CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 31-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2018 |
31-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2421 |
1.2439 |
0.0018 |
0.1% |
1.2298 |
| High |
1.2491 |
1.2511 |
0.0020 |
0.2% |
1.2577 |
| Low |
1.2372 |
1.2423 |
0.0051 |
0.4% |
1.2255 |
| Close |
1.2441 |
1.2448 |
0.0007 |
0.1% |
1.2460 |
| Range |
0.0120 |
0.0089 |
-0.0031 |
-25.9% |
0.0322 |
| ATR |
0.0099 |
0.0099 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
299,582 |
303,231 |
3,649 |
1.2% |
1,607,555 |
|
| Daily Pivots for day following 31-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2726 |
1.2675 |
1.2496 |
|
| R3 |
1.2637 |
1.2587 |
1.2472 |
|
| R2 |
1.2549 |
1.2549 |
1.2464 |
|
| R1 |
1.2498 |
1.2498 |
1.2456 |
1.2524 |
| PP |
1.2460 |
1.2460 |
1.2460 |
1.2473 |
| S1 |
1.2410 |
1.2410 |
1.2439 |
1.2435 |
| S2 |
1.2372 |
1.2372 |
1.2431 |
|
| S3 |
1.2283 |
1.2321 |
1.2423 |
|
| S4 |
1.2195 |
1.2233 |
1.2399 |
|
|
| 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 |
1.2372 |
0.0205 |
1.6% |
0.0120 |
1.0% |
37% |
False |
False |
354,948 |
| 10 |
1.2577 |
1.2209 |
0.0368 |
3.0% |
0.0104 |
0.8% |
65% |
False |
False |
296,212 |
| 20 |
1.2577 |
1.1964 |
0.0613 |
4.9% |
0.0104 |
0.8% |
79% |
False |
False |
291,328 |
| 40 |
1.2577 |
1.1797 |
0.0780 |
6.3% |
0.0085 |
0.7% |
83% |
False |
False |
214,257 |
| 60 |
1.2577 |
1.1649 |
0.0928 |
7.5% |
0.0080 |
0.6% |
86% |
False |
False |
143,677 |
| 80 |
1.2577 |
1.1649 |
0.0928 |
7.5% |
0.0077 |
0.6% |
86% |
False |
False |
107,885 |
| 100 |
1.2577 |
1.1649 |
0.0928 |
7.5% |
0.0077 |
0.6% |
86% |
False |
False |
86,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2887 |
|
2.618 |
1.2743 |
|
1.618 |
1.2654 |
|
1.000 |
1.2600 |
|
0.618 |
1.2566 |
|
HIGH |
1.2511 |
|
0.618 |
1.2477 |
|
0.500 |
1.2467 |
|
0.382 |
1.2456 |
|
LOW |
1.2423 |
|
0.618 |
1.2368 |
|
1.000 |
1.2334 |
|
1.618 |
1.2279 |
|
2.618 |
1.2191 |
|
4.250 |
1.2046 |
|
|
| Fisher Pivots for day following 31-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2467 |
1.2445 |
| PP |
1.2460 |
1.2443 |
| S1 |
1.2454 |
1.2441 |
|