CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 03-Apr-2018
Day Change Summary
Previous Current
02-Apr-2018 03-Apr-2018 Change Change % Previous Week
Open 1.2655 1.2623 -0.0032 -0.2% 1.2810
High 1.2655 1.2623 -0.0032 -0.2% 1.2827
Low 1.2655 1.2620 -0.0035 -0.3% 1.2647
Close 1.2655 1.2623 -0.0032 -0.2% 1.2647
Range 0.0000 0.0003 0.0003 0.0181
ATR 0.0065 0.0063 -0.0002 -3.3% 0.0000
Volume
Daily Pivots for day following 03-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2631 1.2630 1.2625
R3 1.2628 1.2627 1.2624
R2 1.2625 1.2625 1.2624
R1 1.2624 1.2624 1.2623 1.2625
PP 1.2622 1.2622 1.2622 1.2622
S1 1.2621 1.2621 1.2623 1.2622
S2 1.2619 1.2619 1.2622
S3 1.2616 1.2618 1.2622
S4 1.2613 1.2615 1.2621
Weekly Pivots for week ending 30-Mar-2018
Classic Woodie Camarilla DeMark
R4 1.3248 1.3128 1.2746
R3 1.3068 1.2947 1.2696
R2 1.2887 1.2887 1.2680
R1 1.2767 1.2767 1.2663 1.2737
PP 1.2707 1.2707 1.2707 1.2692
S1 1.2586 1.2586 1.2630 1.2556
S2 1.2526 1.2526 1.2613
S3 1.2346 1.2406 1.2597
S4 1.2165 1.2225 1.2547
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2766 1.2620 0.0146 1.2% 0.0012 0.1% 2% False True 2
10 1.2827 1.2620 0.0207 1.6% 0.0027 0.2% 1% False True 5
20 1.2827 1.2620 0.0207 1.6% 0.0038 0.3% 1% False True 5
40 1.2929 1.2547 0.0382 3.0% 0.0040 0.3% 20% 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 True
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 1.2636
2.618 1.2631
1.618 1.2628
1.000 1.2626
0.618 1.2625
HIGH 1.2623
0.618 1.2622
0.500 1.2622
0.382 1.2621
LOW 1.2620
0.618 1.2618
1.000 1.2617
1.618 1.2615
2.618 1.2612
4.250 1.2607
Fisher Pivots for day following 03-Apr-2018
Pivot 1 day 3 day
R1 1.2623 1.2639
PP 1.2622 1.2634
S1 1.2622 1.2628

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

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