CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 02-Apr-2018
Day Change Summary
Previous Current
29-Mar-2018 02-Apr-2018 Change Change % Previous Week
Open 1.2659 1.2655 -0.0004 0.0% 1.2810
High 1.2659 1.2655 -0.0004 0.0% 1.2827
Low 1.2647 1.2655 0.0008 0.1% 1.2647
Close 1.2647 1.2655 0.0008 0.1% 1.2647
Range 0.0012 0.0000 -0.0012 -100.0% 0.0181
ATR 0.0069 0.0065 -0.0004 -6.3% 0.0000
Volume 4 0 -4 -100.0% 18
Daily Pivots for day following 02-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2655 1.2655 1.2655
R3 1.2655 1.2655 1.2655
R2 1.2655 1.2655 1.2655
R1 1.2655 1.2655 1.2655 1.2655
PP 1.2655 1.2655 1.2655 1.2655
S1 1.2655 1.2655 1.2655 1.2655
S2 1.2655 1.2655 1.2655
S3 1.2655 1.2655 1.2655
S4 1.2655 1.2655 1.2655
Weekly Pivots for week ending 30-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.3248 1.3128 1.2746
R3 1.3068 1.2947 1.2696
R2 1.2887 1.2887 1.2680
R1 1.2767 1.2767 1.2663 1.2737
PP 1.2707 1.2707 1.2707 1.2692
S1 1.2586 1.2586 1.2630 1.2556
S2 1.2526 1.2526 1.2613
S3 1.2346 1.2406 1.2597
S4 1.2165 1.2225 1.2547
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2827 1.2647 0.0181 1.4% 0.0015 0.1% 4% False False 3
10 1.2827 1.2621 0.0207 1.6% 0.0035 0.3% 16% False False 5
20 1.2827 1.2621 0.0207 1.6% 0.0040 0.3% 16% False False 5
40 1.2929 1.2547 0.0382 3.0% 0.0042 0.3% 28% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2655
2.618 1.2655
1.618 1.2655
1.000 1.2655
0.618 1.2655
HIGH 1.2655
0.618 1.2655
0.500 1.2655
0.382 1.2655
LOW 1.2655
0.618 1.2655
1.000 1.2655
1.618 1.2655
2.618 1.2655
4.250 1.2655
Fisher Pivots for day following 02-Apr-2018
Pivot 1 day 3 day
R1 1.2655 1.2675
PP 1.2655 1.2668
S1 1.2655 1.2661

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

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