CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 04-Apr-2018
Day Change Summary
Previous Current
03-Apr-2018 04-Apr-2018 Change Change % Previous Week
Open 1.2623 1.2652 0.0029 0.2% 1.2810
High 1.2623 1.2652 0.0029 0.2% 1.2827
Low 1.2620 1.2637 0.0017 0.1% 1.2647
Close 1.2623 1.2637 0.0014 0.1% 1.2647
Range 0.0003 0.0016 0.0013 416.7% 0.0181
ATR 0.0063 0.0060 -0.0002 -3.8% 0.0000
Volume 0 5 5 18
Daily Pivots for day following 04-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2688 1.2678 1.2645
R3 1.2673 1.2662 1.2641
R2 1.2657 1.2657 1.2639
R1 1.2647 1.2647 1.2638 1.2644
PP 1.2642 1.2642 1.2642 1.2640
S1 1.2631 1.2631 1.2635 1.2629
S2 1.2626 1.2626 1.2634
S3 1.2611 1.2616 1.2632
S4 1.2595 1.2600 1.2628
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 1.2704 1.2620 0.0084 0.7% 0.0013 0.1% 20% False False 3
10 1.2827 1.2620 0.0207 1.6% 0.0025 0.2% 8% False False 4
20 1.2827 1.2620 0.0207 1.6% 0.0038 0.3% 8% False False 4
40 1.2929 1.2547 0.0382 3.0% 0.0040 0.3% 23% False False 14
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2718
2.618 1.2693
1.618 1.2677
1.000 1.2668
0.618 1.2662
HIGH 1.2652
0.618 1.2646
0.500 1.2644
0.382 1.2642
LOW 1.2637
0.618 1.2627
1.000 1.2621
1.618 1.2611
2.618 1.2596
4.250 1.2571
Fisher Pivots for day following 04-Apr-2018
Pivot 1 day 3 day
R1 1.2644 1.2637
PP 1.2642 1.2637
S1 1.2639 1.2637

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

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