CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 05-Mar-2018
Day Change Summary
Previous Current
02-Mar-2018 05-Mar-2018 Change Change % Previous Week
Open 1.2690 1.2704 0.0014 0.1% 1.2670
High 1.2709 1.2705 -0.0004 0.0% 1.2709
Low 1.2690 1.2662 -0.0028 -0.2% 1.2547
Close 1.2709 1.2705 -0.0004 0.0% 1.2709
Range 0.0020 0.0043 0.0024 120.5% 0.0162
ATR 0.0073 0.0071 -0.0002 -2.5% 0.0000
Volume 12 2 -10 -83.3% 135
Daily Pivots for day following 05-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2820 1.2805 1.2729
R3 1.2777 1.2762 1.2717
R2 1.2734 1.2734 1.2713
R1 1.2719 1.2719 1.2709 1.2727
PP 1.2691 1.2691 1.2691 1.2694
S1 1.2676 1.2676 1.2701 1.2684
S2 1.2648 1.2648 1.2697
S3 1.2605 1.2633 1.2693
S4 1.2562 1.2590 1.2681
Weekly Pivots for week ending 02-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.3141 1.3087 1.2798
R3 1.2979 1.2925 1.2754
R2 1.2817 1.2817 1.2739
R1 1.2763 1.2763 1.2724 1.2790
PP 1.2655 1.2655 1.2655 1.2669
S1 1.2601 1.2601 1.2694 1.2628
S2 1.2493 1.2493 1.2679
S3 1.2331 1.2439 1.2664
S4 1.2169 1.2277 1.2620
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2709 1.2547 0.0162 1.3% 0.0031 0.2% 98% False False 17
10 1.2745 1.2547 0.0198 1.6% 0.0027 0.2% 80% False False 17
20 1.2929 1.2547 0.0382 3.0% 0.0042 0.3% 41% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2888
2.618 1.2818
1.618 1.2775
1.000 1.2748
0.618 1.2732
HIGH 1.2705
0.618 1.2689
0.500 1.2684
0.382 1.2678
LOW 1.2662
0.618 1.2635
1.000 1.2619
1.618 1.2592
2.618 1.2549
4.250 1.2479
Fisher Pivots for day following 05-Mar-2018
Pivot 1 day 3 day
R1 1.2698 1.2679
PP 1.2691 1.2654
S1 1.2684 1.2628

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

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