CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 26-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2018 |
26-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2440 |
1.2414 |
-0.0026 |
-0.2% |
1.2298 |
| High |
1.2577 |
1.2531 |
-0.0046 |
-0.4% |
1.2577 |
| Low |
1.2402 |
1.2410 |
0.0008 |
0.1% |
1.2255 |
| Close |
1.2428 |
1.2460 |
0.0032 |
0.3% |
1.2460 |
| Range |
0.0175 |
0.0121 |
-0.0054 |
-30.7% |
0.0322 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
1.8% |
0.0000 |
| Volume |
557,530 |
332,212 |
-225,318 |
-40.4% |
1,607,555 |
|
| Daily Pivots for day following 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2830 |
1.2766 |
1.2527 |
|
| R3 |
1.2709 |
1.2645 |
1.2493 |
|
| R2 |
1.2588 |
1.2588 |
1.2482 |
|
| R1 |
1.2524 |
1.2524 |
1.2471 |
1.2556 |
| PP |
1.2467 |
1.2467 |
1.2467 |
1.2483 |
| S1 |
1.2403 |
1.2403 |
1.2449 |
1.2435 |
| S2 |
1.2346 |
1.2346 |
1.2438 |
|
| S3 |
1.2225 |
1.2282 |
1.2427 |
|
| S4 |
1.2104 |
1.2161 |
1.2393 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3395 |
1.3249 |
1.2637 |
|
| R3 |
1.3074 |
1.2928 |
1.2548 |
|
| R2 |
1.2752 |
1.2752 |
1.2519 |
|
| R1 |
1.2606 |
1.2606 |
1.2489 |
1.2679 |
| PP |
1.2431 |
1.2431 |
1.2431 |
1.2467 |
| S1 |
1.2285 |
1.2285 |
1.2431 |
1.2358 |
| S2 |
1.2109 |
1.2109 |
1.2401 |
|
| S3 |
1.1788 |
1.1963 |
1.2372 |
|
| S4 |
1.1466 |
1.1642 |
1.2283 |
|
|
| 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% |
0.0112 |
0.9% |
64% |
False |
False |
321,511 |
| 10 |
1.2577 |
1.2077 |
0.0500 |
4.0% |
0.0118 |
1.0% |
77% |
False |
False |
334,108 |
| 20 |
1.2577 |
1.1953 |
0.0624 |
5.0% |
0.0100 |
0.8% |
81% |
False |
False |
272,190 |
| 40 |
1.2577 |
1.1797 |
0.0780 |
6.3% |
0.0084 |
0.7% |
85% |
False |
False |
192,604 |
| 60 |
1.2577 |
1.1649 |
0.0928 |
7.4% |
0.0078 |
0.6% |
87% |
False |
False |
128,948 |
| 80 |
1.2577 |
1.1649 |
0.0928 |
7.4% |
0.0076 |
0.6% |
87% |
False |
False |
96,835 |
| 100 |
1.2577 |
1.1649 |
0.0928 |
7.4% |
0.0076 |
0.6% |
87% |
False |
False |
77,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3045 |
|
2.618 |
1.2848 |
|
1.618 |
1.2727 |
|
1.000 |
1.2652 |
|
0.618 |
1.2606 |
|
HIGH |
1.2531 |
|
0.618 |
1.2485 |
|
0.500 |
1.2471 |
|
0.382 |
1.2456 |
|
LOW |
1.2410 |
|
0.618 |
1.2335 |
|
1.000 |
1.2289 |
|
1.618 |
1.2214 |
|
2.618 |
1.2093 |
|
4.250 |
1.1896 |
|
|
| Fisher Pivots for day following 26-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2471 |
1.2458 |
| PP |
1.2467 |
1.2455 |
| S1 |
1.2464 |
1.2453 |
|