CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 24-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2018 |
24-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2301 |
1.2338 |
0.0037 |
0.3% |
1.2250 |
| High |
1.2347 |
1.2456 |
0.0109 |
0.9% |
1.2369 |
| Low |
1.2264 |
1.2329 |
0.0066 |
0.5% |
1.2209 |
| Close |
1.2336 |
1.2445 |
0.0109 |
0.9% |
1.2275 |
| Range |
0.0084 |
0.0127 |
0.0043 |
51.5% |
0.0160 |
| ATR |
0.0088 |
0.0090 |
0.0003 |
3.2% |
0.0000 |
| Volume |
221,040 |
323,260 |
102,220 |
46.2% |
1,339,915 |
|
| Daily Pivots for day following 24-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2789 |
1.2743 |
1.2514 |
|
| R3 |
1.2663 |
1.2617 |
1.2479 |
|
| R2 |
1.2536 |
1.2536 |
1.2468 |
|
| R1 |
1.2490 |
1.2490 |
1.2456 |
1.2513 |
| PP |
1.2410 |
1.2410 |
1.2410 |
1.2421 |
| S1 |
1.2364 |
1.2364 |
1.2433 |
1.2387 |
| S2 |
1.2283 |
1.2283 |
1.2421 |
|
| S3 |
1.2157 |
1.2237 |
1.2410 |
|
| S4 |
1.2030 |
1.2111 |
1.2375 |
|
|
| 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 |
1.2456 |
1.2209 |
0.0247 |
2.0% |
0.0089 |
0.7% |
96% |
True |
False |
237,477 |
| 10 |
1.2456 |
1.1971 |
0.0485 |
3.9% |
0.0112 |
0.9% |
98% |
True |
False |
306,077 |
| 20 |
1.2456 |
1.1922 |
0.0534 |
4.3% |
0.0090 |
0.7% |
98% |
True |
False |
236,742 |
| 40 |
1.2456 |
1.1797 |
0.0659 |
5.3% |
0.0080 |
0.6% |
98% |
True |
False |
170,557 |
| 60 |
1.2456 |
1.1649 |
0.0807 |
6.5% |
0.0075 |
0.6% |
99% |
True |
False |
114,134 |
| 80 |
1.2456 |
1.1649 |
0.0807 |
6.5% |
0.0074 |
0.6% |
99% |
True |
False |
85,720 |
| 100 |
1.2456 |
1.1649 |
0.0807 |
6.5% |
0.0076 |
0.6% |
99% |
True |
False |
68,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2993 |
|
2.618 |
1.2787 |
|
1.618 |
1.2660 |
|
1.000 |
1.2582 |
|
0.618 |
1.2534 |
|
HIGH |
1.2456 |
|
0.618 |
1.2407 |
|
0.500 |
1.2392 |
|
0.382 |
1.2377 |
|
LOW |
1.2329 |
|
0.618 |
1.2251 |
|
1.000 |
1.2203 |
|
1.618 |
1.2124 |
|
2.618 |
1.1998 |
|
4.250 |
1.1791 |
|
|
| Fisher Pivots for day following 24-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2427 |
1.2415 |
| PP |
1.2410 |
1.2385 |
| S1 |
1.2392 |
1.2355 |
|