CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 08-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2018 |
08-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2411 |
1.2284 |
-0.0127 |
-1.0% |
1.2456 |
| High |
1.2437 |
1.2324 |
-0.0114 |
-0.9% |
1.2558 |
| Low |
1.2276 |
1.2240 |
-0.0036 |
-0.3% |
1.2372 |
| Close |
1.2306 |
1.2291 |
-0.0015 |
-0.1% |
1.2486 |
| Range |
0.0162 |
0.0084 |
-0.0078 |
-48.3% |
0.0186 |
| ATR |
0.0108 |
0.0107 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
276,130 |
323,227 |
47,097 |
17.1% |
1,502,559 |
|
| Daily Pivots for day following 08-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2535 |
1.2497 |
1.2337 |
|
| R3 |
1.2452 |
1.2413 |
1.2314 |
|
| R2 |
1.2368 |
1.2368 |
1.2306 |
|
| R1 |
1.2330 |
1.2330 |
1.2299 |
1.2349 |
| PP |
1.2285 |
1.2285 |
1.2285 |
1.2295 |
| S1 |
1.2246 |
1.2246 |
1.2283 |
1.2266 |
| S2 |
1.2201 |
1.2201 |
1.2276 |
|
| S3 |
1.2118 |
1.2163 |
1.2268 |
|
| S4 |
1.2034 |
1.2079 |
1.2245 |
|
|
| 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 |
1.2552 |
1.2240 |
0.0312 |
2.5% |
0.0118 |
1.0% |
16% |
False |
True |
314,678 |
| 10 |
1.2558 |
1.2240 |
0.0318 |
2.6% |
0.0115 |
0.9% |
16% |
False |
True |
308,805 |
| 20 |
1.2577 |
1.1975 |
0.0602 |
4.9% |
0.0117 |
1.0% |
53% |
False |
False |
320,705 |
| 40 |
1.2577 |
1.1797 |
0.0780 |
6.3% |
0.0095 |
0.8% |
63% |
False |
False |
254,283 |
| 60 |
1.2577 |
1.1728 |
0.0849 |
6.9% |
0.0087 |
0.7% |
66% |
False |
False |
174,734 |
| 80 |
1.2577 |
1.1649 |
0.0928 |
7.6% |
0.0081 |
0.7% |
69% |
False |
False |
131,230 |
| 100 |
1.2577 |
1.1649 |
0.0928 |
7.6% |
0.0080 |
0.6% |
69% |
False |
False |
105,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2678 |
|
2.618 |
1.2542 |
|
1.618 |
1.2459 |
|
1.000 |
1.2407 |
|
0.618 |
1.2375 |
|
HIGH |
1.2324 |
|
0.618 |
1.2292 |
|
0.500 |
1.2282 |
|
0.382 |
1.2272 |
|
LOW |
1.2240 |
|
0.618 |
1.2188 |
|
1.000 |
1.2157 |
|
1.618 |
1.2105 |
|
2.618 |
1.2021 |
|
4.250 |
1.1885 |
|
|
| Fisher Pivots for day following 08-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2288 |
1.2353 |
| PP |
1.2285 |
1.2333 |
| S1 |
1.2282 |
1.2312 |
|