CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 05-Mar-2018
Day Change Summary
Previous Current
02-Mar-2018 05-Mar-2018 Change Change % Previous Week
Open 1.2560 1.2560 0.0001 0.0% 1.2623
High 1.2608 1.2627 0.0019 0.1% 1.2633
Low 1.2539 1.2559 0.0021 0.2% 1.2442
Close 1.2608 1.2604 -0.0005 0.0% 1.2608
Range 0.0070 0.0068 -0.0002 -2.9% 0.0191
ATR 0.0082 0.0081 -0.0001 -1.3% 0.0000
Volume 56 25 -31 -55.4% 379
Daily Pivots for day following 05-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2799 1.2769 1.2641
R3 1.2731 1.2701 1.2622
R2 1.2664 1.2664 1.2616
R1 1.2634 1.2634 1.2610 1.2649
PP 1.2596 1.2596 1.2596 1.2604
S1 1.2566 1.2566 1.2597 1.2581
S2 1.2529 1.2529 1.2591
S3 1.2461 1.2499 1.2585
S4 1.2394 1.2431 1.2566
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 1.2627 1.2442 0.0185 1.5% 0.0076 0.6% 88% True False 56
10 1.2685 1.2442 0.0243 1.9% 0.0067 0.5% 67% False False 73
20 1.2836 1.2442 0.0394 3.1% 0.0077 0.6% 41% False False 107
40 1.2836 1.2202 0.0634 5.0% 0.0076 0.6% 63% False False 87
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2913
2.618 1.2803
1.618 1.2736
1.000 1.2694
0.618 1.2668
HIGH 1.2627
0.618 1.2601
0.500 1.2593
0.382 1.2585
LOW 1.2559
0.618 1.2517
1.000 1.2492
1.618 1.2450
2.618 1.2382
4.250 1.2272
Fisher Pivots for day following 05-Mar-2018
Pivot 1 day 3 day
R1 1.2600 1.2580
PP 1.2596 1.2557
S1 1.2593 1.2534

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

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