CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 14-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2018 |
14-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2319 |
1.2375 |
0.0056 |
0.5% |
1.2465 |
| High |
1.2398 |
1.2491 |
0.0094 |
0.8% |
1.2508 |
| Low |
1.2311 |
1.2301 |
-0.0010 |
-0.1% |
1.2234 |
| Close |
1.2381 |
1.2463 |
0.0082 |
0.7% |
1.2260 |
| Range |
0.0087 |
0.0190 |
0.0104 |
119.7% |
0.0275 |
| ATR |
0.0101 |
0.0108 |
0.0006 |
6.3% |
0.0000 |
| Volume |
205,834 |
305,544 |
99,710 |
48.4% |
1,529,566 |
|
| Daily Pivots for day following 14-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2988 |
1.2915 |
1.2567 |
|
| R3 |
1.2798 |
1.2725 |
1.2515 |
|
| R2 |
1.2608 |
1.2608 |
1.2497 |
|
| R1 |
1.2535 |
1.2535 |
1.2480 |
1.2572 |
| PP |
1.2418 |
1.2418 |
1.2418 |
1.2436 |
| S1 |
1.2345 |
1.2345 |
1.2445 |
1.2382 |
| S2 |
1.2228 |
1.2228 |
1.2428 |
|
| S3 |
1.2038 |
1.2155 |
1.2410 |
|
| S4 |
1.1848 |
1.1965 |
1.2358 |
|
|
| 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 |
1.2491 |
1.2234 |
0.0258 |
2.1% |
0.0101 |
0.8% |
89% |
True |
False |
256,277 |
| 10 |
1.2558 |
1.2234 |
0.0324 |
2.6% |
0.0115 |
0.9% |
71% |
False |
False |
282,900 |
| 20 |
1.2577 |
1.2209 |
0.0368 |
2.9% |
0.0110 |
0.9% |
69% |
False |
False |
289,556 |
| 40 |
1.2577 |
1.1829 |
0.0748 |
6.0% |
0.0097 |
0.8% |
85% |
False |
False |
255,733 |
| 60 |
1.2577 |
1.1797 |
0.0780 |
6.3% |
0.0089 |
0.7% |
85% |
False |
False |
190,602 |
| 80 |
1.2577 |
1.1649 |
0.0928 |
7.4% |
0.0084 |
0.7% |
88% |
False |
False |
143,187 |
| 100 |
1.2577 |
1.1649 |
0.0928 |
7.4% |
0.0081 |
0.6% |
88% |
False |
False |
114,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3299 |
|
2.618 |
1.2988 |
|
1.618 |
1.2798 |
|
1.000 |
1.2681 |
|
0.618 |
1.2608 |
|
HIGH |
1.2491 |
|
0.618 |
1.2418 |
|
0.500 |
1.2396 |
|
0.382 |
1.2374 |
|
LOW |
1.2301 |
|
0.618 |
1.2184 |
|
1.000 |
1.2111 |
|
1.618 |
1.1994 |
|
2.618 |
1.1804 |
|
4.250 |
1.1494 |
|
|
| Fisher Pivots for day following 14-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2440 |
1.2434 |
| PP |
1.2418 |
1.2405 |
| S1 |
1.2396 |
1.2377 |
|