CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 06-Mar-2018
Day Change Summary
Previous Current
05-Mar-2018 06-Mar-2018 Change Change % Previous Week
Open 1.2560 1.2629 0.0069 0.5% 1.2623
High 1.2627 1.2697 0.0071 0.6% 1.2633
Low 1.2559 1.2614 0.0055 0.4% 1.2442
Close 1.2604 1.2684 0.0080 0.6% 1.2608
Range 0.0068 0.0083 0.0016 23.0% 0.0191
ATR 0.0081 0.0082 0.0001 1.1% 0.0000
Volume 25 25 0 0.0% 379
Daily Pivots for day following 06-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2914 1.2882 1.2729
R3 1.2831 1.2799 1.2706
R2 1.2748 1.2748 1.2699
R1 1.2716 1.2716 1.2691 1.2732
PP 1.2665 1.2665 1.2665 1.2673
S1 1.2633 1.2633 1.2676 1.2649
S2 1.2582 1.2582 1.2668
S3 1.2499 1.2550 1.2661
S4 1.2416 1.2467 1.2638
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.3134 1.3062 1.2713
R3 1.2943 1.2871 1.2661
R2 1.2752 1.2752 1.2643
R1 1.2680 1.2680 1.2626 1.2620
PP 1.2561 1.2561 1.2561 1.2531
S1 1.2489 1.2489 1.2590 1.2429
S2 1.2370 1.2370 1.2573
S3 1.2179 1.2298 1.2555
S4 1.1988 1.2107 1.2503
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2697 1.2442 0.0256 2.0% 0.0073 0.6% 95% True False 34
10 1.2697 1.2442 0.0256 2.0% 0.0068 0.5% 95% True False 68
20 1.2836 1.2442 0.0394 3.1% 0.0078 0.6% 61% False False 106
40 1.2836 1.2202 0.0634 5.0% 0.0077 0.6% 76% False False 88
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3050
2.618 1.2914
1.618 1.2831
1.000 1.2780
0.618 1.2748
HIGH 1.2697
0.618 1.2665
0.500 1.2656
0.382 1.2646
LOW 1.2614
0.618 1.2563
1.000 1.2531
1.618 1.2480
2.618 1.2397
4.250 1.2261
Fisher Pivots for day following 06-Mar-2018
Pivot 1 day 3 day
R1 1.2674 1.2662
PP 1.2665 1.2640
S1 1.2656 1.2618

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

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