CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 16-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2018 |
16-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2083 |
1.2250 |
0.0167 |
1.4% |
1.2081 |
| High |
1.2266 |
1.2343 |
0.0077 |
0.6% |
1.2266 |
| Low |
1.2077 |
1.2233 |
0.0157 |
1.3% |
1.1964 |
| Close |
1.2229 |
1.2317 |
0.0088 |
0.7% |
1.2229 |
| Range |
0.0189 |
0.0110 |
-0.0080 |
-42.1% |
0.0302 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
2.5% |
0.0000 |
| Volume |
393,619 |
546,081 |
152,462 |
38.7% |
1,399,334 |
|
| Daily Pivots for day following 16-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2626 |
1.2581 |
1.2377 |
|
| R3 |
1.2516 |
1.2471 |
1.2347 |
|
| R2 |
1.2407 |
1.2407 |
1.2337 |
|
| R1 |
1.2362 |
1.2362 |
1.2327 |
1.2384 |
| PP |
1.2297 |
1.2297 |
1.2297 |
1.2309 |
| S1 |
1.2252 |
1.2252 |
1.2306 |
1.2275 |
| S2 |
1.2188 |
1.2188 |
1.2296 |
|
| S3 |
1.2078 |
1.2143 |
1.2286 |
|
| S4 |
1.1969 |
1.2033 |
1.2256 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3057 |
1.2944 |
1.2394 |
|
| R3 |
1.2756 |
1.2643 |
1.2311 |
|
| R2 |
1.2454 |
1.2454 |
1.2284 |
|
| R1 |
1.2341 |
1.2341 |
1.2256 |
1.2398 |
| PP |
1.2153 |
1.2153 |
1.2153 |
1.2181 |
| S1 |
1.2040 |
1.2040 |
1.2201 |
1.2096 |
| S2 |
1.1851 |
1.1851 |
1.2173 |
|
| S3 |
1.1550 |
1.1738 |
1.2146 |
|
| S4 |
1.1248 |
1.1437 |
1.2063 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2343 |
1.1964 |
0.0379 |
3.1% |
0.0117 |
0.9% |
93% |
True |
False |
349,353 |
| 10 |
1.2343 |
1.1964 |
0.0379 |
3.1% |
0.0097 |
0.8% |
93% |
True |
False |
274,051 |
| 20 |
1.2343 |
1.1829 |
0.0514 |
4.2% |
0.0080 |
0.6% |
95% |
True |
False |
220,123 |
| 40 |
1.2343 |
1.1797 |
0.0546 |
4.4% |
0.0076 |
0.6% |
95% |
True |
False |
133,053 |
| 60 |
1.2343 |
1.1649 |
0.0694 |
5.6% |
0.0074 |
0.6% |
96% |
True |
False |
88,999 |
| 80 |
1.2343 |
1.1649 |
0.0694 |
5.6% |
0.0072 |
0.6% |
96% |
True |
False |
66,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2808 |
|
2.618 |
1.2629 |
|
1.618 |
1.2520 |
|
1.000 |
1.2452 |
|
0.618 |
1.2410 |
|
HIGH |
1.2343 |
|
0.618 |
1.2301 |
|
0.500 |
1.2288 |
|
0.382 |
1.2275 |
|
LOW |
1.2233 |
|
0.618 |
1.2165 |
|
1.000 |
1.2124 |
|
1.618 |
1.2056 |
|
2.618 |
1.1946 |
|
4.250 |
1.1768 |
|
|
| Fisher Pivots for day following 16-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2307 |
1.2264 |
| PP |
1.2297 |
1.2211 |
| S1 |
1.2288 |
1.2159 |
|