CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 07-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2018 |
07-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2406 |
1.2411 |
0.0005 |
0.0% |
1.2456 |
| High |
1.2467 |
1.2437 |
-0.0030 |
-0.2% |
1.2558 |
| Low |
1.2345 |
1.2276 |
-0.0070 |
-0.6% |
1.2372 |
| Close |
1.2424 |
1.2306 |
-0.0119 |
-1.0% |
1.2486 |
| Range |
0.0122 |
0.0162 |
0.0040 |
32.9% |
0.0186 |
| ATR |
0.0104 |
0.0108 |
0.0004 |
3.9% |
0.0000 |
| Volume |
370,346 |
276,130 |
-94,216 |
-25.4% |
1,502,559 |
|
| Daily Pivots for day following 07-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2824 |
1.2726 |
1.2394 |
|
| R3 |
1.2662 |
1.2565 |
1.2350 |
|
| R2 |
1.2501 |
1.2501 |
1.2335 |
|
| R1 |
1.2403 |
1.2403 |
1.2320 |
1.2371 |
| PP |
1.2339 |
1.2339 |
1.2339 |
1.2323 |
| S1 |
1.2242 |
1.2242 |
1.2291 |
1.2210 |
| S2 |
1.2178 |
1.2178 |
1.2276 |
|
| S3 |
1.2016 |
1.2080 |
1.2261 |
|
| S4 |
1.1855 |
1.1919 |
1.2217 |
|
|
| 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 |
1.2276 |
0.0282 |
2.3% |
0.0129 |
1.0% |
11% |
False |
True |
309,523 |
| 10 |
1.2577 |
1.2276 |
0.0301 |
2.4% |
0.0124 |
1.0% |
10% |
False |
True |
332,235 |
| 20 |
1.2577 |
1.1971 |
0.0606 |
4.9% |
0.0118 |
1.0% |
55% |
False |
False |
319,156 |
| 40 |
1.2577 |
1.1797 |
0.0780 |
6.3% |
0.0094 |
0.8% |
65% |
False |
False |
248,242 |
| 60 |
1.2577 |
1.1715 |
0.0862 |
7.0% |
0.0086 |
0.7% |
69% |
False |
False |
169,371 |
| 80 |
1.2577 |
1.1649 |
0.0928 |
7.5% |
0.0081 |
0.7% |
71% |
False |
False |
127,198 |
| 100 |
1.2577 |
1.1649 |
0.0928 |
7.5% |
0.0080 |
0.6% |
71% |
False |
False |
101,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3123 |
|
2.618 |
1.2860 |
|
1.618 |
1.2698 |
|
1.000 |
1.2599 |
|
0.618 |
1.2537 |
|
HIGH |
1.2437 |
|
0.618 |
1.2375 |
|
0.500 |
1.2356 |
|
0.382 |
1.2337 |
|
LOW |
1.2276 |
|
0.618 |
1.2176 |
|
1.000 |
1.2114 |
|
1.618 |
1.2014 |
|
2.618 |
1.1853 |
|
4.250 |
1.1589 |
|
|
| Fisher Pivots for day following 07-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2356 |
1.2392 |
| PP |
1.2339 |
1.2363 |
| S1 |
1.2322 |
1.2334 |
|