CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 03-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2018 |
03-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2070 |
1.2109 |
0.0039 |
0.3% |
1.1946 |
| High |
1.2135 |
1.2119 |
-0.0017 |
-0.1% |
1.2080 |
| Low |
1.2057 |
1.2054 |
-0.0003 |
0.0% |
1.1922 |
| Close |
1.2106 |
1.2069 |
-0.0038 |
-0.3% |
1.2076 |
| Range |
0.0079 |
0.0065 |
-0.0014 |
-17.2% |
0.0158 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
200,345 |
184,726 |
-15,619 |
-7.8% |
482,690 |
|
| Daily Pivots for day following 03-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2275 |
1.2237 |
1.2104 |
|
| R3 |
1.2210 |
1.2172 |
1.2086 |
|
| R2 |
1.2145 |
1.2145 |
1.2080 |
|
| R1 |
1.2107 |
1.2107 |
1.2074 |
1.2094 |
| PP |
1.2080 |
1.2080 |
1.2080 |
1.2074 |
| S1 |
1.2042 |
1.2042 |
1.2063 |
1.2029 |
| S2 |
1.2015 |
1.2015 |
1.2057 |
|
| S3 |
1.1950 |
1.1977 |
1.2051 |
|
| S4 |
1.1885 |
1.1912 |
1.2033 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2498 |
1.2444 |
1.2162 |
|
| R3 |
1.2341 |
1.2287 |
1.2119 |
|
| R2 |
1.2183 |
1.2183 |
1.2104 |
|
| R1 |
1.2129 |
1.2129 |
1.2090 |
1.2156 |
| PP |
1.2026 |
1.2026 |
1.2026 |
1.2039 |
| S1 |
1.1972 |
1.1972 |
1.2061 |
1.1999 |
| S2 |
1.1868 |
1.1868 |
1.2047 |
|
| S3 |
1.1711 |
1.1814 |
1.2032 |
|
| S4 |
1.1553 |
1.1657 |
1.1989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2135 |
1.1931 |
0.0204 |
1.7% |
0.0069 |
0.6% |
67% |
False |
False |
162,358 |
| 10 |
1.2135 |
1.1859 |
0.0276 |
2.3% |
0.0061 |
0.5% |
76% |
False |
False |
157,351 |
| 20 |
1.2135 |
1.1797 |
0.0338 |
2.8% |
0.0066 |
0.5% |
80% |
False |
False |
146,122 |
| 40 |
1.2135 |
1.1649 |
0.0487 |
4.0% |
0.0068 |
0.6% |
86% |
False |
False |
74,460 |
| 60 |
1.2135 |
1.1649 |
0.0487 |
4.0% |
0.0068 |
0.6% |
86% |
False |
False |
49,810 |
| 80 |
1.2150 |
1.1649 |
0.0501 |
4.2% |
0.0070 |
0.6% |
84% |
False |
False |
37,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2395 |
|
2.618 |
1.2289 |
|
1.618 |
1.2224 |
|
1.000 |
1.2184 |
|
0.618 |
1.2159 |
|
HIGH |
1.2119 |
|
0.618 |
1.2094 |
|
0.500 |
1.2086 |
|
0.382 |
1.2078 |
|
LOW |
1.2054 |
|
0.618 |
1.2013 |
|
1.000 |
1.1989 |
|
1.618 |
1.1948 |
|
2.618 |
1.1883 |
|
4.250 |
1.1777 |
|
|
| Fisher Pivots for day following 03-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2086 |
1.2067 |
| PP |
1.2080 |
1.2065 |
| S1 |
1.2074 |
1.2063 |
|