CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 26-Mar-2018
Day Change Summary
Previous Current
23-Mar-2018 26-Mar-2018 Change Change % Previous Week
Open 1.2738 1.2810 0.0073 0.6% 1.2734
High 1.2738 1.2827 0.0090 0.7% 1.2738
Low 1.2738 1.2810 0.0073 0.6% 1.2621
Close 1.2738 1.2827 0.0090 0.7% 1.2738
Range 0.0000 0.0017 0.0017 0.0118
ATR 0.0069 0.0071 0.0001 2.1% 0.0000
Volume 0 5 5 39
Daily Pivots for day following 26-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.2872 1.2867 1.2836
R3 1.2855 1.2850 1.2832
R2 1.2838 1.2838 1.2830
R1 1.2833 1.2833 1.2829 1.2836
PP 1.2821 1.2821 1.2821 1.2823
S1 1.2816 1.2816 1.2825 1.2819
S2 1.2804 1.2804 1.2824
S3 1.2787 1.2799 1.2822
S4 1.2770 1.2782 1.2818
Weekly Pivots for week ending 23-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.3051 1.3012 1.2802
R3 1.2934 1.2894 1.2770
R2 1.2816 1.2816 1.2759
R1 1.2777 1.2777 1.2748 1.2797
PP 1.2699 1.2699 1.2699 1.2709
S1 1.2659 1.2659 1.2727 1.2679
S2 1.2581 1.2581 1.2716
S3 1.2464 1.2542 1.2705
S4 1.2346 1.2424 1.2673
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2827 1.2621 0.0207 1.6% 0.0041 0.3% 100% True False 8
10 1.2827 1.2621 0.0207 1.6% 0.0048 0.4% 100% True False 5
20 1.2827 1.2547 0.0280 2.2% 0.0043 0.3% 100% True False 8
40 1.2929 1.2547 0.0382 3.0% 0.0049 0.4% 73% 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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2899
2.618 1.2872
1.618 1.2855
1.000 1.2844
0.618 1.2838
HIGH 1.2827
0.618 1.2821
0.500 1.2819
0.382 1.2816
LOW 1.2810
0.618 1.2799
1.000 1.2793
1.618 1.2782
2.618 1.2765
4.250 1.2738
Fisher Pivots for day following 26-Mar-2018
Pivot 1 day 3 day
R1 1.2824 1.2800
PP 1.2821 1.2772
S1 1.2819 1.2745

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

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