CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 02-Mar-2018
Day Change Summary
Previous Current
01-Mar-2018 02-Mar-2018 Change Change % Previous Week
Open 1.2555 1.2690 0.0135 1.1% 1.2670
High 1.2631 1.2709 0.0078 0.6% 1.2709
Low 1.2547 1.2690 0.0143 1.1% 1.2547
Close 1.2631 1.2709 0.0078 0.6% 1.2709
Range 0.0084 0.0020 -0.0065 -76.8% 0.0162
ATR 0.0072 0.0073 0.0000 0.6% 0.0000
Volume 40 12 -28 -70.0% 135
Daily Pivots for day following 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2761 1.2755 1.2720
R3 1.2742 1.2735 1.2714
R2 1.2722 1.2722 1.2713
R1 1.2716 1.2716 1.2711 1.2719
PP 1.2703 1.2703 1.2703 1.2704
S1 1.2696 1.2696 1.2707 1.2699
S2 1.2683 1.2683 1.2705
S3 1.2664 1.2677 1.2704
S4 1.2644 1.2657 1.2698
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.3141 1.3087 1.2798
R3 1.2979 1.2925 1.2754
R2 1.2817 1.2817 1.2739
R1 1.2763 1.2763 1.2724 1.2790
PP 1.2655 1.2655 1.2655 1.2669
S1 1.2601 1.2601 1.2694 1.2628
S2 1.2493 1.2493 1.2679
S3 1.2331 1.2439 1.2664
S4 1.2169 1.2277 1.2620
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2709 1.2547 0.0162 1.3% 0.0029 0.2% 100% True False 27
10 1.2929 1.2547 0.0382 3.0% 0.0036 0.3% 42% False False 19
20 1.2929 1.2547 0.0382 3.0% 0.0044 0.3% 42% False False 24
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 False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2792
2.618 1.2760
1.618 1.2741
1.000 1.2729
0.618 1.2721
HIGH 1.2709
0.618 1.2702
0.500 1.2699
0.382 1.2697
LOW 1.2690
0.618 1.2677
1.000 1.2670
1.618 1.2658
2.618 1.2638
4.250 1.2607
Fisher Pivots for day following 02-Mar-2018
Pivot 1 day 3 day
R1 1.2706 1.2682
PP 1.2703 1.2655
S1 1.2699 1.2628

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

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