CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 23-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2018 |
23-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2295 |
1.2346 |
0.0051 |
0.4% |
1.2434 |
| High |
1.2370 |
1.2354 |
-0.0016 |
-0.1% |
1.2458 |
| Low |
1.2277 |
1.2297 |
0.0020 |
0.2% |
1.2277 |
| Close |
1.2349 |
1.2314 |
-0.0036 |
-0.3% |
1.2314 |
| Range |
0.0093 |
0.0058 |
-0.0036 |
-38.2% |
0.0181 |
| ATR |
0.0107 |
0.0103 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
222,821 |
161,722 |
-61,099 |
-27.4% |
931,049 |
|
| Daily Pivots for day following 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2494 |
1.2461 |
1.2345 |
|
| R3 |
1.2436 |
1.2404 |
1.2329 |
|
| R2 |
1.2379 |
1.2379 |
1.2324 |
|
| R1 |
1.2346 |
1.2346 |
1.2319 |
1.2334 |
| PP |
1.2321 |
1.2321 |
1.2321 |
1.2315 |
| S1 |
1.2289 |
1.2289 |
1.2308 |
1.2276 |
| S2 |
1.2264 |
1.2264 |
1.2303 |
|
| S3 |
1.2206 |
1.2231 |
1.2298 |
|
| S4 |
1.2149 |
1.2174 |
1.2282 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2891 |
1.2783 |
1.2413 |
|
| R3 |
1.2710 |
1.2602 |
1.2363 |
|
| R2 |
1.2530 |
1.2530 |
1.2347 |
|
| R1 |
1.2422 |
1.2422 |
1.2330 |
1.2386 |
| PP |
1.2349 |
1.2349 |
1.2349 |
1.2331 |
| S1 |
1.2241 |
1.2241 |
1.2297 |
1.2205 |
| S2 |
1.2169 |
1.2169 |
1.2280 |
|
| S3 |
1.1988 |
1.2061 |
1.2264 |
|
| S4 |
1.1808 |
1.1880 |
1.2214 |
|
|
| 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 |
2.5% |
0.0102 |
0.8% |
12% |
False |
False |
232,997 |
| 10 |
1.2580 |
1.2234 |
0.0346 |
2.8% |
0.0100 |
0.8% |
23% |
False |
False |
232,159 |
| 20 |
1.2580 |
1.2234 |
0.0346 |
2.8% |
0.0107 |
0.9% |
23% |
False |
False |
270,482 |
| 40 |
1.2580 |
1.1931 |
0.0649 |
5.3% |
0.0102 |
0.8% |
59% |
False |
False |
266,151 |
| 60 |
1.2580 |
1.1797 |
0.0783 |
6.4% |
0.0091 |
0.7% |
66% |
False |
False |
213,106 |
| 80 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0084 |
0.7% |
71% |
False |
False |
160,182 |
| 100 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0082 |
0.7% |
71% |
False |
False |
128,245 |
| 120 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0082 |
0.7% |
71% |
False |
False |
106,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2598 |
|
2.618 |
1.2505 |
|
1.618 |
1.2447 |
|
1.000 |
1.2412 |
|
0.618 |
1.2390 |
|
HIGH |
1.2354 |
|
0.618 |
1.2332 |
|
0.500 |
1.2325 |
|
0.382 |
1.2318 |
|
LOW |
1.2297 |
|
0.618 |
1.2261 |
|
1.000 |
1.2239 |
|
1.618 |
1.2203 |
|
2.618 |
1.2146 |
|
4.250 |
1.2052 |
|
|
| Fisher Pivots for day following 23-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2325 |
1.2329 |
| PP |
1.2321 |
1.2324 |
| S1 |
1.2317 |
1.2319 |
|