CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 18-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2018 |
18-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2302 |
1.2213 |
-0.0089 |
-0.7% |
1.2081 |
| High |
1.2369 |
1.2309 |
-0.0060 |
-0.5% |
1.2266 |
| Low |
1.2223 |
1.2209 |
-0.0014 |
-0.1% |
1.1964 |
| Close |
1.2284 |
1.2286 |
0.0003 |
0.0% |
1.2229 |
| Range |
0.0146 |
0.0100 |
-0.0047 |
-31.8% |
0.0302 |
| ATR |
0.0091 |
0.0091 |
0.0001 |
0.7% |
0.0000 |
| Volume |
324,261 |
233,389 |
-90,872 |
-28.0% |
1,399,334 |
|
| Daily Pivots for day following 18-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2566 |
1.2526 |
1.2341 |
|
| R3 |
1.2467 |
1.2426 |
1.2313 |
|
| R2 |
1.2367 |
1.2367 |
1.2304 |
|
| R1 |
1.2327 |
1.2327 |
1.2295 |
1.2347 |
| PP |
1.2268 |
1.2268 |
1.2268 |
1.2278 |
| S1 |
1.2227 |
1.2227 |
1.2277 |
1.2248 |
| S2 |
1.2168 |
1.2168 |
1.2268 |
|
| S3 |
1.2069 |
1.2128 |
1.2259 |
|
| S4 |
1.1969 |
1.2028 |
1.2231 |
|
|
| 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 |
1.2369 |
1.1975 |
0.0394 |
3.2% |
0.0135 |
1.1% |
79% |
False |
False |
362,907 |
| 10 |
1.2369 |
1.1964 |
0.0405 |
3.3% |
0.0107 |
0.9% |
80% |
False |
False |
291,309 |
| 20 |
1.2369 |
1.1859 |
0.0510 |
4.1% |
0.0084 |
0.7% |
84% |
False |
False |
224,330 |
| 40 |
1.2369 |
1.1797 |
0.0572 |
4.7% |
0.0080 |
0.7% |
86% |
False |
False |
146,944 |
| 60 |
1.2369 |
1.1649 |
0.0720 |
5.9% |
0.0075 |
0.6% |
89% |
False |
False |
98,281 |
| 80 |
1.2369 |
1.1649 |
0.0720 |
5.9% |
0.0074 |
0.6% |
89% |
False |
False |
73,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2731 |
|
2.618 |
1.2569 |
|
1.618 |
1.2469 |
|
1.000 |
1.2408 |
|
0.618 |
1.2370 |
|
HIGH |
1.2309 |
|
0.618 |
1.2270 |
|
0.500 |
1.2259 |
|
0.382 |
1.2247 |
|
LOW |
1.2209 |
|
0.618 |
1.2148 |
|
1.000 |
1.2110 |
|
1.618 |
1.2048 |
|
2.618 |
1.1949 |
|
4.250 |
1.1786 |
|
|
| Fisher Pivots for day following 18-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2277 |
1.2289 |
| PP |
1.2268 |
1.2288 |
| S1 |
1.2259 |
1.2287 |
|