CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 12-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2018 |
12-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2277 |
1.2278 |
0.0001 |
0.0% |
1.2465 |
| High |
1.2316 |
1.2327 |
0.0012 |
0.1% |
1.2508 |
| Low |
1.2234 |
1.2262 |
0.0029 |
0.2% |
1.2234 |
| Close |
1.2260 |
1.2309 |
0.0049 |
0.4% |
1.2260 |
| Range |
0.0082 |
0.0065 |
-0.0017 |
-20.7% |
0.0275 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
276,282 |
170,502 |
-105,780 |
-38.3% |
1,529,566 |
|
| Daily Pivots for day following 12-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2494 |
1.2466 |
1.2344 |
|
| R3 |
1.2429 |
1.2401 |
1.2326 |
|
| R2 |
1.2364 |
1.2364 |
1.2320 |
|
| R1 |
1.2336 |
1.2336 |
1.2314 |
1.2350 |
| PP |
1.2299 |
1.2299 |
1.2299 |
1.2306 |
| S1 |
1.2271 |
1.2271 |
1.2303 |
1.2285 |
| S2 |
1.2234 |
1.2234 |
1.2297 |
|
| S3 |
1.2169 |
1.2206 |
1.2291 |
|
| S4 |
1.2104 |
1.2141 |
1.2273 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3157 |
1.2983 |
1.2410 |
|
| R3 |
1.2883 |
1.2708 |
1.2335 |
|
| R2 |
1.2608 |
1.2608 |
1.2310 |
|
| R1 |
1.2434 |
1.2434 |
1.2285 |
1.2384 |
| PP |
1.2334 |
1.2334 |
1.2334 |
1.2309 |
| S1 |
1.2159 |
1.2159 |
1.2234 |
1.2109 |
| S2 |
1.2059 |
1.2059 |
1.2209 |
|
| S3 |
1.1785 |
1.1885 |
1.2184 |
|
| S4 |
1.1510 |
1.1610 |
1.2109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2467 |
1.2234 |
0.0233 |
1.9% |
0.0103 |
0.8% |
32% |
False |
False |
283,297 |
| 10 |
1.2558 |
1.2234 |
0.0324 |
2.6% |
0.0108 |
0.9% |
23% |
False |
False |
292,043 |
| 20 |
1.2577 |
1.2209 |
0.0368 |
3.0% |
0.0109 |
0.9% |
27% |
False |
False |
307,504 |
| 40 |
1.2577 |
1.1829 |
0.0748 |
6.1% |
0.0094 |
0.8% |
64% |
False |
False |
255,461 |
| 60 |
1.2577 |
1.1797 |
0.0780 |
6.3% |
0.0086 |
0.7% |
66% |
False |
False |
182,143 |
| 80 |
1.2577 |
1.1649 |
0.0928 |
7.5% |
0.0082 |
0.7% |
71% |
False |
False |
136,803 |
| 100 |
1.2577 |
1.1649 |
0.0928 |
7.5% |
0.0080 |
0.7% |
71% |
False |
False |
109,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2603 |
|
2.618 |
1.2497 |
|
1.618 |
1.2432 |
|
1.000 |
1.2392 |
|
0.618 |
1.2367 |
|
HIGH |
1.2327 |
|
0.618 |
1.2302 |
|
0.500 |
1.2295 |
|
0.382 |
1.2287 |
|
LOW |
1.2262 |
|
0.618 |
1.2222 |
|
1.000 |
1.2197 |
|
1.618 |
1.2157 |
|
2.618 |
1.2092 |
|
4.250 |
1.1986 |
|
|
| Fisher Pivots for day following 12-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2304 |
1.2299 |
| PP |
1.2299 |
1.2290 |
| S1 |
1.2295 |
1.2280 |
|