CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 27-Feb-2018
Day Change Summary
Previous Current
26-Feb-2018 27-Feb-2018 Change Change % Previous Week
Open 1.2670 1.2614 -0.0056 -0.4% 1.2740
High 1.2702 1.2622 -0.0080 -0.6% 1.2745
Low 1.2670 1.2614 -0.0056 -0.4% 1.2662
Close 1.2695 1.2622 -0.0073 -0.6% 1.2680
Range 0.0032 0.0008 -0.0024 -75.0% 0.0083
ATR 0.0074 0.0074 0.0000 0.6% 0.0000
Volume 51 1 -50 -98.0% 41
Daily Pivots for day following 27-Feb-2018
Classic Woodie Camarilla DeMark
R4 1.2643 1.2641 1.2626
R3 1.2635 1.2633 1.2624
R2 1.2627 1.2627 1.2623
R1 1.2625 1.2625 1.2623 1.2626
PP 1.2619 1.2619 1.2619 1.2620
S1 1.2617 1.2617 1.2621 1.2618
S2 1.2611 1.2611 1.2621
S3 1.2603 1.2609 1.2620
S4 1.2595 1.2601 1.2618
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 1.2719 1.2614 0.0105 0.8% 0.0021 0.2% 8% False True 10
10 1.2929 1.2614 0.0315 2.5% 0.0051 0.4% 3% False True 19
20 1.2929 1.2603 0.0326 2.6% 0.0051 0.4% 6% False False 21
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2656
2.618 1.2643
1.618 1.2635
1.000 1.2630
0.618 1.2627
HIGH 1.2622
0.618 1.2619
0.500 1.2618
0.382 1.2617
LOW 1.2614
0.618 1.2609
1.000 1.2606
1.618 1.2601
2.618 1.2593
4.250 1.2580
Fisher Pivots for day following 27-Feb-2018
Pivot 1 day 3 day
R1 1.2621 1.2658
PP 1.2619 1.2646
S1 1.2618 1.2634

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

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