CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 25-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2018 |
25-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2338 |
1.2440 |
0.0102 |
0.8% |
1.2250 |
| High |
1.2456 |
1.2577 |
0.0121 |
1.0% |
1.2369 |
| Low |
1.2329 |
1.2402 |
0.0073 |
0.6% |
1.2209 |
| Close |
1.2445 |
1.2428 |
-0.0017 |
-0.1% |
1.2275 |
| Range |
0.0127 |
0.0175 |
0.0048 |
37.9% |
0.0160 |
| ATR |
0.0090 |
0.0096 |
0.0006 |
6.7% |
0.0000 |
| Volume |
323,260 |
557,530 |
234,270 |
72.5% |
1,339,915 |
|
| Daily Pivots for day following 25-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2992 |
1.2885 |
1.2524 |
|
| R3 |
1.2818 |
1.2710 |
1.2476 |
|
| R2 |
1.2643 |
1.2643 |
1.2460 |
|
| R1 |
1.2536 |
1.2536 |
1.2444 |
1.2502 |
| PP |
1.2469 |
1.2469 |
1.2469 |
1.2452 |
| S1 |
1.2361 |
1.2361 |
1.2412 |
1.2328 |
| S2 |
1.2294 |
1.2294 |
1.2396 |
|
| S3 |
1.2120 |
1.2187 |
1.2380 |
|
| S4 |
1.1945 |
1.2012 |
1.2332 |
|
|
| 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 |
1.2577 |
1.2255 |
0.0322 |
2.6% |
0.0104 |
0.8% |
54% |
True |
False |
302,305 |
| 10 |
1.2577 |
1.1975 |
0.0602 |
4.8% |
0.0119 |
1.0% |
75% |
True |
False |
332,606 |
| 20 |
1.2577 |
1.1931 |
0.0646 |
5.2% |
0.0097 |
0.8% |
77% |
True |
False |
261,820 |
| 40 |
1.2577 |
1.1797 |
0.0780 |
6.3% |
0.0083 |
0.7% |
81% |
True |
False |
184,418 |
| 60 |
1.2577 |
1.1649 |
0.0928 |
7.5% |
0.0077 |
0.6% |
84% |
True |
False |
123,416 |
| 80 |
1.2577 |
1.1649 |
0.0928 |
7.5% |
0.0075 |
0.6% |
84% |
True |
False |
92,686 |
| 100 |
1.2577 |
1.1649 |
0.0928 |
7.5% |
0.0077 |
0.6% |
84% |
True |
False |
74,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3318 |
|
2.618 |
1.3033 |
|
1.618 |
1.2859 |
|
1.000 |
1.2751 |
|
0.618 |
1.2684 |
|
HIGH |
1.2577 |
|
0.618 |
1.2510 |
|
0.500 |
1.2489 |
|
0.382 |
1.2469 |
|
LOW |
1.2402 |
|
0.618 |
1.2294 |
|
1.000 |
1.2228 |
|
1.618 |
1.2120 |
|
2.618 |
1.1945 |
|
4.250 |
1.1660 |
|
|
| Fisher Pivots for day following 25-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2489 |
1.2425 |
| PP |
1.2469 |
1.2423 |
| S1 |
1.2448 |
1.2420 |
|