CME Euro FX (E) Future March 2019

Trading Metrics calculated at close of trading on 05-Mar-2018

Day Change Summary
	Previous	Current
	02-Mar-2018	05-Mar-2018	Change	Change %	Previous Week
Open	1.2690	1.2704	0.0014	0.1%	1.2670
High	1.2709	1.2705	-0.0004	0.0%	1.2709
Low	1.2690	1.2662	-0.0028	-0.2%	1.2547
Close	1.2709	1.2705	-0.0004	0.0%	1.2709
Range	0.0020	0.0043	0.0024	120.5%	0.0162
ATR	0.0073	0.0071	-0.0002	-2.5%	0.0000
Volume	12	2	-10	-83.3%	135

Daily Pivots for day following 05-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2820	1.2805	1.2729
R3	1.2777	1.2762	1.2717
R2	1.2734	1.2734	1.2713
R1	1.2719	1.2719	1.2709	1.2727
PP	1.2691	1.2691	1.2691	1.2694
S1	1.2676	1.2676	1.2701	1.2684
S2	1.2648	1.2648	1.2697
S3	1.2605	1.2633	1.2693
S4	1.2562	1.2590	1.2681

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%	0.0031	0.2%	98%	False	False	17
10	1.2745	1.2547	0.0198	1.6%	0.0027	0.2%	80%	False	False	17
20	1.2929	1.2547	0.0382	3.0%	0.0042	0.3%	41%	False	False	24

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	0.0001
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2888
2.618	1.2818
1.618	1.2775
1.000	1.2748
0.618	1.2732
HIGH	1.2705
0.618	1.2689
0.500	1.2684
0.382	1.2678
LOW	1.2662
0.618	1.2635
1.000	1.2619
1.618	1.2592
2.618	1.2549
4.250	1.2479

Fisher Pivots for day following 05-Mar-2018
Pivot	1 day	3 day
R1	1.2698	1.2679
PP	1.2691	1.2654
S1	1.2684	1.2628

Download as Excel Spreadsheet

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

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