CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 01-Mar-2018
Day Change Summary
Previous Current
28-Feb-2018 01-Mar-2018 Change Change % Previous Week
Open 1.2587 1.2555 -0.0032 -0.3% 1.2740
High 1.2587 1.2631 0.0044 0.3% 1.2745
Low 1.2587 1.2547 -0.0040 -0.3% 1.2662
Close 1.2587 1.2631 0.0044 0.3% 1.2680
Range 0.0001 0.0084 0.0084 16,700.0% 0.0083
ATR 0.0071 0.0072 0.0001 1.2% 0.0000
Volume 31 40 9 29.0% 41
Daily Pivots for day following 01-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2855 1.2827 1.2677
R3 1.2771 1.2743 1.2654
R2 1.2687 1.2687 1.2646
R1 1.2659 1.2659 1.2639 1.2673
PP 1.2603 1.2603 1.2603 1.2610
S1 1.2575 1.2575 1.2623 1.2589
S2 1.2519 1.2519 1.2616
S3 1.2435 1.2491 1.2608
S4 1.2351 1.2407 1.2585
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 1.2702 1.2547 0.0155 1.2% 0.0025 0.2% 54% False True 24
10 1.2929 1.2547 0.0382 3.0% 0.0039 0.3% 22% False True 22
20 1.2929 1.2547 0.0382 3.0% 0.0049 0.4% 22% False True 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2988
2.618 1.2851
1.618 1.2767
1.000 1.2715
0.618 1.2683
HIGH 1.2631
0.618 1.2599
0.500 1.2589
0.382 1.2579
LOW 1.2547
0.618 1.2495
1.000 1.2463
1.618 1.2411
2.618 1.2327
4.250 1.2190
Fisher Pivots for day following 01-Mar-2018
Pivot 1 day 3 day
R1 1.2617 1.2617
PP 1.2603 1.2603
S1 1.2589 1.2589

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

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