CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 15-Mar-2018
Day Change Summary
Previous Current
14-Mar-2018 15-Mar-2018 Change Change % Previous Week
Open 1.2757 1.2750 -0.0007 -0.1% 1.2704
High 1.2757 1.2750 -0.0007 -0.1% 1.2792
Low 1.2743 1.2683 -0.0061 -0.5% 1.2662
Close 1.2757 1.2683 -0.0074 -0.6% 1.2692
Range 0.0014 0.0068 0.0054 400.0% 0.0130
ATR 0.0065 0.0065 0.0001 1.0% 0.0000
Volume 6 2 -4 -66.7% 36
Daily Pivots for day following 15-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2908 1.2863 1.2720
R3 1.2840 1.2795 1.2701
R2 1.2773 1.2773 1.2695
R1 1.2728 1.2728 1.2689 1.2716
PP 1.2705 1.2705 1.2705 1.2699
S1 1.2660 1.2660 1.2676 1.2649
S2 1.2638 1.2638 1.2670
S3 1.2570 1.2593 1.2664
S4 1.2503 1.2525 1.2645
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 1.2779 1.2662 0.0117 0.9% 0.0048 0.4% 18% False False 1
10 1.2792 1.2662 0.0130 1.0% 0.0045 0.4% 16% False False 5
20 1.2929 1.2547 0.0382 3.0% 0.0042 0.3% 36% False False 14
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 1.3037
2.618 1.2927
1.618 1.2859
1.000 1.2818
0.618 1.2792
HIGH 1.2750
0.618 1.2724
0.500 1.2716
0.382 1.2708
LOW 1.2683
0.618 1.2641
1.000 1.2615
1.618 1.2573
2.618 1.2506
4.250 1.2396
Fisher Pivots for day following 15-Mar-2018
Pivot 1 day 3 day
R1 1.2716 1.2731
PP 1.2705 1.2715
S1 1.2694 1.2699

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

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