CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 20-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2018 |
20-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2521 |
1.2434 |
-0.0087 |
-0.7% |
1.2278 |
| High |
1.2580 |
1.2458 |
-0.0122 |
-1.0% |
1.2580 |
| Low |
1.2416 |
1.2341 |
-0.0075 |
-0.6% |
1.2262 |
| Close |
1.2440 |
1.2357 |
-0.0083 |
-0.7% |
1.2440 |
| Range |
0.0164 |
0.0117 |
-0.0047 |
-28.7% |
0.0318 |
| ATR |
0.0109 |
0.0110 |
0.0001 |
0.5% |
0.0000 |
| Volume |
233,936 |
325,966 |
92,030 |
39.3% |
1,114,267 |
|
| Daily Pivots for day following 20-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2736 |
1.2663 |
1.2421 |
|
| R3 |
1.2619 |
1.2546 |
1.2389 |
|
| R2 |
1.2502 |
1.2502 |
1.2378 |
|
| R1 |
1.2429 |
1.2429 |
1.2367 |
1.2407 |
| PP |
1.2385 |
1.2385 |
1.2385 |
1.2374 |
| S1 |
1.2312 |
1.2312 |
1.2346 |
1.2290 |
| S2 |
1.2268 |
1.2268 |
1.2335 |
|
| S3 |
1.2151 |
1.2195 |
1.2324 |
|
| S4 |
1.2034 |
1.2078 |
1.2292 |
|
|
| 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 |
1.2301 |
0.0279 |
2.3% |
0.0124 |
1.0% |
20% |
False |
False |
253,946 |
| 10 |
1.2580 |
1.2234 |
0.0346 |
2.8% |
0.0113 |
0.9% |
36% |
False |
False |
268,621 |
| 20 |
1.2580 |
1.2234 |
0.0346 |
2.8% |
0.0115 |
0.9% |
36% |
False |
False |
295,320 |
| 40 |
1.2580 |
1.1893 |
0.0687 |
5.6% |
0.0100 |
0.8% |
68% |
False |
False |
259,872 |
| 60 |
1.2580 |
1.1797 |
0.0783 |
6.3% |
0.0092 |
0.7% |
72% |
False |
False |
203,166 |
| 80 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0086 |
0.7% |
76% |
False |
False |
152,652 |
| 100 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0081 |
0.7% |
76% |
False |
False |
122,202 |
| 120 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0082 |
0.7% |
76% |
False |
False |
101,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2955 |
|
2.618 |
1.2764 |
|
1.618 |
1.2647 |
|
1.000 |
1.2575 |
|
0.618 |
1.2530 |
|
HIGH |
1.2458 |
|
0.618 |
1.2413 |
|
0.500 |
1.2399 |
|
0.382 |
1.2385 |
|
LOW |
1.2341 |
|
0.618 |
1.2268 |
|
1.000 |
1.2224 |
|
1.618 |
1.2151 |
|
2.618 |
1.2034 |
|
4.250 |
1.1843 |
|
|
| Fisher Pivots for day following 20-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2399 |
1.2460 |
| PP |
1.2385 |
1.2426 |
| S1 |
1.2371 |
1.2391 |
|