CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 09-Apr-2018
Day Change Summary
Previous Current
06-Apr-2018 09-Apr-2018 Change Change % Previous Week
Open 1.2610 1.2671 0.0061 0.5% 1.2655
High 1.2637 1.2671 0.0035 0.3% 1.2655
Low 1.2578 1.2624 0.0046 0.4% 1.2578
Close 1.2637 1.2671 0.0035 0.3% 1.2637
Range 0.0059 0.0048 -0.0011 -18.8% 0.0077
ATR 0.0060 0.0059 -0.0001 -1.5% 0.0000
Volume 9 0 -9 -100.0% 22
Daily Pivots for day following 09-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2798 1.2782 1.2697
R3 1.2750 1.2734 1.2684
R2 1.2703 1.2703 1.2680
R1 1.2687 1.2687 1.2675 1.2695
PP 1.2655 1.2655 1.2655 1.2659
S1 1.2639 1.2639 1.2667 1.2647
S2 1.2608 1.2608 1.2662
S3 1.2560 1.2592 1.2658
S4 1.2513 1.2544 1.2645
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 1.2671 1.2578 0.0093 0.7% 0.0033 0.3% 100% True False 4
10 1.2827 1.2578 0.0249 2.0% 0.0024 0.2% 37% False False 4
20 1.2827 1.2578 0.0249 2.0% 0.0037 0.3% 37% False False 4
40 1.2929 1.2547 0.0382 3.0% 0.0040 0.3% 33% False False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2873
2.618 1.2795
1.618 1.2748
1.000 1.2719
0.618 1.2700
HIGH 1.2671
0.618 1.2653
0.500 1.2647
0.382 1.2642
LOW 1.2624
0.618 1.2594
1.000 1.2576
1.618 1.2547
2.618 1.2499
4.250 1.2422
Fisher Pivots for day following 09-Apr-2018
Pivot 1 day 3 day
R1 1.2663 1.2656
PP 1.2655 1.2640
S1 1.2647 1.2625

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

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