CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 13-Feb-2018
Day Change Summary
Previous Current
12-Feb-2018 13-Feb-2018 Change Change % Previous Week
Open 1.2668 1.2760 0.0092 0.7% 1.2822
High 1.2668 1.2760 0.0092 0.7% 1.2822
Low 1.2668 1.2718 0.0050 0.4% 1.2603
Close 1.2668 1.2742 0.0074 0.6% 1.2615
Range 0.0000 0.0042 0.0042 0.0219
ATR 0.0075 0.0076 0.0001 1.6% 0.0000
Volume 3 3 0 0.0% 217
Daily Pivots for day following 13-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2864 1.2845 1.2765
R3 1.2823 1.2803 1.2753
R2 1.2781 1.2781 1.2750
R1 1.2762 1.2762 1.2746 1.2751
PP 1.2740 1.2740 1.2740 1.2734
S1 1.2720 1.2720 1.2738 1.2709
S2 1.2698 1.2698 1.2734
S3 1.2657 1.2679 1.2731
S4 1.2615 1.2637 1.2719
Weekly Pivots for week ending 09-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3335 1.3193 1.2735
R3 1.3117 1.2975 1.2675
R2 1.2898 1.2898 1.2655
R1 1.2756 1.2756 1.2635 1.2718
PP 1.2680 1.2680 1.2680 1.2661
S1 1.2538 1.2538 1.2594 1.2500
S2 1.2461 1.2461 1.2574
S3 1.2243 1.2319 1.2554
S4 1.2024 1.2101 1.2494
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2760 1.2603 0.0157 1.2% 0.0024 0.2% 89% True False 39
10 1.2899 1.2603 0.0296 2.3% 0.0049 0.4% 47% False False 23
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 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2936
2.618 1.2868
1.618 1.2827
1.000 1.2801
0.618 1.2785
HIGH 1.2760
0.618 1.2744
0.500 1.2739
0.382 1.2734
LOW 1.2718
0.618 1.2692
1.000 1.2677
1.618 1.2651
2.618 1.2609
4.250 1.2542
Fisher Pivots for day following 13-Feb-2018
Pivot 1 day 3 day
R1 1.2741 1.2722
PP 1.2740 1.2703
S1 1.2739 1.2683

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

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