CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 21-Mar-2018
Day Change Summary
Previous Current
20-Mar-2018 21-Mar-2018 Change Change % Previous Week
Open 1.2651 1.2621 -0.0030 -0.2% 1.2716
High 1.2655 1.2703 0.0048 0.4% 1.2779
Low 1.2625 1.2621 -0.0004 0.0% 1.2638
Close 1.2625 1.2703 0.0078 0.6% 1.2662
Range 0.0030 0.0082 0.0052 173.3% 0.0141
ATR 0.0068 0.0069 0.0001 1.4% 0.0000
Volume 19 19 0 0.0% 12
Daily Pivots for day following 21-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2921 1.2894 1.2748
R3 1.2839 1.2812 1.2725
R2 1.2757 1.2757 1.2718
R1 1.2730 1.2730 1.2710 1.2744
PP 1.2675 1.2675 1.2675 1.2682
S1 1.2648 1.2648 1.2695 1.2662
S2 1.2593 1.2593 1.2687
S3 1.2511 1.2566 1.2680
S4 1.2429 1.2484 1.2657
Weekly Pivots for week ending 16-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.3114 1.3028 1.2739
R3 1.2974 1.2888 1.2700
R2 1.2833 1.2833 1.2687
R1 1.2747 1.2747 1.2674 1.2720
PP 1.2693 1.2693 1.2693 1.2679
S1 1.2607 1.2607 1.2649 1.2580
S2 1.2552 1.2552 1.2636
S3 1.2412 1.2466 1.2623
S4 1.2271 1.2326 1.2584
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2750 1.2621 0.0130 1.0% 0.0059 0.5% 63% False True 8
10 1.2792 1.2621 0.0172 1.4% 0.0058 0.5% 48% False True 7
20 1.2792 1.2547 0.0245 1.9% 0.0043 0.3% 63% False False 11
40 1.2929 1.2547 0.0382 3.0% 0.0054 0.4% 41% False False 16
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3051
2.618 1.2917
1.618 1.2835
1.000 1.2785
0.618 1.2753
HIGH 1.2703
0.618 1.2671
0.500 1.2662
0.382 1.2652
LOW 1.2621
0.618 1.2570
1.000 1.2539
1.618 1.2488
2.618 1.2406
4.250 1.2272
Fisher Pivots for day following 21-Mar-2018
Pivot 1 day 3 day
R1 1.2689 1.2694
PP 1.2675 1.2686
S1 1.2662 1.2677

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

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