CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 23-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2018 |
23-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2298 |
1.2301 |
0.0003 |
0.0% |
1.2250 |
| High |
1.2309 |
1.2347 |
0.0038 |
0.3% |
1.2369 |
| Low |
1.2255 |
1.2264 |
0.0009 |
0.1% |
1.2209 |
| Close |
1.2300 |
1.2336 |
0.0036 |
0.3% |
1.2275 |
| Range |
0.0054 |
0.0084 |
0.0030 |
54.6% |
0.0160 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
173,513 |
221,040 |
47,527 |
27.4% |
1,339,915 |
|
| Daily Pivots for day following 23-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2566 |
1.2534 |
1.2381 |
|
| R3 |
1.2482 |
1.2451 |
1.2358 |
|
| R2 |
1.2399 |
1.2399 |
1.2351 |
|
| R1 |
1.2367 |
1.2367 |
1.2343 |
1.2383 |
| PP |
1.2315 |
1.2315 |
1.2315 |
1.2323 |
| S1 |
1.2284 |
1.2284 |
1.2328 |
1.2300 |
| S2 |
1.2232 |
1.2232 |
1.2320 |
|
| S3 |
1.2148 |
1.2200 |
1.2313 |
|
| S4 |
1.2065 |
1.2117 |
1.2290 |
|
|
| 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% |
0.0093 |
0.8% |
79% |
False |
False |
237,677 |
| 10 |
1.2369 |
1.1964 |
0.0405 |
3.3% |
0.0105 |
0.8% |
92% |
False |
False |
293,515 |
| 20 |
1.2369 |
1.1893 |
0.0476 |
3.9% |
0.0087 |
0.7% |
93% |
False |
False |
227,540 |
| 40 |
1.2369 |
1.1797 |
0.0572 |
4.6% |
0.0080 |
0.7% |
94% |
False |
False |
162,537 |
| 60 |
1.2369 |
1.1649 |
0.0720 |
5.8% |
0.0076 |
0.6% |
95% |
False |
False |
108,769 |
| 80 |
1.2369 |
1.1649 |
0.0720 |
5.8% |
0.0073 |
0.6% |
95% |
False |
False |
81,682 |
| 100 |
1.2369 |
1.1649 |
0.0720 |
5.8% |
0.0075 |
0.6% |
95% |
False |
False |
65,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2702 |
|
2.618 |
1.2566 |
|
1.618 |
1.2482 |
|
1.000 |
1.2431 |
|
0.618 |
1.2399 |
|
HIGH |
1.2347 |
|
0.618 |
1.2315 |
|
0.500 |
1.2305 |
|
0.382 |
1.2295 |
|
LOW |
1.2264 |
|
0.618 |
1.2212 |
|
1.000 |
1.2180 |
|
1.618 |
1.2128 |
|
2.618 |
1.2045 |
|
4.250 |
1.1909 |
|
|
| Fisher Pivots for day following 23-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2325 |
1.2324 |
| PP |
1.2315 |
1.2313 |
| S1 |
1.2305 |
1.2301 |
|