CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 29-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2018 |
29-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2414 |
1.2456 |
0.0042 |
0.3% |
1.2298 |
| High |
1.2531 |
1.2469 |
-0.0062 |
-0.5% |
1.2577 |
| Low |
1.2410 |
1.2374 |
-0.0036 |
-0.3% |
1.2255 |
| Close |
1.2460 |
1.2427 |
-0.0034 |
-0.3% |
1.2460 |
| Range |
0.0121 |
0.0095 |
-0.0026 |
-21.5% |
0.0322 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
332,212 |
282,188 |
-50,024 |
-15.1% |
1,607,555 |
|
| Daily Pivots for day following 29-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2708 |
1.2662 |
1.2479 |
|
| R3 |
1.2613 |
1.2567 |
1.2453 |
|
| R2 |
1.2518 |
1.2518 |
1.2444 |
|
| R1 |
1.2472 |
1.2472 |
1.2435 |
1.2448 |
| PP |
1.2423 |
1.2423 |
1.2423 |
1.2411 |
| S1 |
1.2377 |
1.2377 |
1.2418 |
1.2353 |
| S2 |
1.2328 |
1.2328 |
1.2409 |
|
| S3 |
1.2233 |
1.2282 |
1.2400 |
|
| S4 |
1.2138 |
1.2187 |
1.2374 |
|
|
| 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 |
1.2264 |
0.0313 |
2.5% |
0.0120 |
1.0% |
52% |
False |
False |
343,246 |
| 10 |
1.2577 |
1.2209 |
0.0368 |
3.0% |
0.0109 |
0.9% |
59% |
False |
False |
322,965 |
| 20 |
1.2577 |
1.1964 |
0.0613 |
4.9% |
0.0102 |
0.8% |
76% |
False |
False |
279,822 |
| 40 |
1.2577 |
1.1797 |
0.0780 |
6.3% |
0.0085 |
0.7% |
81% |
False |
False |
199,526 |
| 60 |
1.2577 |
1.1649 |
0.0928 |
7.5% |
0.0079 |
0.6% |
84% |
False |
False |
133,649 |
| 80 |
1.2577 |
1.1649 |
0.0928 |
7.5% |
0.0076 |
0.6% |
84% |
False |
False |
100,360 |
| 100 |
1.2577 |
1.1649 |
0.0928 |
7.5% |
0.0077 |
0.6% |
84% |
False |
False |
80,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2873 |
|
2.618 |
1.2718 |
|
1.618 |
1.2623 |
|
1.000 |
1.2564 |
|
0.618 |
1.2528 |
|
HIGH |
1.2469 |
|
0.618 |
1.2433 |
|
0.500 |
1.2422 |
|
0.382 |
1.2410 |
|
LOW |
1.2374 |
|
0.618 |
1.2315 |
|
1.000 |
1.2279 |
|
1.618 |
1.2220 |
|
2.618 |
1.2125 |
|
4.250 |
1.1970 |
|
|
| Fisher Pivots for day following 29-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2425 |
1.2475 |
| PP |
1.2423 |
1.2459 |
| S1 |
1.2422 |
1.2443 |
|