CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 01-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2018 |
01-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2439 |
1.2448 |
0.0009 |
0.1% |
1.2298 |
| High |
1.2511 |
1.2558 |
0.0047 |
0.4% |
1.2577 |
| Low |
1.2423 |
1.2419 |
-0.0004 |
0.0% |
1.2255 |
| Close |
1.2448 |
1.2538 |
0.0090 |
0.7% |
1.2460 |
| Range |
0.0089 |
0.0139 |
0.0050 |
56.5% |
0.0322 |
| ATR |
0.0099 |
0.0101 |
0.0003 |
2.9% |
0.0000 |
| Volume |
303,231 |
297,451 |
-5,780 |
-1.9% |
1,607,555 |
|
| Daily Pivots for day following 01-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2920 |
1.2867 |
1.2614 |
|
| R3 |
1.2782 |
1.2729 |
1.2576 |
|
| R2 |
1.2643 |
1.2643 |
1.2563 |
|
| R1 |
1.2590 |
1.2590 |
1.2550 |
1.2617 |
| PP |
1.2505 |
1.2505 |
1.2505 |
1.2518 |
| S1 |
1.2452 |
1.2452 |
1.2525 |
1.2478 |
| S2 |
1.2366 |
1.2366 |
1.2512 |
|
| S3 |
1.2228 |
1.2313 |
1.2499 |
|
| S4 |
1.2089 |
1.2175 |
1.2461 |
|
|
| 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 |
1.2558 |
1.2372 |
0.0186 |
1.5% |
0.0113 |
0.9% |
89% |
True |
False |
302,932 |
| 10 |
1.2577 |
1.2255 |
0.0322 |
2.6% |
0.0108 |
0.9% |
88% |
False |
False |
302,619 |
| 20 |
1.2577 |
1.1964 |
0.0613 |
4.9% |
0.0108 |
0.9% |
94% |
False |
False |
296,964 |
| 40 |
1.2577 |
1.1797 |
0.0780 |
6.2% |
0.0087 |
0.7% |
95% |
False |
False |
221,543 |
| 60 |
1.2577 |
1.1649 |
0.0928 |
7.4% |
0.0081 |
0.6% |
96% |
False |
False |
148,628 |
| 80 |
1.2577 |
1.1649 |
0.0928 |
7.4% |
0.0078 |
0.6% |
96% |
False |
False |
111,599 |
| 100 |
1.2577 |
1.1649 |
0.0928 |
7.4% |
0.0078 |
0.6% |
96% |
False |
False |
89,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3146 |
|
2.618 |
1.2920 |
|
1.618 |
1.2782 |
|
1.000 |
1.2696 |
|
0.618 |
1.2643 |
|
HIGH |
1.2558 |
|
0.618 |
1.2505 |
|
0.500 |
1.2488 |
|
0.382 |
1.2472 |
|
LOW |
1.2419 |
|
0.618 |
1.2333 |
|
1.000 |
1.2281 |
|
1.618 |
1.2195 |
|
2.618 |
1.2056 |
|
4.250 |
1.1830 |
|
|
| Fisher Pivots for day following 01-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2521 |
1.2513 |
| PP |
1.2505 |
1.2489 |
| S1 |
1.2488 |
1.2465 |
|