CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 16-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2018 |
16-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2475 |
1.2521 |
0.0046 |
0.4% |
1.2278 |
| High |
1.2534 |
1.2580 |
0.0046 |
0.4% |
1.2580 |
| Low |
1.2471 |
1.2416 |
-0.0056 |
-0.4% |
1.2262 |
| Close |
1.2530 |
1.2440 |
-0.0091 |
-0.7% |
1.2440 |
| Range |
0.0063 |
0.0164 |
0.0102 |
162.4% |
0.0318 |
| ATR |
0.0105 |
0.0109 |
0.0004 |
4.0% |
0.0000 |
| Volume |
198,451 |
233,936 |
35,485 |
17.9% |
1,114,267 |
|
| Daily Pivots for day following 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2970 |
1.2869 |
1.2530 |
|
| R3 |
1.2806 |
1.2705 |
1.2485 |
|
| R2 |
1.2642 |
1.2642 |
1.2470 |
|
| R1 |
1.2541 |
1.2541 |
1.2455 |
1.2510 |
| PP |
1.2478 |
1.2478 |
1.2478 |
1.2463 |
| S1 |
1.2377 |
1.2377 |
1.2424 |
1.2346 |
| S2 |
1.2314 |
1.2314 |
1.2409 |
|
| S3 |
1.2150 |
1.2213 |
1.2394 |
|
| S4 |
1.1986 |
1.2049 |
1.2349 |
|
|
| Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3380 |
1.3227 |
1.2614 |
|
| R3 |
1.3062 |
1.2910 |
1.2527 |
|
| R2 |
1.2745 |
1.2745 |
1.2498 |
|
| R1 |
1.2592 |
1.2592 |
1.2469 |
1.2668 |
| PP |
1.2427 |
1.2427 |
1.2427 |
1.2465 |
| S1 |
1.2275 |
1.2275 |
1.2410 |
1.2351 |
| S2 |
1.2110 |
1.2110 |
1.2381 |
|
| S3 |
1.1792 |
1.1957 |
1.2352 |
|
| S4 |
1.1475 |
1.1640 |
1.2265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2580 |
1.2262 |
0.0318 |
2.6% |
0.0114 |
0.9% |
56% |
True |
False |
222,853 |
| 10 |
1.2580 |
1.2234 |
0.0346 |
2.8% |
0.0113 |
0.9% |
60% |
True |
False |
264,383 |
| 20 |
1.2580 |
1.2234 |
0.0346 |
2.8% |
0.0112 |
0.9% |
60% |
True |
False |
287,697 |
| 40 |
1.2580 |
1.1893 |
0.0687 |
5.5% |
0.0099 |
0.8% |
80% |
True |
False |
256,798 |
| 60 |
1.2580 |
1.1797 |
0.0783 |
6.3% |
0.0091 |
0.7% |
82% |
True |
False |
197,760 |
| 80 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0085 |
0.7% |
85% |
True |
False |
148,582 |
| 100 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0081 |
0.7% |
85% |
True |
False |
118,946 |
| 120 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0082 |
0.7% |
85% |
True |
False |
99,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3277 |
|
2.618 |
1.3009 |
|
1.618 |
1.2845 |
|
1.000 |
1.2744 |
|
0.618 |
1.2681 |
|
HIGH |
1.2580 |
|
0.618 |
1.2517 |
|
0.500 |
1.2498 |
|
0.382 |
1.2478 |
|
LOW |
1.2416 |
|
0.618 |
1.2314 |
|
1.000 |
1.2252 |
|
1.618 |
1.2150 |
|
2.618 |
1.1986 |
|
4.250 |
1.1719 |
|
|
| Fisher Pivots for day following 16-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2498 |
1.2440 |
| PP |
1.2478 |
1.2440 |
| S1 |
1.2459 |
1.2440 |
|