CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 16-Feb-2018
Day Change Summary
Previous Current
15-Feb-2018 16-Feb-2018 Change Change % Previous Week
Open 1.2475 1.2521 0.0046 0.4% 1.2278
High 1.2534 1.2580 0.0046 0.4% 1.2580
Low 1.2471 1.2416 -0.0056 -0.4% 1.2262
Close 1.2530 1.2440 -0.0091 -0.7% 1.2440
Range 0.0063 0.0164 0.0102 162.4% 0.0318
ATR 0.0105 0.0109 0.0004 4.0% 0.0000
Volume 198,451 233,936 35,485 17.9% 1,114,267
Daily Pivots for day following 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2970 1.2869 1.2530
R3 1.2806 1.2705 1.2485
R2 1.2642 1.2642 1.2470
R1 1.2541 1.2541 1.2455 1.2510
PP 1.2478 1.2478 1.2478 1.2463
S1 1.2377 1.2377 1.2424 1.2346
S2 1.2314 1.2314 1.2409
S3 1.2150 1.2213 1.2394
S4 1.1986 1.2049 1.2349
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3380 1.3227 1.2614
R3 1.3062 1.2910 1.2527
R2 1.2745 1.2745 1.2498
R1 1.2592 1.2592 1.2469 1.2668
PP 1.2427 1.2427 1.2427 1.2465
S1 1.2275 1.2275 1.2410 1.2351
S2 1.2110 1.2110 1.2381
S3 1.1792 1.1957 1.2352
S4 1.1475 1.1640 1.2265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2580 1.2262 0.0318 2.6% 0.0114 0.9% 56% True False 222,853
10 1.2580 1.2234 0.0346 2.8% 0.0113 0.9% 60% True False 264,383
20 1.2580 1.2234 0.0346 2.8% 0.0112 0.9% 60% True False 287,697
40 1.2580 1.1893 0.0687 5.5% 0.0099 0.8% 80% True False 256,798
60 1.2580 1.1797 0.0783 6.3% 0.0091 0.7% 82% True False 197,760
80 1.2580 1.1649 0.0931 7.5% 0.0085 0.7% 85% True False 148,582
100 1.2580 1.1649 0.0931 7.5% 0.0081 0.7% 85% True False 118,946
120 1.2580 1.1649 0.0931 7.5% 0.0082 0.7% 85% True False 99,164
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3277
2.618 1.3009
1.618 1.2845
1.000 1.2744
0.618 1.2681
HIGH 1.2580
0.618 1.2517
0.500 1.2498
0.382 1.2478
LOW 1.2416
0.618 1.2314
1.000 1.2252
1.618 1.2150
2.618 1.1986
4.250 1.1719
Fisher Pivots for day following 16-Feb-2018
Pivot 1 day 3 day
R1 1.2498 1.2440
PP 1.2478 1.2440
S1 1.2459 1.2440

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

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