CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 02-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2018 |
02-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2448 |
1.2540 |
0.0093 |
0.7% |
1.2456 |
| High |
1.2558 |
1.2552 |
-0.0006 |
0.0% |
1.2558 |
| Low |
1.2419 |
1.2442 |
0.0023 |
0.2% |
1.2372 |
| Close |
1.2538 |
1.2486 |
-0.0052 |
-0.4% |
1.2486 |
| Range |
0.0139 |
0.0110 |
-0.0029 |
-20.6% |
0.0186 |
| ATR |
0.0101 |
0.0102 |
0.0001 |
0.6% |
0.0000 |
| Volume |
297,451 |
320,107 |
22,656 |
7.6% |
1,502,559 |
|
| Daily Pivots for day following 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2823 |
1.2764 |
1.2546 |
|
| R3 |
1.2713 |
1.2654 |
1.2516 |
|
| R2 |
1.2603 |
1.2603 |
1.2506 |
|
| R1 |
1.2544 |
1.2544 |
1.2496 |
1.2519 |
| PP |
1.2493 |
1.2493 |
1.2493 |
1.2480 |
| S1 |
1.2434 |
1.2434 |
1.2475 |
1.2409 |
| S2 |
1.2383 |
1.2383 |
1.2465 |
|
| S3 |
1.2273 |
1.2324 |
1.2455 |
|
| S4 |
1.2163 |
1.2214 |
1.2425 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3030 |
1.2944 |
1.2588 |
|
| R3 |
1.2844 |
1.2758 |
1.2537 |
|
| R2 |
1.2658 |
1.2658 |
1.2520 |
|
| R1 |
1.2572 |
1.2572 |
1.2503 |
1.2615 |
| PP |
1.2472 |
1.2472 |
1.2472 |
1.2493 |
| S1 |
1.2386 |
1.2386 |
1.2468 |
1.2429 |
| S2 |
1.2286 |
1.2286 |
1.2451 |
|
| S3 |
1.2100 |
1.2200 |
1.2434 |
|
| S4 |
1.1914 |
1.2014 |
1.2383 |
|
|
| 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% |
0.0110 |
0.9% |
61% |
False |
False |
300,511 |
| 10 |
1.2577 |
1.2255 |
0.0322 |
2.6% |
0.0111 |
0.9% |
72% |
False |
False |
311,011 |
| 20 |
1.2577 |
1.1964 |
0.0613 |
4.9% |
0.0109 |
0.9% |
85% |
False |
False |
301,846 |
| 40 |
1.2577 |
1.1797 |
0.0780 |
6.2% |
0.0088 |
0.7% |
88% |
False |
False |
228,990 |
| 60 |
1.2577 |
1.1649 |
0.0928 |
7.4% |
0.0082 |
0.7% |
90% |
False |
False |
153,948 |
| 80 |
1.2577 |
1.1649 |
0.0928 |
7.4% |
0.0079 |
0.6% |
90% |
False |
False |
115,596 |
| 100 |
1.2577 |
1.1649 |
0.0928 |
7.4% |
0.0078 |
0.6% |
90% |
False |
False |
92,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3019 |
|
2.618 |
1.2839 |
|
1.618 |
1.2729 |
|
1.000 |
1.2662 |
|
0.618 |
1.2619 |
|
HIGH |
1.2552 |
|
0.618 |
1.2509 |
|
0.500 |
1.2497 |
|
0.382 |
1.2484 |
|
LOW |
1.2442 |
|
0.618 |
1.2374 |
|
1.000 |
1.2332 |
|
1.618 |
1.2264 |
|
2.618 |
1.2154 |
|
4.250 |
1.1974 |
|
|
| Fisher Pivots for day following 02-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2497 |
1.2488 |
| PP |
1.2493 |
1.2487 |
| S1 |
1.2489 |
1.2486 |
|