CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 07-Mar-2018
Day Change Summary
Previous Current
06-Mar-2018 07-Mar-2018 Change Change % Previous Week
Open 1.2629 1.2691 0.0063 0.5% 1.2623
High 1.2697 1.2729 0.0032 0.2% 1.2633
Low 1.2614 1.2672 0.0058 0.5% 1.2442
Close 1.2684 1.2685 0.0001 0.0% 1.2608
Range 0.0083 0.0057 -0.0026 -31.3% 0.0191
ATR 0.0082 0.0080 -0.0002 -2.2% 0.0000
Volume 25 64 39 156.0% 379
Daily Pivots for day following 07-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2866 1.2832 1.2716
R3 1.2809 1.2775 1.2700
R2 1.2752 1.2752 1.2695
R1 1.2718 1.2718 1.2690 1.2707
PP 1.2695 1.2695 1.2695 1.2689
S1 1.2661 1.2661 1.2679 1.2650
S2 1.2638 1.2638 1.2674
S3 1.2581 1.2604 1.2669
S4 1.2524 1.2547 1.2653
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 1.2729 1.2442 0.0287 2.3% 0.0076 0.6% 85% True False 42
10 1.2729 1.2442 0.0287 2.3% 0.0068 0.5% 85% True False 63
20 1.2836 1.2442 0.0394 3.1% 0.0076 0.6% 62% False False 104
40 1.2836 1.2202 0.0634 5.0% 0.0078 0.6% 76% False False 89
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 1.2971
2.618 1.2878
1.618 1.2821
1.000 1.2786
0.618 1.2764
HIGH 1.2729
0.618 1.2707
0.500 1.2700
0.382 1.2693
LOW 1.2672
0.618 1.2636
1.000 1.2615
1.618 1.2579
2.618 1.2522
4.250 1.2429
Fisher Pivots for day following 07-Mar-2018
Pivot 1 day 3 day
R1 1.2700 1.2671
PP 1.2695 1.2657
S1 1.2690 1.2644

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

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