CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 01-Mar-2019
Day Change Summary
Previous Current
28-Feb-2019 01-Mar-2019 Change Change % Previous Week
Open 1.1387 1.1387 0.0000 0.0% 1.1355
High 1.1437 1.1423 -0.0014 -0.1% 1.1437
Low 1.1375 1.1367 -0.0008 -0.1% 1.1355
Close 1.1394 1.1372 -0.0022 -0.2% 1.1372
Range 0.0062 0.0056 -0.0006 -9.7% 0.0082
ATR 0.0060 0.0059 0.0000 -0.4% 0.0000
Volume 201,724 157,333 -44,391 -22.0% 806,406
Daily Pivots for day following 01-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.1555 1.1519 1.1402
R3 1.1499 1.1463 1.1387
R2 1.1443 1.1443 1.1382
R1 1.1407 1.1407 1.1377 1.1397
PP 1.1387 1.1387 1.1387 1.1382
S1 1.1351 1.1351 1.1366 1.1341
S2 1.1331 1.1331 1.1361
S3 1.1275 1.1295 1.1356
S4 1.1219 1.1239 1.1341
Weekly Pivots for week ending 01-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.1634 1.1585 1.1417
R3 1.1552 1.1503 1.1394
R2 1.1470 1.1470 1.1387
R1 1.1421 1.1421 1.1379 1.1445
PP 1.1388 1.1388 1.1388 1.1400
S1 1.1339 1.1339 1.1364 1.1363
S2 1.1306 1.1306 1.1356
S3 1.1224 1.1257 1.1349
S4 1.1142 1.1175 1.1326
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1437 1.1355 0.0082 0.7% 0.0050 0.4% 21% False False 161,281
10 1.1437 1.1261 0.0176 1.5% 0.0054 0.5% 63% False False 178,491
20 1.1531 1.1261 0.0270 2.4% 0.0054 0.5% 41% False False 168,629
40 1.1633 1.1261 0.0372 3.3% 0.0064 0.6% 30% False False 180,763
60 1.1633 1.1261 0.0372 3.3% 0.0070 0.6% 30% False False 168,467
80 1.1645 1.1261 0.0384 3.4% 0.0073 0.6% 29% False False 128,245
100 1.1777 1.1261 0.0516 4.5% 0.0072 0.6% 21% False False 102,992
120 1.1989 1.1261 0.0728 6.4% 0.0072 0.6% 15% False False 85,916
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 True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1661
2.618 1.1570
1.618 1.1514
1.000 1.1479
0.618 1.1458
HIGH 1.1423
0.618 1.1402
0.500 1.1395
0.382 1.1388
LOW 1.1367
0.618 1.1332
1.000 1.1311
1.618 1.1276
2.618 1.1220
4.250 1.1129
Fisher Pivots for day following 01-Mar-2019
Pivot 1 day 3 day
R1 1.1395 1.1402
PP 1.1387 1.1392
S1 1.1379 1.1382

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

View Archives - Comment on this page... - Back to Index of Symbols