CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 26-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2017 |
26-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1944 |
1.1946 |
0.0002 |
0.0% |
1.1835 |
| High |
1.1945 |
1.1960 |
0.0015 |
0.1% |
1.1976 |
| Low |
1.1893 |
1.1922 |
0.0030 |
0.2% |
1.1829 |
| Close |
1.1928 |
1.1941 |
0.0013 |
0.1% |
1.1928 |
| Range |
0.0053 |
0.0038 |
-0.0015 |
-27.6% |
0.0147 |
| ATR |
0.0070 |
0.0067 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
139,221 |
55,969 |
-83,252 |
-59.8% |
890,746 |
|
| Daily Pivots for day following 26-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2055 |
1.2036 |
1.1962 |
|
| R3 |
1.2017 |
1.1998 |
1.1951 |
|
| R2 |
1.1979 |
1.1979 |
1.1948 |
|
| R1 |
1.1960 |
1.1960 |
1.1944 |
1.1951 |
| PP |
1.1941 |
1.1941 |
1.1941 |
1.1936 |
| S1 |
1.1922 |
1.1922 |
1.1938 |
1.1913 |
| S2 |
1.1903 |
1.1903 |
1.1934 |
|
| S3 |
1.1865 |
1.1884 |
1.1931 |
|
| S4 |
1.1827 |
1.1846 |
1.1920 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2352 |
1.2287 |
1.2009 |
|
| R3 |
1.2205 |
1.2140 |
1.1968 |
|
| R2 |
1.2058 |
1.2058 |
1.1955 |
|
| R1 |
1.1993 |
1.1993 |
1.1941 |
1.2026 |
| PP |
1.1911 |
1.1911 |
1.1911 |
1.1927 |
| S1 |
1.1846 |
1.1846 |
1.1915 |
1.1879 |
| S2 |
1.1764 |
1.1764 |
1.1901 |
|
| S3 |
1.1617 |
1.1699 |
1.1888 |
|
| S4 |
1.1470 |
1.1552 |
1.1847 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1976 |
1.1859 |
0.0117 |
1.0% |
0.0053 |
0.4% |
70% |
False |
False |
152,344 |
| 10 |
1.1976 |
1.1797 |
0.0179 |
1.5% |
0.0069 |
0.6% |
80% |
False |
False |
184,688 |
| 20 |
1.2018 |
1.1797 |
0.0221 |
1.9% |
0.0069 |
0.6% |
65% |
False |
False |
107,016 |
| 40 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0066 |
0.6% |
74% |
False |
False |
54,214 |
| 60 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0068 |
0.6% |
74% |
False |
False |
36,308 |
| 80 |
1.2214 |
1.1649 |
0.0565 |
4.7% |
0.0072 |
0.6% |
52% |
False |
False |
27,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2122 |
|
2.618 |
1.2059 |
|
1.618 |
1.2021 |
|
1.000 |
1.1998 |
|
0.618 |
1.1983 |
|
HIGH |
1.1960 |
|
0.618 |
1.1945 |
|
0.500 |
1.1941 |
|
0.382 |
1.1937 |
|
LOW |
1.1922 |
|
0.618 |
1.1899 |
|
1.000 |
1.1884 |
|
1.618 |
1.1861 |
|
2.618 |
1.1823 |
|
4.250 |
1.1761 |
|
|
| Fisher Pivots for day following 26-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1941 |
1.1937 |
| PP |
1.1941 |
1.1932 |
| S1 |
1.1941 |
1.1928 |
|