CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 21-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2018 |
21-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2434 |
1.2354 |
-0.0080 |
-0.6% |
1.2278 |
| High |
1.2458 |
1.2381 |
-0.0077 |
-0.6% |
1.2580 |
| Low |
1.2341 |
1.2301 |
-0.0040 |
-0.3% |
1.2262 |
| Close |
1.2357 |
1.2322 |
-0.0035 |
-0.3% |
1.2440 |
| Range |
0.0117 |
0.0080 |
-0.0038 |
-32.1% |
0.0318 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
325,966 |
220,540 |
-105,426 |
-32.3% |
1,114,267 |
|
| Daily Pivots for day following 21-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2573 |
1.2527 |
1.2365 |
|
| R3 |
1.2493 |
1.2447 |
1.2343 |
|
| R2 |
1.2414 |
1.2414 |
1.2336 |
|
| R1 |
1.2368 |
1.2368 |
1.2329 |
1.2351 |
| PP |
1.2334 |
1.2334 |
1.2334 |
1.2326 |
| S1 |
1.2288 |
1.2288 |
1.2314 |
1.2272 |
| S2 |
1.2255 |
1.2255 |
1.2307 |
|
| S3 |
1.2175 |
1.2209 |
1.2300 |
|
| S4 |
1.2096 |
1.2129 |
1.2278 |
|
|
| 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% |
0.0123 |
1.0% |
7% |
False |
True |
256,887 |
| 10 |
1.2580 |
1.2234 |
0.0346 |
2.8% |
0.0109 |
0.9% |
25% |
False |
False |
253,641 |
| 20 |
1.2580 |
1.2234 |
0.0346 |
2.8% |
0.0115 |
0.9% |
25% |
False |
False |
295,295 |
| 40 |
1.2580 |
1.1893 |
0.0687 |
5.6% |
0.0101 |
0.8% |
62% |
False |
False |
261,417 |
| 60 |
1.2580 |
1.1797 |
0.0783 |
6.4% |
0.0092 |
0.7% |
67% |
False |
False |
206,789 |
| 80 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0086 |
0.7% |
72% |
False |
False |
155,401 |
| 100 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0081 |
0.7% |
72% |
False |
False |
124,404 |
| 120 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0082 |
0.7% |
72% |
False |
False |
103,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2718 |
|
2.618 |
1.2589 |
|
1.618 |
1.2509 |
|
1.000 |
1.2460 |
|
0.618 |
1.2430 |
|
HIGH |
1.2381 |
|
0.618 |
1.2350 |
|
0.500 |
1.2341 |
|
0.382 |
1.2331 |
|
LOW |
1.2301 |
|
0.618 |
1.2252 |
|
1.000 |
1.2222 |
|
1.618 |
1.2172 |
|
2.618 |
1.2093 |
|
4.250 |
1.1963 |
|
|
| Fisher Pivots for day following 21-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2341 |
1.2440 |
| PP |
1.2334 |
1.2401 |
| S1 |
1.2328 |
1.2361 |
|