CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 21-Feb-2018
Day Change Summary
Previous Current
20-Feb-2018 21-Feb-2018 Change Change % Previous Week
Open 1.2740 1.2694 -0.0047 -0.4% 1.2668
High 1.2745 1.2694 -0.0051 -0.4% 1.2929
Low 1.2723 1.2685 -0.0038 -0.3% 1.2668
Close 1.2728 1.2694 -0.0034 -0.3% 1.2809
Range 0.0022 0.0009 -0.0014 -61.4% 0.0261
ATR 0.0085 0.0082 -0.0003 -3.6% 0.0000
Volume 41 0 -41 -100.0% 102
Daily Pivots for day following 21-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2716 1.2713 1.2698
R3 1.2708 1.2705 1.2696
R2 1.2699 1.2699 1.2695
R1 1.2696 1.2696 1.2694 1.2698
PP 1.2691 1.2691 1.2691 1.2691
S1 1.2688 1.2688 1.2693 1.2689
S2 1.2682 1.2682 1.2692
S3 1.2674 1.2679 1.2691
S4 1.2665 1.2671 1.2689
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% 0.0074 0.6% 7% False False 27
10 1.2929 1.2603 0.0326 2.6% 0.0049 0.4% 28% False False 33
20 1.2929 1.2603 0.0326 2.6% 0.0065 0.5% 28% 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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2730
2.618 1.2716
1.618 1.2707
1.000 1.2702
0.618 1.2699
HIGH 1.2694
0.618 1.2690
0.500 1.2689
0.382 1.2688
LOW 1.2685
0.618 1.2680
1.000 1.2677
1.618 1.2671
2.618 1.2663
4.250 1.2649
Fisher Pivots for day following 21-Feb-2018
Pivot 1 day 3 day
R1 1.2692 1.2807
PP 1.2691 1.2769
S1 1.2689 1.2731

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

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