CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 05-Apr-2018
Day Change Summary
Previous Current
04-Apr-2018 05-Apr-2018 Change Change % Previous Week
Open 1.2652 1.2625 -0.0028 -0.2% 1.2810
High 1.2652 1.2625 -0.0028 -0.2% 1.2827
Low 1.2637 1.2583 -0.0054 -0.4% 1.2647
Close 1.2637 1.2589 -0.0048 -0.4% 1.2647
Range 0.0016 0.0042 0.0026 167.7% 0.0181
ATR 0.0060 0.0060 0.0000 -0.8% 0.0000
Volume 5 8 3 60.0% 18
Daily Pivots for day following 05-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2723 1.2697 1.2611
R3 1.2682 1.2656 1.2600
R2 1.2640 1.2640 1.2596
R1 1.2614 1.2614 1.2592 1.2607
PP 1.2599 1.2599 1.2599 1.2595
S1 1.2573 1.2573 1.2585 1.2565
S2 1.2557 1.2557 1.2581
S3 1.2516 1.2531 1.2577
S4 1.2474 1.2490 1.2566
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 1.2659 1.2583 0.0076 0.6% 0.0014 0.1% 7% False True 3
10 1.2827 1.2583 0.0244 1.9% 0.0021 0.2% 2% False True 3
20 1.2827 1.2583 0.0244 1.9% 0.0040 0.3% 2% False True 5
40 1.2929 1.2547 0.0382 3.0% 0.0039 0.3% 11% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 1.2801
2.618 1.2733
1.618 1.2692
1.000 1.2666
0.618 1.2650
HIGH 1.2625
0.618 1.2609
0.500 1.2604
0.382 1.2599
LOW 1.2583
0.618 1.2557
1.000 1.2542
1.618 1.2516
2.618 1.2474
4.250 1.2407
Fisher Pivots for day following 05-Apr-2018
Pivot 1 day 3 day
R1 1.2604 1.2618
PP 1.2599 1.2608
S1 1.2594 1.2598

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

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