CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 07-Mar-2019
Day Change Summary
Previous Current
06-Mar-2019 07-Mar-2019 Change Change % Previous Week
Open 1.1313 1.1315 0.0003 0.0% 1.1355
High 1.1336 1.1329 -0.0007 -0.1% 1.1437
Low 1.1296 1.1185 -0.0112 -1.0% 1.1355
Close 1.1318 1.1191 -0.0127 -1.1% 1.1372
Range 0.0040 0.0144 0.0105 264.6% 0.0082
ATR 0.0058 0.0064 0.0006 10.6% 0.0000
Volume 149,341 365,760 216,419 144.9% 806,406
Daily Pivots for day following 07-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.1667 1.1573 1.1270
R3 1.1523 1.1429 1.1231
R2 1.1379 1.1379 1.1217
R1 1.1285 1.1285 1.1204 1.1260
PP 1.1235 1.1235 1.1235 1.1222
S1 1.1141 1.1141 1.1178 1.1116
S2 1.1091 1.1091 1.1165
S3 1.0947 1.0997 1.1151
S4 1.0803 1.0853 1.1112
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 1.1423 1.1185 0.0239 2.1% 0.0072 0.6% 3% False True 197,458
10 1.1437 1.1185 0.0252 2.3% 0.0060 0.5% 3% False True 177,755
20 1.1437 1.1185 0.0252 2.3% 0.0061 0.5% 3% False True 182,138
40 1.1633 1.1185 0.0448 4.0% 0.0064 0.6% 1% False True 181,672
60 1.1633 1.1185 0.0448 4.0% 0.0070 0.6% 1% False True 180,773
80 1.1633 1.1185 0.0448 4.0% 0.0073 0.6% 1% False True 138,501
100 1.1777 1.1185 0.0593 5.3% 0.0073 0.6% 1% False True 111,219
120 1.1989 1.1185 0.0805 7.2% 0.0073 0.6% 1% False True 92,826
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 1.1941
2.618 1.1705
1.618 1.1561
1.000 1.1473
0.618 1.1417
HIGH 1.1329
0.618 1.1273
0.500 1.1257
0.382 1.1240
LOW 1.1185
0.618 1.1096
1.000 1.1041
1.618 1.0952
2.618 1.0808
4.250 1.0573
Fisher Pivots for day following 07-Mar-2019
Pivot 1 day 3 day
R1 1.1257 1.1268
PP 1.1235 1.1242
S1 1.1213 1.1217

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

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