CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 20-Apr-2018
Day Change Summary
Previous Current
19-Apr-2018 20-Apr-2018 Change Change % Previous Week
Open 1.2710 1.2600 -0.0110 -0.9% 1.2686
High 1.2728 1.2625 -0.0103 -0.8% 1.2732
Low 1.2683 1.2596 -0.0088 -0.7% 1.2596
Close 1.2683 1.2625 -0.0058 -0.5% 1.2625
Range 0.0045 0.0030 -0.0016 -34.4% 0.0136
ATR 0.0049 0.0051 0.0003 5.7% 0.0000
Volume 2 8 6 300.0% 16
Daily Pivots for day following 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2704 1.2694 1.2641
R3 1.2674 1.2664 1.2633
R2 1.2645 1.2645 1.2630
R1 1.2635 1.2635 1.2628 1.2640
PP 1.2615 1.2615 1.2615 1.2618
S1 1.2605 1.2605 1.2622 1.2610
S2 1.2586 1.2586 1.2620
S3 1.2556 1.2576 1.2617
S4 1.2527 1.2546 1.2609
Weekly Pivots for week ending 20-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.3059 1.2978 1.2700
R3 1.2923 1.2842 1.2662
R2 1.2787 1.2787 1.2650
R1 1.2706 1.2706 1.2637 1.2678
PP 1.2651 1.2651 1.2651 1.2637
S1 1.2570 1.2570 1.2613 1.2542
S2 1.2515 1.2515 1.2600
S3 1.2379 1.2434 1.2588
S4 1.2243 1.2298 1.2550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2732 1.2596 0.0136 1.1% 0.0033 0.3% 22% False True 3
10 1.2732 1.2596 0.0136 1.1% 0.0031 0.2% 22% False True 4
20 1.2827 1.2578 0.0249 2.0% 0.0025 0.2% 19% False False 4
40 1.2827 1.2547 0.0280 2.2% 0.0035 0.3% 28% False False 7
60 1.2929 1.2547 0.0382 3.0% 0.0044 0.3% 20% False False 12
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2750
2.618 1.2702
1.618 1.2673
1.000 1.2655
0.618 1.2643
HIGH 1.2625
0.618 1.2614
0.500 1.2610
0.382 1.2607
LOW 1.2596
0.618 1.2577
1.000 1.2566
1.618 1.2548
2.618 1.2518
4.250 1.2470
Fisher Pivots for day following 20-Apr-2018
Pivot 1 day 3 day
R1 1.2620 1.2662
PP 1.2615 1.2650
S1 1.2610 1.2637

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

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