CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 11-Mar-2019
Day Change Summary
Previous Current
08-Mar-2019 11-Mar-2019 Change Change % Previous Week
Open 1.1202 1.1243 0.0042 0.4% 1.1388
High 1.1254 1.1265 0.0011 0.1% 1.1394
Low 1.1193 1.1228 0.0036 0.3% 1.1185
Close 1.1250 1.1246 -0.0004 0.0% 1.1250
Range 0.0061 0.0037 -0.0025 -40.2% 0.0209
ATR 0.0064 0.0062 -0.0002 -3.1% 0.0000
Volume 240,958 233,454 -7,504 -3.1% 1,070,918
Daily Pivots for day following 11-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.1356 1.1337 1.1266
R3 1.1319 1.1301 1.1256
R2 1.1283 1.1283 1.1253
R1 1.1264 1.1264 1.1249 1.1274
PP 1.1246 1.1246 1.1246 1.1251
S1 1.1228 1.1228 1.1243 1.1237
S2 1.1210 1.1210 1.1239
S3 1.1173 1.1191 1.1236
S4 1.1137 1.1155 1.1226
Weekly Pivots for week ending 08-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.1903 1.1786 1.1365
R3 1.1694 1.1577 1.1307
R2 1.1485 1.1485 1.1288
R1 1.1368 1.1368 1.1269 1.1322
PP 1.1276 1.1276 1.1276 1.1253
S1 1.1159 1.1159 1.1231 1.1113
S2 1.1067 1.1067 1.1212
S3 1.0858 1.0950 1.1193
S4 1.0649 1.0741 1.1135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1351 1.1185 0.0167 1.5% 0.0066 0.6% 37% False False 229,627
10 1.1437 1.1185 0.0252 2.2% 0.0062 0.6% 24% False False 199,238
20 1.1437 1.1185 0.0252 2.2% 0.0062 0.5% 24% False False 191,229
40 1.1603 1.1185 0.0419 3.7% 0.0061 0.5% 15% False False 181,966
60 1.1633 1.1185 0.0448 4.0% 0.0069 0.6% 14% False False 183,480
80 1.1633 1.1185 0.0448 4.0% 0.0072 0.6% 14% False False 144,398
100 1.1777 1.1185 0.0593 5.3% 0.0072 0.6% 10% False False 115,879
120 1.1989 1.1185 0.0805 7.2% 0.0072 0.6% 8% False False 96,777
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 False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1420
2.618 1.1360
1.618 1.1324
1.000 1.1301
0.618 1.1287
HIGH 1.1265
0.618 1.1251
0.500 1.1246
0.382 1.1242
LOW 1.1228
0.618 1.1205
1.000 1.1192
1.618 1.1169
2.618 1.1132
4.250 1.1073
Fisher Pivots for day following 11-Mar-2019
Pivot 1 day 3 day
R1 1.1246 1.1257
PP 1.1246 1.1253
S1 1.1246 1.1250

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

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