CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 20-Feb-2018
Day Change Summary
Previous Current
16-Feb-2018 20-Feb-2018 Change Change % Previous Week
Open 1.2929 1.2740 -0.0189 -1.5% 1.2668
High 1.2929 1.2745 -0.0184 -1.4% 1.2929
Low 1.2799 1.2723 -0.0077 -0.6% 1.2668
Close 1.2809 1.2728 -0.0082 -0.6% 1.2809
Range 0.0130 0.0022 -0.0108 -83.0% 0.0261
ATR 0.0085 0.0085 0.0000 0.2% 0.0000
Volume 18 41 23 127.8% 102
Daily Pivots for day following 20-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2798 1.2785 1.2740
R3 1.2776 1.2763 1.2734
R2 1.2754 1.2754 1.2732
R1 1.2741 1.2741 1.2730 1.2736
PP 1.2732 1.2732 1.2732 1.2729
S1 1.2719 1.2719 1.2725 1.2714
S2 1.2710 1.2710 1.2723
S3 1.2688 1.2697 1.2721
S4 1.2666 1.2675 1.2715
Weekly Pivots for week ending 16-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.3583 1.3457 1.2952
R3 1.3323 1.3196 1.2881
R2 1.3062 1.3062 1.2857
R1 1.2936 1.2936 1.2833 1.2999
PP 1.2802 1.2802 1.2802 1.2834
S1 1.2675 1.2675 1.2785 1.2739
S2 1.2541 1.2541 1.2761
S3 1.2281 1.2415 1.2737
S4 1.2020 1.2154 1.2666
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2929 1.2676 0.0253 2.0% 0.0080 0.6% 20% False False 28
10 1.2929 1.2603 0.0326 2.6% 0.0055 0.4% 38% False False 33
20 1.2929 1.2603 0.0326 2.6% 0.0067 0.5% 38% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2838
2.618 1.2802
1.618 1.2780
1.000 1.2767
0.618 1.2758
HIGH 1.2745
0.618 1.2736
0.500 1.2734
0.382 1.2731
LOW 1.2723
0.618 1.2709
1.000 1.2701
1.618 1.2687
2.618 1.2665
4.250 1.2629
Fisher Pivots for day following 20-Feb-2018
Pivot 1 day 3 day
R1 1.2734 1.2826
PP 1.2732 1.2793
S1 1.2730 1.2760

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

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