CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 17-Apr-2018
Day Change Summary
Previous Current
16-Apr-2018 17-Apr-2018 Change Change % Previous Week
Open 1.2686 1.2696 0.0010 0.1% 1.2671
High 1.2732 1.2716 -0.0016 -0.1% 1.2731
Low 1.2686 1.2696 0.0010 0.1% 1.2624
Close 1.2732 1.2716 -0.0016 -0.1% 1.2682
Range 0.0046 0.0021 -0.0025 -54.9% 0.0108
ATR 0.0052 0.0051 -0.0001 -2.2% 0.0000
Volume 4 2 -2 -50.0% 32
Daily Pivots for day following 17-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2771 1.2764 1.2727
R3 1.2750 1.2743 1.2722
R2 1.2730 1.2730 1.2720
R1 1.2723 1.2723 1.2718 1.2726
PP 1.2709 1.2709 1.2709 1.2711
S1 1.2702 1.2702 1.2714 1.2706
S2 1.2689 1.2689 1.2712
S3 1.2668 1.2682 1.2710
S4 1.2648 1.2661 1.2705
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 1.2732 1.2660 0.0072 0.6% 0.0024 0.2% 78% False False 7
10 1.2732 1.2578 0.0154 1.2% 0.0033 0.3% 90% False False 6
20 1.2827 1.2578 0.0249 2.0% 0.0030 0.2% 55% False False 5
40 1.2827 1.2547 0.0280 2.2% 0.0034 0.3% 60% False False 8
60 1.2929 1.2547 0.0382 3.0% 0.0046 0.4% 44% False False 13
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2803
2.618 1.2770
1.618 1.2749
1.000 1.2737
0.618 1.2729
HIGH 1.2716
0.618 1.2708
0.500 1.2706
0.382 1.2703
LOW 1.2696
0.618 1.2683
1.000 1.2675
1.618 1.2662
2.618 1.2642
4.250 1.2608
Fisher Pivots for day following 17-Apr-2018
Pivot 1 day 3 day
R1 1.2713 1.2711
PP 1.2709 1.2705
S1 1.2706 1.2700

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

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