CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 18-Mar-2019
Day Change Summary
Previous Current
15-Mar-2019 18-Mar-2019 Change Change % Previous Week
Open 1.1306 1.1322 0.0016 0.1% 1.1243
High 1.1346 1.1359 0.0013 0.1% 1.1346
Low 1.1301 1.1320 0.0019 0.2% 1.1228
Close 1.1322 1.1344 0.0022 0.2% 1.1322
Range 0.0045 0.0039 -0.0006 -12.4% 0.0118
ATR 0.0060 0.0058 -0.0001 -2.5% 0.0000
Volume 83,543 3,978 -79,565 -95.2% 1,268,856
Daily Pivots for day following 18-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.1458 1.1440 1.1365
R3 1.1419 1.1401 1.1354
R2 1.1380 1.1380 1.1351
R1 1.1362 1.1362 1.1347 1.1371
PP 1.1341 1.1341 1.1341 1.1345
S1 1.1323 1.1323 1.1340 1.1332
S2 1.1302 1.1302 1.1336
S3 1.1263 1.1284 1.1333
S4 1.1224 1.1245 1.1322
Weekly Pivots for week ending 15-Mar-2019
Classic Woodie Camarilla DeMark
R4 1.1651 1.1604 1.1386
R3 1.1533 1.1486 1.1354
R2 1.1416 1.1416 1.1343
R1 1.1369 1.1369 1.1332 1.1392
PP 1.1298 1.1298 1.1298 1.1310
S1 1.1251 1.1251 1.1311 1.1275
S2 1.1181 1.1181 1.1300
S3 1.1063 1.1134 1.1289
S4 1.0946 1.1016 1.1257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1359 1.1253 0.0106 0.9% 0.0049 0.4% 86% True False 207,876
10 1.1359 1.1185 0.0174 1.5% 0.0058 0.5% 91% True False 218,751
20 1.1437 1.1185 0.0252 2.2% 0.0056 0.5% 63% False False 197,371
40 1.1557 1.1185 0.0372 3.3% 0.0060 0.5% 43% False False 186,446
60 1.1633 1.1185 0.0448 3.9% 0.0067 0.6% 35% False False 183,530
80 1.1633 1.1185 0.0448 3.9% 0.0070 0.6% 35% False False 156,946
100 1.1645 1.1185 0.0460 4.1% 0.0071 0.6% 35% False False 126,208
120 1.1969 1.1185 0.0785 6.9% 0.0071 0.6% 20% False False 105,423
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1524
2.618 1.1461
1.618 1.1422
1.000 1.1398
0.618 1.1383
HIGH 1.1359
0.618 1.1344
0.500 1.1339
0.382 1.1334
LOW 1.1320
0.618 1.1295
1.000 1.1281
1.618 1.1256
2.618 1.1217
4.250 1.1154
Fisher Pivots for day following 18-Mar-2019
Pivot 1 day 3 day
R1 1.1342 1.1338
PP 1.1341 1.1333
S1 1.1339 1.1327

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

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