CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 27-Mar-2018
Day Change Summary
Previous Current
26-Mar-2018 27-Mar-2018 Change Change % Previous Week
Open 1.2810 1.2766 -0.0044 -0.3% 1.2734
High 1.2827 1.2766 -0.0061 -0.5% 1.2738
Low 1.2810 1.2754 -0.0056 -0.4% 1.2621
Close 1.2827 1.2766 -0.0061 -0.5% 1.2738
Range 0.0017 0.0012 -0.0005 -29.4% 0.0118
ATR 0.0071 0.0071 0.0000 0.2% 0.0000
Volume 5 0 -5 -100.0% 39
Daily Pivots for day following 27-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2798 1.2794 1.2773
R3 1.2786 1.2782 1.2769
R2 1.2774 1.2774 1.2768
R1 1.2770 1.2770 1.2767 1.2772
PP 1.2762 1.2762 1.2762 1.2763
S1 1.2758 1.2758 1.2765 1.2760
S2 1.2750 1.2750 1.2764
S3 1.2738 1.2746 1.2763
S4 1.2726 1.2734 1.2759
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 1.2827 1.2621 0.0207 1.6% 0.0037 0.3% 70% False False 5
10 1.2827 1.2621 0.0207 1.6% 0.0041 0.3% 70% False False 5
20 1.2827 1.2547 0.0280 2.2% 0.0043 0.3% 78% False False 8
40 1.2929 1.2547 0.0382 3.0% 0.0047 0.4% 57% False False 15
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2817
2.618 1.2797
1.618 1.2785
1.000 1.2778
0.618 1.2773
HIGH 1.2766
0.618 1.2761
0.500 1.2760
0.382 1.2759
LOW 1.2754
0.618 1.2747
1.000 1.2742
1.618 1.2735
2.618 1.2723
4.250 1.2703
Fisher Pivots for day following 27-Mar-2018
Pivot 1 day 3 day
R1 1.2764 1.2782
PP 1.2762 1.2777
S1 1.2760 1.2771

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

View Archives - Comment on this page... - Back to Index of Symbols