CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 13-Mar-2019
Day Change Summary
Previous Current
12-Mar-2019 13-Mar-2019 Change Change % Previous Week
Open 1.1253 1.1294 0.0041 0.4% 1.1388
High 1.1311 1.1343 0.0032 0.3% 1.1394
Low 1.1253 1.1282 0.0030 0.3% 1.1185
Close 1.1302 1.1335 0.0033 0.3% 1.1250
Range 0.0059 0.0061 0.0003 4.3% 0.0209
ATR 0.0062 0.0062 0.0000 -0.1% 0.0000
Volume 336,634 330,049 -6,585 -2.0% 1,070,918
Daily Pivots for day following 13-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.1503 1.1480 1.1368
R3 1.1442 1.1419 1.1351
R2 1.1381 1.1381 1.1346
R1 1.1358 1.1358 1.1340 1.1369
PP 1.1320 1.1320 1.1320 1.1326
S1 1.1297 1.1297 1.1329 1.1308
S2 1.1259 1.1259 1.1323
S3 1.1198 1.1236 1.1318
S4 1.1137 1.1175 1.1301
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 1.1343 1.1185 0.0159 1.4% 0.0072 0.6% 95% True False 301,371
10 1.1437 1.1185 0.0252 2.2% 0.0064 0.6% 60% False False 233,011
20 1.1437 1.1185 0.0252 2.2% 0.0060 0.5% 60% False False 206,141
40 1.1557 1.1185 0.0372 3.3% 0.0061 0.5% 40% False False 190,469
60 1.1633 1.1185 0.0448 4.0% 0.0069 0.6% 33% False False 187,670
80 1.1633 1.1185 0.0448 4.0% 0.0071 0.6% 33% False False 152,565
100 1.1700 1.1185 0.0516 4.5% 0.0072 0.6% 29% False False 122,528
120 1.1989 1.1185 0.0805 7.1% 0.0072 0.6% 19% False False 102,328
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1602
2.618 1.1503
1.618 1.1442
1.000 1.1404
0.618 1.1381
HIGH 1.1343
0.618 1.1320
0.500 1.1313
0.382 1.1305
LOW 1.1282
0.618 1.1244
1.000 1.1221
1.618 1.1183
2.618 1.1122
4.250 1.1023
Fisher Pivots for day following 13-Mar-2019
Pivot 1 day 3 day
R1 1.1327 1.1318
PP 1.1320 1.1302
S1 1.1313 1.1286

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

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