CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 28-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2018 |
28-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2328 |
1.2249 |
-0.0079 |
-0.6% |
1.2434 |
| High |
1.2362 |
1.2257 |
-0.0106 |
-0.9% |
1.2458 |
| Low |
1.2237 |
1.2202 |
-0.0035 |
-0.3% |
1.2277 |
| Close |
1.2253 |
1.2217 |
-0.0036 |
-0.3% |
1.2314 |
| Range |
0.0126 |
0.0055 |
-0.0071 |
-56.6% |
0.0181 |
| ATR |
0.0103 |
0.0099 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
280,019 |
216,326 |
-63,693 |
-22.7% |
931,049 |
|
| Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2389 |
1.2357 |
1.2247 |
|
| R3 |
1.2334 |
1.2303 |
1.2232 |
|
| R2 |
1.2280 |
1.2280 |
1.2227 |
|
| R1 |
1.2248 |
1.2248 |
1.2222 |
1.2237 |
| PP |
1.2225 |
1.2225 |
1.2225 |
1.2219 |
| S1 |
1.2194 |
1.2194 |
1.2212 |
1.2182 |
| S2 |
1.2171 |
1.2171 |
1.2207 |
|
| S3 |
1.2116 |
1.2139 |
1.2202 |
|
| S4 |
1.2062 |
1.2085 |
1.2187 |
|
|
| 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 |
1.2372 |
1.2202 |
0.0170 |
1.4% |
0.0082 |
0.7% |
9% |
False |
True |
211,749 |
| 10 |
1.2580 |
1.2202 |
0.0378 |
3.1% |
0.0102 |
0.8% |
4% |
False |
True |
234,318 |
| 20 |
1.2580 |
1.2202 |
0.0378 |
3.1% |
0.0104 |
0.8% |
4% |
False |
True |
258,493 |
| 40 |
1.2580 |
1.1964 |
0.0616 |
5.0% |
0.0104 |
0.8% |
41% |
False |
False |
272,338 |
| 60 |
1.2580 |
1.1797 |
0.0783 |
6.4% |
0.0091 |
0.7% |
54% |
False |
False |
224,080 |
| 80 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0086 |
0.7% |
61% |
False |
False |
168,596 |
| 100 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0082 |
0.7% |
61% |
False |
False |
134,981 |
| 120 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0082 |
0.7% |
61% |
False |
False |
112,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2488 |
|
2.618 |
1.2399 |
|
1.618 |
1.2345 |
|
1.000 |
1.2311 |
|
0.618 |
1.2290 |
|
HIGH |
1.2257 |
|
0.618 |
1.2236 |
|
0.500 |
1.2229 |
|
0.382 |
1.2223 |
|
LOW |
1.2202 |
|
0.618 |
1.2168 |
|
1.000 |
1.2148 |
|
1.618 |
1.2114 |
|
2.618 |
1.2059 |
|
4.250 |
1.1970 |
|
|
| Fisher Pivots for day following 28-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2229 |
1.2287 |
| PP |
1.2225 |
1.2264 |
| S1 |
1.2221 |
1.2240 |
|