CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 26-Feb-2018
Day Change Summary
Previous Current
23-Feb-2018 26-Feb-2018 Change Change % Previous Week
Open 1.2680 1.2670 -0.0010 -0.1% 1.2740
High 1.2680 1.2702 0.0022 0.2% 1.2745
Low 1.2680 1.2670 -0.0010 -0.1% 1.2662
Close 1.2680 1.2695 0.0015 0.1% 1.2680
Range 0.0000 0.0032 0.0032 0.0083
ATR 0.0077 0.0074 -0.0003 -4.2% 0.0000
Volume 0 51 51 41
Daily Pivots for day following 26-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2785 1.2772 1.2712
R3 1.2753 1.2740 1.2703
R2 1.2721 1.2721 1.2700
R1 1.2708 1.2708 1.2697 1.2714
PP 1.2689 1.2689 1.2689 1.2692
S1 1.2676 1.2676 1.2692 1.2682
S2 1.2657 1.2657 1.2689
S3 1.2625 1.2644 1.2686
S4 1.2593 1.2612 1.2677
Weekly Pivots for week ending 23-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2943 1.2894 1.2725
R3 1.2861 1.2812 1.2703
R2 1.2778 1.2778 1.2695
R1 1.2729 1.2729 1.2688 1.2712
PP 1.2696 1.2696 1.2696 1.2687
S1 1.2647 1.2647 1.2672 1.2630
S2 1.2613 1.2613 1.2665
S3 1.2531 1.2564 1.2657
S4 1.2448 1.2482 1.2635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2745 1.2662 0.0083 0.6% 0.0024 0.2% 39% False False 18
10 1.2929 1.2662 0.0267 2.1% 0.0050 0.4% 12% False False 19
20 1.2929 1.2603 0.0326 2.6% 0.0055 0.4% 28% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2838
2.618 1.2786
1.618 1.2754
1.000 1.2734
0.618 1.2722
HIGH 1.2702
0.618 1.2690
0.500 1.2686
0.382 1.2682
LOW 1.2670
0.618 1.2650
1.000 1.2638
1.618 1.2618
2.618 1.2586
4.250 1.2534
Fisher Pivots for day following 26-Feb-2018
Pivot 1 day 3 day
R1 1.2692 1.2693
PP 1.2689 1.2692
S1 1.2686 1.2691

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

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