CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 11-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2018 |
11-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1985 |
1.1995 |
0.0010 |
0.1% |
1.2070 |
| High |
1.2066 |
1.2106 |
0.0040 |
0.3% |
1.2141 |
| Low |
1.1971 |
1.1975 |
0.0004 |
0.0% |
1.2054 |
| Close |
1.2006 |
1.2085 |
0.0079 |
0.7% |
1.2099 |
| Range |
0.0095 |
0.0131 |
0.0036 |
37.9% |
0.0087 |
| ATR |
0.0072 |
0.0076 |
0.0004 |
5.9% |
0.0000 |
| Volume |
292,236 |
317,187 |
24,951 |
8.5% |
795,103 |
|
| Daily Pivots for day following 11-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2448 |
1.2397 |
1.2157 |
|
| R3 |
1.2317 |
1.2266 |
1.2121 |
|
| R2 |
1.2186 |
1.2186 |
1.2109 |
|
| R1 |
1.2135 |
1.2135 |
1.2097 |
1.2161 |
| PP |
1.2055 |
1.2055 |
1.2055 |
1.2068 |
| S1 |
1.2004 |
1.2004 |
1.2072 |
1.2030 |
| S2 |
1.1924 |
1.1924 |
1.2060 |
|
| S3 |
1.1793 |
1.1873 |
1.2048 |
|
| S4 |
1.1662 |
1.1742 |
1.2012 |
|
|
| 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 |
1.2133 |
1.1964 |
0.0169 |
1.4% |
0.0089 |
0.7% |
71% |
False |
False |
238,656 |
| 10 |
1.2141 |
1.1953 |
0.0188 |
1.6% |
0.0082 |
0.7% |
70% |
False |
False |
210,272 |
| 20 |
1.2141 |
1.1811 |
0.0330 |
2.7% |
0.0075 |
0.6% |
83% |
False |
False |
195,790 |
| 40 |
1.2141 |
1.1755 |
0.0386 |
3.2% |
0.0074 |
0.6% |
85% |
False |
False |
109,657 |
| 60 |
1.2141 |
1.1649 |
0.0492 |
4.1% |
0.0071 |
0.6% |
89% |
False |
False |
73,350 |
| 80 |
1.2150 |
1.1649 |
0.0501 |
4.1% |
0.0071 |
0.6% |
87% |
False |
False |
55,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2662 |
|
2.618 |
1.2448 |
|
1.618 |
1.2317 |
|
1.000 |
1.2237 |
|
0.618 |
1.2186 |
|
HIGH |
1.2106 |
|
0.618 |
1.2055 |
|
0.500 |
1.2040 |
|
0.382 |
1.2025 |
|
LOW |
1.1975 |
|
0.618 |
1.1894 |
|
1.000 |
1.1844 |
|
1.618 |
1.1763 |
|
2.618 |
1.1632 |
|
4.250 |
1.1418 |
|
|
| Fisher Pivots for day following 11-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2070 |
1.2068 |
| PP |
1.2055 |
1.2051 |
| S1 |
1.2040 |
1.2035 |
|