CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 05-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2018 |
05-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2540 |
1.2465 |
-0.0075 |
-0.6% |
1.2456 |
| High |
1.2552 |
1.2508 |
-0.0044 |
-0.3% |
1.2558 |
| Low |
1.2442 |
1.2395 |
-0.0047 |
-0.4% |
1.2372 |
| Close |
1.2486 |
1.2432 |
-0.0054 |
-0.4% |
1.2486 |
| Range |
0.0110 |
0.0114 |
0.0004 |
3.2% |
0.0186 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
0.8% |
0.0000 |
| Volume |
320,107 |
283,581 |
-36,526 |
-11.4% |
1,502,559 |
|
| Daily Pivots for day following 05-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2785 |
1.2722 |
1.2494 |
|
| R3 |
1.2672 |
1.2608 |
1.2463 |
|
| R2 |
1.2558 |
1.2558 |
1.2452 |
|
| R1 |
1.2495 |
1.2495 |
1.2442 |
1.2470 |
| PP |
1.2445 |
1.2445 |
1.2445 |
1.2432 |
| S1 |
1.2381 |
1.2381 |
1.2421 |
1.2356 |
| S2 |
1.2331 |
1.2331 |
1.2411 |
|
| S3 |
1.2218 |
1.2268 |
1.2400 |
|
| S4 |
1.2104 |
1.2154 |
1.2369 |
|
|
| 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% |
0.0114 |
0.9% |
32% |
False |
False |
300,790 |
| 10 |
1.2577 |
1.2264 |
0.0313 |
2.5% |
0.0117 |
0.9% |
54% |
False |
False |
322,018 |
| 20 |
1.2577 |
1.1964 |
0.0613 |
4.9% |
0.0112 |
0.9% |
76% |
False |
False |
306,647 |
| 40 |
1.2577 |
1.1797 |
0.0780 |
6.3% |
0.0089 |
0.7% |
81% |
False |
False |
235,221 |
| 60 |
1.2577 |
1.1675 |
0.0902 |
7.3% |
0.0083 |
0.7% |
84% |
False |
False |
158,659 |
| 80 |
1.2577 |
1.1649 |
0.0928 |
7.5% |
0.0079 |
0.6% |
84% |
False |
False |
119,132 |
| 100 |
1.2577 |
1.1649 |
0.0928 |
7.5% |
0.0079 |
0.6% |
84% |
False |
False |
95,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2990 |
|
2.618 |
1.2805 |
|
1.618 |
1.2692 |
|
1.000 |
1.2622 |
|
0.618 |
1.2578 |
|
HIGH |
1.2508 |
|
0.618 |
1.2465 |
|
0.500 |
1.2451 |
|
0.382 |
1.2438 |
|
LOW |
1.2395 |
|
0.618 |
1.2324 |
|
1.000 |
1.2281 |
|
1.618 |
1.2211 |
|
2.618 |
1.2097 |
|
4.250 |
1.1912 |
|
|
| Fisher Pivots for day following 05-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2451 |
1.2476 |
| PP |
1.2445 |
1.2461 |
| S1 |
1.2438 |
1.2446 |
|