CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 02-Mar-2018
Day Change Summary
Previous Current
01-Mar-2018 02-Mar-2018 Change Change % Previous Week
Open 1.2452 1.2560 0.0108 0.9% 1.2623
High 1.2545 1.2608 0.0064 0.5% 1.2633
Low 1.2442 1.2539 0.0097 0.8% 1.2442
Close 1.2532 1.2608 0.0077 0.6% 1.2608
Range 0.0103 0.0070 -0.0034 -32.5% 0.0191
ATR 0.0083 0.0082 0.0000 -0.5% 0.0000
Volume 40 56 16 40.0% 379
Daily Pivots for day following 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2793 1.2770 1.2646
R3 1.2724 1.2701 1.2627
R2 1.2654 1.2654 1.2621
R1 1.2631 1.2631 1.2614 1.2643
PP 1.2585 1.2585 1.2585 1.2591
S1 1.2562 1.2562 1.2602 1.2573
S2 1.2515 1.2515 1.2595
S3 1.2446 1.2492 1.2589
S4 1.2376 1.2423 1.2570
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.3134 1.3062 1.2713
R3 1.2943 1.2871 1.2661
R2 1.2752 1.2752 1.2643
R1 1.2680 1.2680 1.2626 1.2620
PP 1.2561 1.2561 1.2561 1.2531
S1 1.2489 1.2489 1.2590 1.2429
S2 1.2370 1.2370 1.2573
S3 1.2179 1.2298 1.2555
S4 1.1988 1.2107 1.2503
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% 0.0075 0.6% 87% False False 75
10 1.2836 1.2442 0.0394 3.1% 0.0075 0.6% 42% False False 79
20 1.2836 1.2442 0.0394 3.1% 0.0077 0.6% 42% False False 106
40 1.2836 1.2202 0.0634 5.0% 0.0075 0.6% 64% False False 90
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2903
2.618 1.2790
1.618 1.2720
1.000 1.2678
0.618 1.2651
HIGH 1.2608
0.618 1.2581
0.500 1.2573
0.382 1.2565
LOW 1.2539
0.618 1.2496
1.000 1.2469
1.618 1.2426
2.618 1.2357
4.250 1.2243
Fisher Pivots for day following 02-Mar-2018
Pivot 1 day 3 day
R1 1.2596 1.2580
PP 1.2585 1.2553
S1 1.2573 1.2525

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

View Archives - Comment on this page... - Back to Index of Symbols