CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 16-Mar-2018
Day Change Summary
Previous Current
15-Mar-2018 16-Mar-2018 Change Change % Previous Week
Open 1.2750 1.2638 -0.0112 -0.9% 1.2716
High 1.2750 1.2670 -0.0080 -0.6% 1.2779
Low 1.2683 1.2638 -0.0045 -0.4% 1.2638
Close 1.2683 1.2662 -0.0021 -0.2% 1.2662
Range 0.0068 0.0032 -0.0036 -52.6% 0.0141
ATR 0.0065 0.0064 -0.0001 -2.3% 0.0000
Volume 2 3 1 50.0% 12
Daily Pivots for day following 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2753 1.2739 1.2679
R3 1.2721 1.2707 1.2670
R2 1.2689 1.2689 1.2667
R1 1.2675 1.2675 1.2664 1.2682
PP 1.2657 1.2657 1.2657 1.2660
S1 1.2643 1.2643 1.2659 1.2650
S2 1.2625 1.2625 1.2656
S3 1.2593 1.2611 1.2653
S4 1.2561 1.2579 1.2644
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.3114 1.3028 1.2739
R3 1.2974 1.2888 1.2700
R2 1.2833 1.2833 1.2687
R1 1.2747 1.2747 1.2674 1.2720
PP 1.2693 1.2693 1.2693 1.2679
S1 1.2607 1.2607 1.2649 1.2580
S2 1.2552 1.2552 1.2636
S3 1.2412 1.2466 1.2623
S4 1.2271 1.2326 1.2584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2779 1.2638 0.0141 1.1% 0.0046 0.4% 17% False True 2
10 1.2792 1.2638 0.0154 1.2% 0.0046 0.4% 15% False True 4
20 1.2929 1.2547 0.0382 3.0% 0.0041 0.3% 30% False False 12
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2806
2.618 1.2754
1.618 1.2722
1.000 1.2702
0.618 1.2690
HIGH 1.2670
0.618 1.2658
0.500 1.2654
0.382 1.2650
LOW 1.2638
0.618 1.2618
1.000 1.2606
1.618 1.2586
2.618 1.2554
4.250 1.2502
Fisher Pivots for day following 16-Mar-2018
Pivot 1 day 3 day
R1 1.2659 1.2697
PP 1.2657 1.2685
S1 1.2654 1.2673

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

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