CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 27-Feb-2019
Day Change Summary
Previous Current
26-Feb-2019 27-Feb-2019 Change Change % Previous Week
Open 1.1377 1.1411 0.0034 0.3% 1.1319
High 1.1422 1.1422 0.0000 0.0% 1.1397
Low 1.1364 1.1380 0.0017 0.1% 1.1301
Close 1.1416 1.1388 -0.0028 -0.2% 1.1359
Range 0.0058 0.0042 -0.0017 -28.4% 0.0096
ATR 0.0061 0.0059 -0.0001 -2.3% 0.0000
Volume 187,286 141,669 -45,617 -24.4% 797,277
Daily Pivots for day following 27-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.1521 1.1496 1.1411
R3 1.1480 1.1455 1.1399
R2 1.1438 1.1438 1.1396
R1 1.1413 1.1413 1.1392 1.1405
PP 1.1397 1.1397 1.1397 1.1392
S1 1.1372 1.1372 1.1384 1.1363
S2 1.1355 1.1355 1.1380
S3 1.1314 1.1330 1.1377
S4 1.1272 1.1289 1.1365
Weekly Pivots for week ending 22-Feb-2019
Classic Woodie Camarilla DeMark
R4 1.1640 1.1596 1.1412
R3 1.1544 1.1500 1.1385
R2 1.1448 1.1448 1.1377
R1 1.1404 1.1404 1.1368 1.1426
PP 1.1352 1.1352 1.1352 1.1363
S1 1.1308 1.1308 1.1350 1.1330
S2 1.1256 1.1256 1.1341
S3 1.1160 1.1212 1.1333
S4 1.1064 1.1116 1.1306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1422 1.1336 0.0086 0.8% 0.0044 0.4% 61% True False 157,437
10 1.1422 1.1261 0.0161 1.4% 0.0057 0.5% 79% True False 179,272
20 1.1557 1.1261 0.0296 2.6% 0.0057 0.5% 43% False False 173,365
40 1.1633 1.1261 0.0372 3.3% 0.0067 0.6% 34% False False 179,497
60 1.1633 1.1261 0.0372 3.3% 0.0071 0.6% 34% False False 163,099
80 1.1645 1.1261 0.0384 3.4% 0.0074 0.6% 33% False False 123,789
100 1.1777 1.1261 0.0516 4.5% 0.0072 0.6% 25% False False 99,433
120 1.1989 1.1261 0.0728 6.4% 0.0073 0.6% 17% False False 82,924
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1598
2.618 1.1530
1.618 1.1489
1.000 1.1463
0.618 1.1447
HIGH 1.1422
0.618 1.1406
0.500 1.1401
0.382 1.1396
LOW 1.1380
0.618 1.1354
1.000 1.1339
1.618 1.1313
2.618 1.1271
4.250 1.1204
Fisher Pivots for day following 27-Feb-2019
Pivot 1 day 3 day
R1 1.1401 1.1388
PP 1.1397 1.1388
S1 1.1392 1.1388

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

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