1225
4.250 1.1147
Fisher Pivots for day following 20-Feb-2019
Pivot 1 day 3 day
R1 1.1374 1.1360
PP 1.1374 1.1344
S1 1.1373 1.1329

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

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