CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 09-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2018 |
09-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2081 |
1.2015 |
-0.0067 |
-0.6% |
1.2070 |
| High |
1.2102 |
1.2024 |
-0.0079 |
-0.6% |
1.2141 |
| Low |
1.2005 |
1.1964 |
-0.0041 |
-0.3% |
1.2054 |
| Close |
1.2013 |
1.1980 |
-0.0033 |
-0.3% |
1.2099 |
| Range |
0.0097 |
0.0060 |
-0.0038 |
-38.7% |
0.0087 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
198,647 |
197,645 |
-1,002 |
-0.5% |
795,103 |
|
| Daily Pivots for day following 09-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2168 |
1.2133 |
1.2012 |
|
| R3 |
1.2108 |
1.2074 |
1.1996 |
|
| R2 |
1.2049 |
1.2049 |
1.1990 |
|
| R1 |
1.2014 |
1.2014 |
1.1985 |
1.2002 |
| PP |
1.1989 |
1.1989 |
1.1989 |
1.1983 |
| S1 |
1.1955 |
1.1955 |
1.1974 |
1.1942 |
| S2 |
1.1930 |
1.1930 |
1.1969 |
|
| S3 |
1.1870 |
1.1895 |
1.1963 |
|
| S4 |
1.1811 |
1.1836 |
1.1947 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2359 |
1.2316 |
1.2146 |
|
| R3 |
1.2272 |
1.2229 |
1.2122 |
|
| R2 |
1.2185 |
1.2185 |
1.2114 |
|
| R1 |
1.2142 |
1.2142 |
1.2106 |
1.2163 |
| PP |
1.2098 |
1.2098 |
1.2098 |
1.2108 |
| S1 |
1.2055 |
1.2055 |
1.2091 |
1.2076 |
| S2 |
1.2011 |
1.2011 |
1.2083 |
|
| S3 |
1.1924 |
1.1968 |
1.2075 |
|
| S4 |
1.1837 |
1.1881 |
1.2051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2141 |
1.1964 |
0.0177 |
1.5% |
0.0074 |
0.6% |
9% |
False |
True |
198,210 |
| 10 |
1.2141 |
1.1922 |
0.0219 |
1.8% |
0.0069 |
0.6% |
26% |
False |
False |
167,408 |
| 20 |
1.2141 |
1.1797 |
0.0344 |
2.9% |
0.0069 |
0.6% |
53% |
False |
False |
177,329 |
| 40 |
1.2141 |
1.1715 |
0.0426 |
3.6% |
0.0071 |
0.6% |
62% |
False |
False |
94,478 |
| 60 |
1.2141 |
1.1649 |
0.0492 |
4.1% |
0.0069 |
0.6% |
67% |
False |
False |
63,212 |
| 80 |
1.2150 |
1.1649 |
0.0501 |
4.2% |
0.0070 |
0.6% |
66% |
False |
False |
47,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2276 |
|
2.618 |
1.2179 |
|
1.618 |
1.2120 |
|
1.000 |
1.2083 |
|
0.618 |
1.2060 |
|
HIGH |
1.2024 |
|
0.618 |
1.2001 |
|
0.500 |
1.1994 |
|
0.382 |
1.1987 |
|
LOW |
1.1964 |
|
0.618 |
1.1927 |
|
1.000 |
1.1905 |
|
1.618 |
1.1868 |
|
2.618 |
1.1808 |
|
4.250 |
1.1711 |
|
|
| Fisher Pivots for day following 09-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1994 |
1.2049 |
| PP |
1.1989 |
1.2026 |
| S1 |
1.1984 |
1.2003 |
|