CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 13-Mar-2018
Day Change Summary
Previous Current
12-Mar-2018 13-Mar-2018 Change Change % Previous Week
Open 1.2716 1.2779 0.0063 0.5% 1.2704
High 1.2716 1.2779 0.0063 0.5% 1.2792
Low 1.2674 1.2704 0.0030 0.2% 1.2662
Close 1.2716 1.2779 0.0063 0.5% 1.2692
Range 0.0042 0.0075 0.0033 77.4% 0.0130
ATR 0.0066 0.0067 0.0001 0.9% 0.0000
Volume 0 1 1 36
Daily Pivots for day following 13-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2977 1.2952 1.2819
R3 1.2903 1.2878 1.2799
R2 1.2828 1.2828 1.2792
R1 1.2803 1.2803 1.2785 1.2816
PP 1.2754 1.2754 1.2754 1.2760
S1 1.2729 1.2729 1.2772 1.2741
S2 1.2679 1.2679 1.2765
S3 1.2605 1.2654 1.2758
S4 1.2530 1.2580 1.2738
Weekly Pivots for week ending 09-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.3105 1.3029 1.2764
R3 1.2975 1.2899 1.2728
R2 1.2845 1.2845 1.2716
R1 1.2769 1.2769 1.2704 1.2742
PP 1.2715 1.2715 1.2715 1.2702
S1 1.2639 1.2639 1.2680 1.2612
S2 1.2585 1.2585 1.2668
S3 1.2455 1.2509 1.2656
S4 1.2325 1.2379 1.2621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2792 1.2662 0.0130 1.0% 0.0055 0.4% 90% False False 4
10 1.2792 1.2547 0.0245 1.9% 0.0045 0.4% 94% False False 12
20 1.2929 1.2547 0.0382 3.0% 0.0048 0.4% 61% False False 15
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3095
2.618 1.2974
1.618 1.2899
1.000 1.2853
0.618 1.2825
HIGH 1.2779
0.618 1.2750
0.500 1.2741
0.382 1.2732
LOW 1.2704
0.618 1.2658
1.000 1.2630
1.618 1.2583
2.618 1.2509
4.250 1.2387
Fisher Pivots for day following 13-Mar-2018
Pivot 1 day 3 day
R1 1.2766 1.2759
PP 1.2754 1.2740
S1 1.2741 1.2720

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

View Archives - Comment on this page... - Back to Index of Symbols