CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 08-May-2018
Day Change Summary
Previous Current
07-May-2018 08-May-2018 Change Change % Previous Week
Open 1.2233 1.2230 -0.0003 0.0% 1.2420
High 1.2240 1.2230 -0.0010 -0.1% 1.2420
Low 1.2226 1.2164 -0.0062 -0.5% 1.2228
Close 1.2240 1.2169 -0.0071 -0.6% 1.2281
Range 0.0015 0.0067 0.0052 358.6% 0.0192
ATR 0.0059 0.0060 0.0001 2.1% 0.0000
Volume 15 11 -4 -26.7% 275
Daily Pivots for day following 08-May-2018
Classic Woodie Camarilla DeMark
R4 1.2387 1.2345 1.2206
R3 1.2321 1.2278 1.2187
R2 1.2254 1.2254 1.2181
R1 1.2212 1.2212 1.2175 1.2200
PP 1.2188 1.2188 1.2188 1.2182
S1 1.2145 1.2145 1.2163 1.2133
S2 1.2121 1.2121 1.2157
S3 1.2055 1.2079 1.2151
S4 1.1988 1.2012 1.2132
Weekly Pivots for week ending 04-May-2018
Classic Woodie Camarilla DeMark
R4 1.2886 1.2775 1.2387
R3 1.2694 1.2583 1.2334
R2 1.2502 1.2502 1.2316
R1 1.2391 1.2391 1.2299 1.2351
PP 1.2310 1.2310 1.2310 1.2289
S1 1.2199 1.2199 1.2263 1.2159
S2 1.2118 1.2118 1.2246
S3 1.1926 1.2007 1.2228
S4 1.1734 1.1815 1.2175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2340 1.2164 0.0177 1.5% 0.0047 0.4% 3% False True 48
10 1.2538 1.2164 0.0375 3.1% 0.0050 0.4% 1% False True 42
20 1.2732 1.2164 0.0568 4.7% 0.0039 0.3% 1% False True 23
40 1.2827 1.2164 0.0664 5.5% 0.0038 0.3% 1% False True 14
60 1.2929 1.2164 0.0765 6.3% 0.0040 0.3% 1% False True 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.2513
2.618 1.2404
1.618 1.2338
1.000 1.2297
0.618 1.2271
HIGH 1.2230
0.618 1.2205
0.500 1.2197
0.382 1.2189
LOW 1.2164
0.618 1.2122
1.000 1.2097
1.618 1.2056
2.618 1.1989
4.250 1.1881
Fisher Pivots for day following 08-May-2018
Pivot 1 day 3 day
R1 1.2197 1.2222
PP 1.2188 1.2205
S1 1.2178 1.2187

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

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