CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 22-Feb-2018
Day Change Summary
Previous Current
21-Feb-2018 22-Feb-2018 Change Change % Previous Week
Open 1.2694 1.2719 0.0026 0.2% 1.2668
High 1.2694 1.2719 0.0026 0.2% 1.2929
Low 1.2685 1.2662 -0.0023 -0.2% 1.2668
Close 1.2694 1.2719 0.0026 0.2% 1.2809
Range 0.0009 0.0057 0.0049 570.6% 0.0261
ATR 0.0082 0.0080 -0.0002 -2.2% 0.0000
Volume
Daily Pivots for day following 22-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2871 1.2852 1.2750
R3 1.2814 1.2795 1.2735
R2 1.2757 1.2757 1.2729
R1 1.2738 1.2738 1.2724 1.2748
PP 1.2700 1.2700 1.2700 1.2705
S1 1.2681 1.2681 1.2714 1.2691
S2 1.2643 1.2643 1.2709
S3 1.2586 1.2624 1.2703
S4 1.2529 1.2567 1.2688
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 1.2662 0.0267 2.1% 0.0054 0.4% 21% False True 21
10 1.2929 1.2603 0.0326 2.6% 0.0052 0.4% 36% False False 23
20 1.2929 1.2603 0.0326 2.6% 0.0062 0.5% 36% False False 21
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2961
2.618 1.2868
1.618 1.2811
1.000 1.2776
0.618 1.2754
HIGH 1.2719
0.618 1.2697
0.500 1.2691
0.382 1.2684
LOW 1.2662
0.618 1.2627
1.000 1.2605
1.618 1.2570
2.618 1.2513
4.250 1.2420
Fisher Pivots for day following 22-Feb-2018
Pivot 1 day 3 day
R1 1.2710 1.2714
PP 1.2700 1.2709
S1 1.2691 1.2703

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

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