CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 22-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2018 |
22-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2285 |
1.2298 |
0.0014 |
0.1% |
1.2250 |
| High |
1.2337 |
1.2309 |
-0.0028 |
-0.2% |
1.2369 |
| Low |
1.2256 |
1.2255 |
-0.0001 |
0.0% |
1.2209 |
| Close |
1.2275 |
1.2300 |
0.0025 |
0.2% |
1.2275 |
| Range |
0.0081 |
0.0054 |
-0.0027 |
-33.3% |
0.0160 |
| ATR |
0.0090 |
0.0088 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
236,184 |
173,513 |
-62,671 |
-26.5% |
1,339,915 |
|
| Daily Pivots for day following 22-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2450 |
1.2429 |
1.2329 |
|
| R3 |
1.2396 |
1.2375 |
1.2314 |
|
| R2 |
1.2342 |
1.2342 |
1.2309 |
|
| R1 |
1.2321 |
1.2321 |
1.2304 |
1.2331 |
| PP |
1.2288 |
1.2288 |
1.2288 |
1.2293 |
| S1 |
1.2267 |
1.2267 |
1.2295 |
1.2277 |
| S2 |
1.2234 |
1.2234 |
1.2290 |
|
| S3 |
1.2180 |
1.2213 |
1.2285 |
|
| S4 |
1.2126 |
1.2159 |
1.2270 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2763 |
1.2678 |
1.2363 |
|
| R3 |
1.2603 |
1.2519 |
1.2319 |
|
| R2 |
1.2444 |
1.2444 |
1.2304 |
|
| R1 |
1.2359 |
1.2359 |
1.2290 |
1.2402 |
| PP |
1.2284 |
1.2284 |
1.2284 |
1.2305 |
| S1 |
1.2200 |
1.2200 |
1.2260 |
1.2242 |
| S2 |
1.2125 |
1.2125 |
1.2246 |
|
| S3 |
1.1965 |
1.2040 |
1.2231 |
|
| S4 |
1.1806 |
1.1881 |
1.2187 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2369 |
1.2209 |
0.0160 |
1.3% |
0.0098 |
0.8% |
57% |
False |
False |
302,685 |
| 10 |
1.2369 |
1.1964 |
0.0405 |
3.3% |
0.0106 |
0.9% |
83% |
False |
False |
291,276 |
| 20 |
1.2369 |
1.1893 |
0.0476 |
3.9% |
0.0084 |
0.7% |
86% |
False |
False |
224,424 |
| 40 |
1.2369 |
1.1797 |
0.0572 |
4.6% |
0.0081 |
0.7% |
88% |
False |
False |
157,089 |
| 60 |
1.2369 |
1.1649 |
0.0720 |
5.9% |
0.0076 |
0.6% |
90% |
False |
False |
105,096 |
| 80 |
1.2369 |
1.1649 |
0.0720 |
5.9% |
0.0073 |
0.6% |
90% |
False |
False |
78,923 |
| 100 |
1.2369 |
1.1649 |
0.0720 |
5.9% |
0.0076 |
0.6% |
90% |
False |
False |
63,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2539 |
|
2.618 |
1.2450 |
|
1.618 |
1.2396 |
|
1.000 |
1.2363 |
|
0.618 |
1.2342 |
|
HIGH |
1.2309 |
|
0.618 |
1.2288 |
|
0.500 |
1.2282 |
|
0.382 |
1.2276 |
|
LOW |
1.2255 |
|
0.618 |
1.2222 |
|
1.000 |
1.2201 |
|
1.618 |
1.2168 |
|
2.618 |
1.2114 |
|
4.250 |
1.2026 |
|
|
| Fisher Pivots for day following 22-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2294 |
1.2291 |
| PP |
1.2288 |
1.2282 |
| S1 |
1.2282 |
1.2273 |
|