CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 14-Mar-2018
Day Change Summary
Previous Current
13-Mar-2018 14-Mar-2018 Change Change % Previous Week
Open 1.2779 1.2757 -0.0022 -0.2% 1.2704
High 1.2779 1.2757 -0.0022 -0.2% 1.2792
Low 1.2704 1.2743 0.0039 0.3% 1.2662
Close 1.2779 1.2757 -0.0022 -0.2% 1.2692
Range 0.0075 0.0014 -0.0061 -81.9% 0.0130
ATR 0.0067 0.0065 -0.0002 -3.4% 0.0000
Volume 1 6 5 500.0% 36
Daily Pivots for day following 14-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2793 1.2788 1.2764
R3 1.2779 1.2775 1.2760
R2 1.2766 1.2766 1.2759
R1 1.2761 1.2761 1.2758 1.2763
PP 1.2752 1.2752 1.2752 1.2753
S1 1.2748 1.2748 1.2755 1.2750
S2 1.2739 1.2739 1.2754
S3 1.2725 1.2734 1.2753
S4 1.2712 1.2721 1.2749
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% 0.0057 0.4% 73% False False 5
10 1.2792 1.2547 0.0245 1.9% 0.0046 0.4% 86% False False 9
20 1.2929 1.2547 0.0382 3.0% 0.0046 0.4% 55% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2814
2.618 1.2792
1.618 1.2778
1.000 1.2770
0.618 1.2765
HIGH 1.2757
0.618 1.2751
0.500 1.2750
0.382 1.2748
LOW 1.2743
0.618 1.2735
1.000 1.2730
1.618 1.2721
2.618 1.2708
4.250 1.2686
Fisher Pivots for day following 14-Mar-2018
Pivot 1 day 3 day
R1 1.2754 1.2746
PP 1.2752 1.2736
S1 1.2750 1.2726

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

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