CME Euro FX (E) Future March 2018


Trading Metrics calculated at close of trading on 14-Mar-2018
Day Change Summary
Previous Current
13-Mar-2018 14-Mar-2018 Change Change % Previous Week
Open 1.2338 1.2397 0.0060 0.5% 1.2356
High 1.2412 1.2417 0.0005 0.0% 1.2462
Low 1.2319 1.2351 0.0032 0.3% 1.2279
Close 1.2402 1.2379 -0.0024 -0.2% 1.2321
Range 0.0093 0.0066 -0.0028 -29.6% 0.0183
ATR 0.0094 0.0092 -0.0002 -2.2% 0.0000
Volume 325,993 356,237 30,244 9.3% 1,250,263
Daily Pivots for day following 14-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2579 1.2544 1.2415
R3 1.2513 1.2479 1.2397
R2 1.2448 1.2448 1.2391
R1 1.2413 1.2413 1.2385 1.2398
PP 1.2382 1.2382 1.2382 1.2374
S1 1.2348 1.2348 1.2372 1.2332
S2 1.2317 1.2317 1.2366
S3 1.2251 1.2282 1.2360
S4 1.2186 1.2217 1.2342
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2903 1.2795 1.2421
R3 1.2720 1.2612 1.2371
R2 1.2537 1.2537 1.2354
R1 1.2429 1.2429 1.2337 1.2391
PP 1.2354 1.2354 1.2354 1.2335
S1 1.2246 1.2246 1.2304 1.2208
S2 1.2171 1.2171 1.2287
S3 1.1988 1.2063 1.2270
S4 1.1805 1.1880 1.2220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2454 1.2279 0.0175 1.4% 0.0085 0.7% 57% False False 300,033
10 1.2462 1.2166 0.0296 2.4% 0.0087 0.7% 72% False False 261,878
20 1.2580 1.2166 0.0414 3.3% 0.0095 0.8% 51% False False 248,098
40 1.2580 1.2166 0.0414 3.3% 0.0101 0.8% 51% False False 269,295
60 1.2580 1.1829 0.0751 6.1% 0.0094 0.8% 73% False False 252,904
80 1.2580 1.1797 0.0783 6.3% 0.0089 0.7% 74% False False 201,174
100 1.2580 1.1649 0.0931 7.5% 0.0085 0.7% 78% False False 161,118
120 1.2580 1.1649 0.0931 7.5% 0.0082 0.7% 78% False False 134,332
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2695
2.618 1.2588
1.618 1.2522
1.000 1.2482
0.618 1.2457
HIGH 1.2417
0.618 1.2391
0.500 1.2384
0.382 1.2376
LOW 1.2351
0.618 1.2311
1.000 1.2286
1.618 1.2245
2.618 1.2180
4.250 1.2073
Fisher Pivots for day following 14-Mar-2018
Pivot 1 day 3 day
R1 1.2384 1.2371
PP 1.2382 1.2363
S1 1.2380 1.2356

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

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