CME Euro FX (E) Future December 2018


Trading Metrics calculated at close of trading on 09-Mar-2018
Day Change Summary
Previous Current
08-Mar-2018 09-Mar-2018 Change Change % Previous Week
Open 1.2687 1.2565 -0.0123 -1.0% 1.2560
High 1.2716 1.2597 -0.0120 -0.9% 1.2729
Low 1.2581 1.2560 -0.0021 -0.2% 1.2559
Close 1.2581 1.2591 0.0010 0.1% 1.2591
Range 0.0135 0.0037 -0.0099 -73.0% 0.0170
ATR 0.0084 0.0081 -0.0003 -4.0% 0.0000
Volume 100 22 -78 -78.0% 236
Daily Pivots for day following 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2692 1.2678 1.2611
R3 1.2655 1.2641 1.2601
R2 1.2619 1.2619 1.2597
R1 1.2605 1.2605 1.2594 1.2612
PP 1.2582 1.2582 1.2582 1.2586
S1 1.2568 1.2568 1.2587 1.2575
S2 1.2546 1.2546 1.2584
S3 1.2509 1.2532 1.2580
S4 1.2473 1.2495 1.2570
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.3135 1.3032 1.2684
R3 1.2965 1.2863 1.2637
R2 1.2796 1.2796 1.2622
R1 1.2693 1.2693 1.2606 1.2744
PP 1.2626 1.2626 1.2626 1.2652
S1 1.2524 1.2524 1.2575 1.2575
S2 1.2457 1.2457 1.2559
S3 1.2287 1.2354 1.2544
S4 1.2118 1.2185 1.2497
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2729 1.2559 0.0170 1.3% 0.0076 0.6% 19% False False 47
10 1.2729 1.2442 0.0287 2.3% 0.0075 0.6% 52% False False 61
20 1.2836 1.2442 0.0394 3.1% 0.0074 0.6% 38% False False 66
40 1.2836 1.2225 0.0611 4.9% 0.0079 0.6% 60% False False 91
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0011
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2752
2.618 1.2692
1.618 1.2656
1.000 1.2633
0.618 1.2619
HIGH 1.2597
0.618 1.2583
0.500 1.2578
0.382 1.2574
LOW 1.2560
0.618 1.2537
1.000 1.2524
1.618 1.2501
2.618 1.2464
4.250 1.2405
Fisher Pivots for day following 09-Mar-2018
Pivot 1 day 3 day
R1 1.2586 1.2644
PP 1.2582 1.2626
S1 1.2578 1.2608

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

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