CME Euro FX (E) Future March 2019


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 1.2760 1.2787 0.0027 0.2% 1.2670
High 1.2786 1.2787 0.0001 0.0% 1.2709
Low 1.2760 1.2780 0.0020 0.2% 1.2547
Close 1.2786 1.2787 0.0001 0.0% 1.2709
Range 0.0027 0.0007 -0.0020 -73.6% 0.0162
ATR 0.0072 0.0067 -0.0005 -6.4% 0.0000
Volume 14 0 -14 -100.0% 135
Daily Pivots for day following 07-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2805 1.2803 1.2790
R3 1.2798 1.2796 1.2788
R2 1.2791 1.2791 1.2788
R1 1.2789 1.2789 1.2787 1.2790
PP 1.2784 1.2784 1.2784 1.2785
S1 1.2782 1.2782 1.2786 1.2783
S2 1.2777 1.2777 1.2785
S3 1.2770 1.2775 1.2785
S4 1.2763 1.2768 1.2783
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 1.2787 1.2547 0.0240 1.9% 0.0036 0.3% 100% True False 13
10 1.2787 1.2547 0.0240 1.9% 0.0028 0.2% 100% True False 15
20 1.2929 1.2547 0.0382 3.0% 0.0038 0.3% 63% False False 24
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2816
2.618 1.2805
1.618 1.2798
1.000 1.2794
0.618 1.2791
HIGH 1.2787
0.618 1.2784
0.500 1.2783
0.382 1.2782
LOW 1.2780
0.618 1.2775
1.000 1.2773
1.618 1.2768
2.618 1.2761
4.250 1.2750
Fisher Pivots for day following 07-Mar-2018
Pivot 1 day 3 day
R1 1.2785 1.2766
PP 1.2784 1.2745
S1 1.2783 1.2724

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

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