CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 08-Mar-2018
Day Change Summary
Previous Current
07-Mar-2018 08-Mar-2018 Change Change % Previous Week
Open 1.2787 1.2683 -0.0104 -0.8% 1.2670
High 1.2787 1.2792 0.0006 0.0% 1.2709
Low 1.2780 1.2683 -0.0097 -0.8% 1.2547
Close 1.2787 1.2683 -0.0104 -0.8% 1.2709
Range 0.0007 0.0110 0.0103 1,464.3% 0.0162
ATR 0.0067 0.0070 0.0003 4.5% 0.0000
Volume 0 20 20 135
Daily Pivots for day following 08-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.3048 1.2975 1.2743
R3 1.2938 1.2865 1.2713
R2 1.2829 1.2829 1.2703
R1 1.2756 1.2756 1.2693 1.2737
PP 1.2719 1.2719 1.2719 1.2710
S1 1.2646 1.2646 1.2672 1.2628
S2 1.2610 1.2610 1.2662
S3 1.2500 1.2537 1.2652
S4 1.2391 1.2427 1.2622
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 1.2792 1.2662 0.0130 1.0% 0.0041 0.3% 16% True False 9
10 1.2792 1.2547 0.0245 1.9% 0.0033 0.3% 55% True False 17
20 1.2929 1.2547 0.0382 3.0% 0.0043 0.3% 36% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.3257
2.618 1.3079
1.618 1.2969
1.000 1.2902
0.618 1.2860
HIGH 1.2792
0.618 1.2750
0.500 1.2737
0.382 1.2724
LOW 1.2683
0.618 1.2615
1.000 1.2573
1.618 1.2505
2.618 1.2396
4.250 1.2217
Fisher Pivots for day following 08-Mar-2018
Pivot 1 day 3 day
R1 1.2737 1.2737
PP 1.2719 1.2719
S1 1.2701 1.2701

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

View Archives - Comment on this page... - Back to Index of Symbols