CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 22-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2018 |
22-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2354 |
1.2295 |
-0.0059 |
-0.5% |
1.2278 |
| High |
1.2381 |
1.2370 |
-0.0011 |
-0.1% |
1.2580 |
| Low |
1.2301 |
1.2277 |
-0.0024 |
-0.2% |
1.2262 |
| Close |
1.2322 |
1.2349 |
0.0028 |
0.2% |
1.2440 |
| Range |
0.0080 |
0.0093 |
0.0014 |
17.0% |
0.0318 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
220,540 |
222,821 |
2,281 |
1.0% |
1,114,267 |
|
| Daily Pivots for day following 22-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2611 |
1.2573 |
1.2400 |
|
| R3 |
1.2518 |
1.2480 |
1.2375 |
|
| R2 |
1.2425 |
1.2425 |
1.2366 |
|
| R1 |
1.2387 |
1.2387 |
1.2358 |
1.2406 |
| PP |
1.2332 |
1.2332 |
1.2332 |
1.2342 |
| S1 |
1.2294 |
1.2294 |
1.2340 |
1.2313 |
| S2 |
1.2239 |
1.2239 |
1.2332 |
|
| S3 |
1.2146 |
1.2201 |
1.2323 |
|
| S4 |
1.2053 |
1.2108 |
1.2298 |
|
|
| 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 |
1.2277 |
0.0303 |
2.4% |
0.0103 |
0.8% |
24% |
False |
True |
240,342 |
| 10 |
1.2580 |
1.2234 |
0.0346 |
2.8% |
0.0102 |
0.8% |
33% |
False |
False |
248,310 |
| 20 |
1.2580 |
1.2234 |
0.0346 |
2.8% |
0.0113 |
0.9% |
33% |
False |
False |
290,273 |
| 40 |
1.2580 |
1.1922 |
0.0658 |
5.3% |
0.0102 |
0.8% |
65% |
False |
False |
263,507 |
| 60 |
1.2580 |
1.1797 |
0.0783 |
6.3% |
0.0091 |
0.7% |
71% |
False |
False |
210,462 |
| 80 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0084 |
0.7% |
75% |
False |
False |
158,168 |
| 100 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0081 |
0.7% |
75% |
False |
False |
126,630 |
| 120 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0082 |
0.7% |
75% |
False |
False |
105,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2765 |
|
2.618 |
1.2613 |
|
1.618 |
1.2520 |
|
1.000 |
1.2463 |
|
0.618 |
1.2427 |
|
HIGH |
1.2370 |
|
0.618 |
1.2334 |
|
0.500 |
1.2324 |
|
0.382 |
1.2313 |
|
LOW |
1.2277 |
|
0.618 |
1.2220 |
|
1.000 |
1.2184 |
|
1.618 |
1.2127 |
|
2.618 |
1.2034 |
|
4.250 |
1.1882 |
|
|
| Fisher Pivots for day following 22-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2341 |
1.2367 |
| PP |
1.2332 |
1.2361 |
| S1 |
1.2324 |
1.2355 |
|