CME Euro FX (E) Future March 2019


Trading Metrics calculated at close of trading on 30-Apr-2018
Day Change Summary
Previous Current
27-Apr-2018 30-Apr-2018 Change Change % Previous Week
Open 1.2402 1.2420 0.0019 0.1% 1.2565
High 1.2460 1.2420 -0.0040 -0.3% 1.2578
Low 1.2390 1.2401 0.0011 0.1% 1.2390
Close 1.2452 1.2411 -0.0041 -0.3% 1.2452
Range 0.0070 0.0020 -0.0051 -72.1% 0.0188
ATR 0.0057 0.0056 0.0000 -0.7% 0.0000
Volume 69 13 -56 -81.2% 123
Daily Pivots for day following 30-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.2469 1.2459 1.2421
R3 1.2449 1.2440 1.2416
R2 1.2430 1.2430 1.2414
R1 1.2420 1.2420 1.2412 1.2415
PP 1.2410 1.2410 1.2410 1.2408
S1 1.2401 1.2401 1.2409 1.2396
S2 1.2391 1.2391 1.2407
S3 1.2371 1.2381 1.2405
S4 1.2352 1.2362 1.2400
Weekly Pivots for week ending 27-Apr-2018
Classic Woodie Camarilla DeMark
R4 1.3037 1.2932 1.2555
R3 1.2849 1.2744 1.2503
R2 1.2661 1.2661 1.2486
R1 1.2556 1.2556 1.2469 1.2515
PP 1.2473 1.2473 1.2473 1.2452
S1 1.2368 1.2368 1.2434 1.2327
S2 1.2285 1.2285 1.2417
S3 1.2097 1.2180 1.2400
S4 1.1909 1.1992 1.2348
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2578 1.2390 0.0188 1.5% 0.0049 0.4% 11% False False 26
10 1.2728 1.2390 0.0338 2.7% 0.0038 0.3% 6% False False 14
20 1.2732 1.2390 0.0342 2.8% 0.0035 0.3% 6% False False 10
40 1.2827 1.2390 0.0437 3.5% 0.0038 0.3% 5% False False 7
60 1.2929 1.2390 0.0539 4.3% 0.0040 0.3% 4% False False 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2503
2.618 1.2471
1.618 1.2452
1.000 1.2440
0.618 1.2432
HIGH 1.2420
0.618 1.2413
0.500 1.2410
0.382 1.2408
LOW 1.2401
0.618 1.2388
1.000 1.2381
1.618 1.2369
2.618 1.2349
4.250 1.2318
Fisher Pivots for day following 30-Apr-2018
Pivot 1 day 3 day
R1 1.2410 1.2457
PP 1.2410 1.2442
S1 1.2410 1.2426

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

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