CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 11-Apr-2018
Day Change Summary
Previous Current
10-Apr-2018 11-Apr-2018 Change Change % Previous Week
Open 1.2710 1.2731 0.0021 0.2% 1.2655
High 1.2710 1.2731 0.0021 0.2% 1.2655
Low 1.2665 1.2709 0.0044 0.3% 1.2578
Close 1.2710 1.2713 0.0003 0.0% 1.2637
Range 0.0045 0.0022 -0.0023 -51.1% 0.0077
ATR 0.0058 0.0055 -0.0003 -4.4% 0.0000
Volume 0 5 5 22
Daily Pivots for day following 11-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2784 1.2770 1.2725
R3 1.2762 1.2748 1.2719
R2 1.2740 1.2740 1.2717
R1 1.2726 1.2726 1.2715 1.2722
PP 1.2718 1.2718 1.2718 1.2716
S1 1.2704 1.2704 1.2711 1.2700
S2 1.2696 1.2696 1.2709
S3 1.2674 1.2682 1.2707
S4 1.2652 1.2660 1.2701
Weekly Pivots for week ending 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2853 1.2821 1.2679
R3 1.2776 1.2745 1.2658
R2 1.2700 1.2700 1.2651
R1 1.2668 1.2668 1.2644 1.2646
PP 1.2623 1.2623 1.2623 1.2612
S1 1.2592 1.2592 1.2629 1.2569
S2 1.2547 1.2547 1.2622
S3 1.2470 1.2515 1.2615
S4 1.2394 1.2439 1.2594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2731 1.2578 0.0153 1.2% 0.0043 0.3% 88% True False 4
10 1.2731 1.2578 0.0153 1.2% 0.0028 0.2% 88% True False 4
20 1.2827 1.2578 0.0249 2.0% 0.0035 0.3% 54% False False 4
40 1.2929 1.2547 0.0382 3.0% 0.0041 0.3% 44% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2825
2.618 1.2789
1.618 1.2767
1.000 1.2753
0.618 1.2745
HIGH 1.2731
0.618 1.2723
0.500 1.2720
0.382 1.2717
LOW 1.2709
0.618 1.2695
1.000 1.2687
1.618 1.2673
2.618 1.2651
4.250 1.2616
Fisher Pivots for day following 11-Apr-2018
Pivot 1 day 3 day
R1 1.2720 1.2701
PP 1.2718 1.2689
S1 1.2715 1.2677

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

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