CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 06-Apr-2018
Day Change Summary
Previous Current
05-Apr-2018 06-Apr-2018 Change Change % Previous Week
Open 1.2625 1.2610 -0.0015 -0.1% 1.2655
High 1.2625 1.2637 0.0012 0.1% 1.2655
Low 1.2583 1.2578 -0.0005 0.0% 1.2578
Close 1.2589 1.2637 0.0048 0.4% 1.2637
Range 0.0042 0.0059 0.0017 41.0% 0.0077
ATR 0.0060 0.0060 0.0000 -0.1% 0.0000
Volume 8 9 1 12.5% 22
Daily Pivots for day following 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2793 1.2773 1.2669
R3 1.2734 1.2715 1.2653
R2 1.2676 1.2676 1.2647
R1 1.2656 1.2656 1.2642 1.2666
PP 1.2617 1.2617 1.2617 1.2622
S1 1.2598 1.2598 1.2631 1.2607
S2 1.2559 1.2559 1.2626
S3 1.2500 1.2539 1.2620
S4 1.2442 1.2481 1.2604
Weekly Pivots for week ending 06-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2853 1.2821 1.2679
R3 1.2776 1.2745 1.2658
R2 1.2700 1.2700 1.2651
R1 1.2668 1.2668 1.2644 1.2646
PP 1.2623 1.2623 1.2623 1.2612
S1 1.2592 1.2592 1.2629 1.2569
S2 1.2547 1.2547 1.2622
S3 1.2470 1.2515 1.2615
S4 1.2394 1.2439 1.2594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2655 1.2578 0.0077 0.6% 0.0024 0.2% 76% False True 4
10 1.2827 1.2578 0.0249 2.0% 0.0019 0.2% 23% False True 4
20 1.2827 1.2578 0.0249 2.0% 0.0037 0.3% 23% False True 4
40 1.2929 1.2547 0.0382 3.0% 0.0040 0.3% 23% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2885
2.618 1.2790
1.618 1.2731
1.000 1.2695
0.618 1.2673
HIGH 1.2637
0.618 1.2614
0.500 1.2607
0.382 1.2600
LOW 1.2578
0.618 1.2542
1.000 1.2520
1.618 1.2483
2.618 1.2425
4.250 1.2329
Fisher Pivots for day following 06-Apr-2018
Pivot 1 day 3 day
R1 1.2627 1.2629
PP 1.2617 1.2622
S1 1.2607 1.2615

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

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