CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 23-Mar-2018
Day Change Summary
Previous Current
22-Mar-2018 23-Mar-2018 Change Change % Previous Week
Open 1.2677 1.2738 0.0061 0.5% 1.2734
High 1.2738 1.2738 -0.0001 0.0% 1.2738
Low 1.2663 1.2738 0.0075 0.6% 1.2621
Close 1.2677 1.2738 0.0061 0.5% 1.2738
Range 0.0076 0.0000 -0.0076 -100.0% 0.0118
ATR 0.0070 0.0069 -0.0001 -0.9% 0.0000
Volume 1 0 -1 -100.0% 39
Daily Pivots for day following 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2738 1.2738 1.2738
R3 1.2738 1.2738 1.2738
R2 1.2738 1.2738 1.2738
R1 1.2738 1.2738 1.2738 1.2738
PP 1.2738 1.2738 1.2738 1.2738
S1 1.2738 1.2738 1.2738 1.2738
S2 1.2738 1.2738 1.2738
S3 1.2738 1.2738 1.2738
S4 1.2738 1.2738 1.2738
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.3051 1.3012 1.2802
R3 1.2934 1.2894 1.2770
R2 1.2816 1.2816 1.2759
R1 1.2777 1.2777 1.2748 1.2797
PP 1.2699 1.2699 1.2699 1.2709
S1 1.2659 1.2659 1.2727 1.2679
S2 1.2581 1.2581 1.2716
S3 1.2464 1.2542 1.2705
S4 1.2346 1.2424 1.2673
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2738 1.2621 0.0118 0.9% 0.0055 0.4% 100% False False 7
10 1.2779 1.2621 0.0158 1.2% 0.0050 0.4% 74% False False 5
20 1.2792 1.2547 0.0245 1.9% 0.0044 0.3% 78% False False 11
40 1.2929 1.2547 0.0382 3.0% 0.0050 0.4% 50% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 20 trading days
Fibonacci Retracements and Extensions
4.250 1.2738
2.618 1.2738
1.618 1.2738
1.000 1.2738
0.618 1.2738
HIGH 1.2738
0.618 1.2738
0.500 1.2738
0.382 1.2738
LOW 1.2738
0.618 1.2738
1.000 1.2738
1.618 1.2738
2.618 1.2738
4.250 1.2738
Fisher Pivots for day following 23-Mar-2018
Pivot 1 day 3 day
R1 1.2738 1.2718
PP 1.2738 1.2699
S1 1.2738 1.2679

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

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