CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 27-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2018 |
27-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2306 |
1.2328 |
0.0022 |
0.2% |
1.2434 |
| High |
1.2372 |
1.2362 |
-0.0010 |
-0.1% |
1.2458 |
| Low |
1.2295 |
1.2237 |
-0.0058 |
-0.5% |
1.2277 |
| Close |
1.2328 |
1.2253 |
-0.0075 |
-0.6% |
1.2314 |
| Range |
0.0077 |
0.0126 |
0.0049 |
63.0% |
0.0181 |
| ATR |
0.0101 |
0.0103 |
0.0002 |
1.7% |
0.0000 |
| Volume |
177,858 |
280,019 |
102,161 |
57.4% |
931,049 |
|
| Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2660 |
1.2582 |
1.2322 |
|
| R3 |
1.2535 |
1.2457 |
1.2288 |
|
| R2 |
1.2409 |
1.2409 |
1.2276 |
|
| R1 |
1.2331 |
1.2331 |
1.2265 |
1.2308 |
| PP |
1.2284 |
1.2284 |
1.2284 |
1.2272 |
| S1 |
1.2206 |
1.2206 |
1.2241 |
1.2182 |
| S2 |
1.2158 |
1.2158 |
1.2230 |
|
| S3 |
1.2033 |
1.2080 |
1.2218 |
|
| S4 |
1.1907 |
1.1955 |
1.2184 |
|
|
| 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 |
1.2381 |
1.2237 |
0.0144 |
1.2% |
0.0087 |
0.7% |
11% |
False |
True |
212,592 |
| 10 |
1.2580 |
1.2237 |
0.0343 |
2.8% |
0.0105 |
0.9% |
5% |
False |
True |
233,269 |
| 20 |
1.2580 |
1.2234 |
0.0346 |
2.8% |
0.0107 |
0.9% |
6% |
False |
False |
262,656 |
| 40 |
1.2580 |
1.1964 |
0.0616 |
5.0% |
0.0104 |
0.9% |
47% |
False |
False |
271,239 |
| 60 |
1.2580 |
1.1797 |
0.0783 |
6.4% |
0.0092 |
0.8% |
58% |
False |
False |
220,570 |
| 80 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0086 |
0.7% |
65% |
False |
False |
165,901 |
| 100 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0082 |
0.7% |
65% |
False |
False |
132,819 |
| 120 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0082 |
0.7% |
65% |
False |
False |
110,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2895 |
|
2.618 |
1.2691 |
|
1.618 |
1.2565 |
|
1.000 |
1.2488 |
|
0.618 |
1.2440 |
|
HIGH |
1.2362 |
|
0.618 |
1.2314 |
|
0.500 |
1.2299 |
|
0.382 |
1.2284 |
|
LOW |
1.2237 |
|
0.618 |
1.2159 |
|
1.000 |
1.2111 |
|
1.618 |
1.2033 |
|
2.618 |
1.1908 |
|
4.250 |
1.1703 |
|
|
| Fisher Pivots for day following 27-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2299 |
1.2304 |
| PP |
1.2284 |
1.2287 |
| S1 |
1.2268 |
1.2270 |
|