CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 28-Mar-2018
Day Change Summary
Previous Current
27-Mar-2018 28-Mar-2018 Change Change % Previous Week
Open 1.2766 1.2703 -0.0063 -0.5% 1.2734
High 1.2766 1.2704 -0.0063 -0.5% 1.2738
Low 1.2754 1.2669 -0.0085 -0.7% 1.2621
Close 1.2766 1.2669 -0.0097 -0.8% 1.2738
Range 0.0012 0.0035 0.0023 187.5% 0.0118
ATR 0.0071 0.0073 0.0002 2.6% 0.0000
Volume 0 9 9 39
Daily Pivots for day following 28-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2784 1.2761 1.2688
R3 1.2750 1.2727 1.2678
R2 1.2715 1.2715 1.2675
R1 1.2692 1.2692 1.2672 1.2686
PP 1.2681 1.2681 1.2681 1.2678
S1 1.2658 1.2658 1.2666 1.2652
S2 1.2646 1.2646 1.2663
S3 1.2612 1.2623 1.2660
S4 1.2577 1.2589 1.2650
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 1.2663 0.0165 1.3% 0.0028 0.2% 4% False False 3
10 1.2827 1.2621 0.0207 1.6% 0.0044 0.3% 23% False False 5
20 1.2827 1.2547 0.0280 2.2% 0.0045 0.4% 44% False False 7
40 1.2929 1.2547 0.0382 3.0% 0.0046 0.4% 32% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2850
2.618 1.2794
1.618 1.2759
1.000 1.2738
0.618 1.2725
HIGH 1.2704
0.618 1.2690
0.500 1.2686
0.382 1.2682
LOW 1.2669
0.618 1.2648
1.000 1.2635
1.618 1.2613
2.618 1.2579
4.250 1.2522
Fisher Pivots for day following 28-Mar-2018
Pivot 1 day 3 day
R1 1.2686 1.2748
PP 1.2681 1.2722
S1 1.2675 1.2695

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

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