CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 01-Mar-2018
Day Change Summary
Previous Current
28-Feb-2018 01-Mar-2018 Change Change % Previous Week
Open 1.2520 1.2452 -0.0068 -0.5% 1.2685
High 1.2520 1.2545 0.0025 0.2% 1.2685
Low 1.2480 1.2442 -0.0038 -0.3% 1.2553
Close 1.2485 1.2532 0.0047 0.4% 1.2579
Range 0.0040 0.0103 0.0063 157.5% 0.0132
ATR 0.0081 0.0083 0.0002 1.9% 0.0000
Volume 27 40 13 48.1% 333
Daily Pivots for day following 01-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2815 1.2776 1.2588
R3 1.2712 1.2673 1.2560
R2 1.2609 1.2609 1.2550
R1 1.2570 1.2570 1.2541 1.2590
PP 1.2506 1.2506 1.2506 1.2516
S1 1.2467 1.2467 1.2522 1.2487
S2 1.2403 1.2403 1.2513
S3 1.2300 1.2364 1.2503
S4 1.2197 1.2261 1.2475
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3001 1.2922 1.2652
R3 1.2869 1.2790 1.2615
R2 1.2737 1.2737 1.2603
R1 1.2658 1.2658 1.2591 1.2632
PP 1.2605 1.2605 1.2605 1.2592
S1 1.2526 1.2526 1.2567 1.2500
S2 1.2473 1.2473 1.2555
S3 1.2341 1.2394 1.2543
S4 1.2209 1.2262 1.2506
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2633 1.2442 0.0191 1.5% 0.0065 0.5% 47% False True 82
10 1.2836 1.2442 0.0394 3.1% 0.0072 0.6% 23% False True 79
20 1.2836 1.2442 0.0394 3.1% 0.0080 0.6% 23% False True 105
40 1.2836 1.2202 0.0634 5.1% 0.0074 0.6% 52% False False 90
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2982
2.618 1.2814
1.618 1.2711
1.000 1.2648
0.618 1.2608
HIGH 1.2545
0.618 1.2505
0.500 1.2493
0.382 1.2481
LOW 1.2442
0.618 1.2378
1.000 1.2339
1.618 1.2275
2.618 1.2172
4.250 1.2004
Fisher Pivots for day following 01-Mar-2018
Pivot 1 day 3 day
R1 1.2519 1.2531
PP 1.2506 1.2530
S1 1.2493 1.2529

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

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