CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 13-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2018 |
13-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2278 |
1.2319 |
0.0041 |
0.3% |
1.2465 |
| High |
1.2327 |
1.2398 |
0.0071 |
0.6% |
1.2508 |
| Low |
1.2262 |
1.2311 |
0.0049 |
0.4% |
1.2234 |
| Close |
1.2309 |
1.2381 |
0.0072 |
0.6% |
1.2260 |
| Range |
0.0065 |
0.0087 |
0.0022 |
33.1% |
0.0275 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
170,502 |
205,834 |
35,332 |
20.7% |
1,529,566 |
|
| Daily Pivots for day following 13-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2623 |
1.2588 |
1.2428 |
|
| R3 |
1.2536 |
1.2502 |
1.2404 |
|
| R2 |
1.2450 |
1.2450 |
1.2396 |
|
| R1 |
1.2415 |
1.2415 |
1.2388 |
1.2432 |
| PP |
1.2363 |
1.2363 |
1.2363 |
1.2372 |
| S1 |
1.2329 |
1.2329 |
1.2373 |
1.2346 |
| S2 |
1.2277 |
1.2277 |
1.2365 |
|
| S3 |
1.2190 |
1.2242 |
1.2357 |
|
| S4 |
1.2104 |
1.2156 |
1.2333 |
|
|
| 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 |
1.2437 |
1.2234 |
0.0204 |
1.6% |
0.0096 |
0.8% |
72% |
False |
False |
250,395 |
| 10 |
1.2558 |
1.2234 |
0.0324 |
2.6% |
0.0105 |
0.8% |
45% |
False |
False |
282,669 |
| 20 |
1.2577 |
1.2209 |
0.0368 |
3.0% |
0.0108 |
0.9% |
47% |
False |
False |
290,492 |
| 40 |
1.2577 |
1.1829 |
0.0748 |
6.0% |
0.0094 |
0.8% |
74% |
False |
False |
255,308 |
| 60 |
1.2577 |
1.1797 |
0.0780 |
6.3% |
0.0087 |
0.7% |
75% |
False |
False |
185,533 |
| 80 |
1.2577 |
1.1649 |
0.0928 |
7.5% |
0.0082 |
0.7% |
79% |
False |
False |
139,372 |
| 100 |
1.2577 |
1.1649 |
0.0928 |
7.5% |
0.0079 |
0.6% |
79% |
False |
False |
111,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2765 |
|
2.618 |
1.2624 |
|
1.618 |
1.2537 |
|
1.000 |
1.2484 |
|
0.618 |
1.2451 |
|
HIGH |
1.2398 |
|
0.618 |
1.2364 |
|
0.500 |
1.2354 |
|
0.382 |
1.2344 |
|
LOW |
1.2311 |
|
0.618 |
1.2258 |
|
1.000 |
1.2225 |
|
1.618 |
1.2171 |
|
2.618 |
1.2085 |
|
4.250 |
1.1943 |
|
|
| Fisher Pivots for day following 13-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2372 |
1.2359 |
| PP |
1.2363 |
1.2337 |
| S1 |
1.2354 |
1.2316 |
|