CME Euro FX (E) Future March 2019

Trading Metrics calculated at close of trading on 13-Mar-2018

Day Change Summary
	Previous	Current
	12-Mar-2018	13-Mar-2018	Change	Change %	Previous Week
Open	1.2716	1.2779	0.0063	0.5%	1.2704
High	1.2716	1.2779	0.0063	0.5%	1.2792
Low	1.2674	1.2704	0.0030	0.2%	1.2662
Close	1.2716	1.2779	0.0063	0.5%	1.2692
Range	0.0042	0.0075	0.0033	77.4%	0.0130
ATR	0.0066	0.0067	0.0001	0.9%	0.0000
Volume	0	1	1		36

Daily Pivots for day following 13-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.2977	1.2952	1.2819
R3	1.2903	1.2878	1.2799
R2	1.2828	1.2828	1.2792
R1	1.2803	1.2803	1.2785	1.2816
PP	1.2754	1.2754	1.2754	1.2760
S1	1.2729	1.2729	1.2772	1.2741
S2	1.2679	1.2679	1.2765
S3	1.2605	1.2654	1.2758
S4	1.2530	1.2580	1.2738

Weekly Pivots for week ending 09-Mar-2018
	Classic	Woodie	Camarilla	DeMark
R4	1.3105	1.3029	1.2764
R3	1.2975	1.2899	1.2728
R2	1.2845	1.2845	1.2716
R1	1.2769	1.2769	1.2704	1.2742
PP	1.2715	1.2715	1.2715	1.2702
S1	1.2639	1.2639	1.2680	1.2612
S2	1.2585	1.2585	1.2668
S3	1.2455	1.2509	1.2656
S4	1.2325	1.2379	1.2621

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%	0.0055	0.4%	90%	False	False	4
10	1.2792	1.2547	0.0245	1.9%	0.0045	0.4%	94%	False	False	12
20	1.2929	1.2547	0.0382	3.0%	0.0048	0.4%	61%	False	False	15

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	0.0002
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3095
2.618	1.2974
1.618	1.2899
1.000	1.2853
0.618	1.2825
HIGH	1.2779
0.618	1.2750
0.500	1.2741
0.382	1.2732
LOW	1.2704
0.618	1.2658
1.000	1.2630
1.618	1.2583
2.618	1.2509
4.250	1.2387

Fisher Pivots for day following 13-Mar-2018
Pivot	1 day	3 day
R1	1.2766	1.2759
PP	1.2754	1.2740
S1	1.2741	1.2720

Download as Excel Spreadsheet

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

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