CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 13-Apr-2018
Day Change Summary
Previous Current
12-Apr-2018 13-Apr-2018 Change Change % Previous Week
Open 1.2664 1.2677 0.0013 0.1% 1.2671
High 1.2679 1.2682 0.0003 0.0% 1.2731
Low 1.2660 1.2668 0.0008 0.1% 1.2624
Close 1.2679 1.2682 0.0003 0.0% 1.2682
Range 0.0020 0.0015 -0.0005 -25.6% 0.0108
ATR 0.0055 0.0052 -0.0003 -5.3% 0.0000
Volume 11 16 5 45.5% 32
Daily Pivots for day following 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2721 1.2716 1.2690
R3 1.2706 1.2701 1.2686
R2 1.2692 1.2692 1.2685
R1 1.2687 1.2687 1.2683 1.2689
PP 1.2677 1.2677 1.2677 1.2678
S1 1.2672 1.2672 1.2681 1.2675
S2 1.2663 1.2663 1.2679
S3 1.2648 1.2658 1.2678
S4 1.2634 1.2643 1.2674
Weekly Pivots for week ending 13-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.3001 1.2949 1.2741
R3 1.2894 1.2842 1.2712
R2 1.2786 1.2786 1.2702
R1 1.2734 1.2734 1.2692 1.2760
PP 1.2679 1.2679 1.2679 1.2692
S1 1.2627 1.2627 1.2672 1.2653
S2 1.2571 1.2571 1.2662
S3 1.2464 1.2519 1.2652
S4 1.2356 1.2412 1.2623
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2731 1.2624 0.0108 0.8% 0.0030 0.2% 54% False False 6
10 1.2731 1.2578 0.0153 1.2% 0.0027 0.2% 68% False False 5
20 1.2827 1.2578 0.0249 2.0% 0.0032 0.3% 42% False False 5
40 1.2929 1.2547 0.0382 3.0% 0.0037 0.3% 35% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0004
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2744
2.618 1.2720
1.618 1.2705
1.000 1.2697
0.618 1.2691
HIGH 1.2682
0.618 1.2676
0.500 1.2675
0.382 1.2673
LOW 1.2668
0.618 1.2659
1.000 1.2653
1.618 1.2644
2.618 1.2630
4.250 1.2606
Fisher Pivots for day following 13-Apr-2018
Pivot 1 day 3 day
R1 1.2680 1.2695
PP 1.2677 1.2691
S1 1.2675 1.2686

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

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