CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 02-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2018 |
02-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2206 |
1.2284 |
0.0078 |
0.6% |
1.2306 |
| High |
1.2286 |
1.2348 |
0.0062 |
0.5% |
1.2372 |
| Low |
1.2166 |
1.2263 |
0.0097 |
0.8% |
1.2166 |
| Close |
1.2266 |
1.2341 |
0.0076 |
0.6% |
1.2341 |
| Range |
0.0120 |
0.0085 |
-0.0035 |
-28.9% |
0.0206 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
272,621 |
208,998 |
-63,623 |
-23.3% |
1,155,822 |
|
| Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2572 |
1.2542 |
1.2388 |
|
| R3 |
1.2487 |
1.2457 |
1.2364 |
|
| R2 |
1.2402 |
1.2402 |
1.2357 |
|
| R1 |
1.2372 |
1.2372 |
1.2349 |
1.2387 |
| PP |
1.2317 |
1.2317 |
1.2317 |
1.2325 |
| S1 |
1.2287 |
1.2287 |
1.2333 |
1.2302 |
| S2 |
1.2232 |
1.2232 |
1.2325 |
|
| S3 |
1.2147 |
1.2202 |
1.2318 |
|
| S4 |
1.2062 |
1.2117 |
1.2294 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2909 |
1.2831 |
1.2454 |
|
| R3 |
1.2704 |
1.2625 |
1.2398 |
|
| R2 |
1.2498 |
1.2498 |
1.2379 |
|
| R1 |
1.2420 |
1.2420 |
1.2360 |
1.2459 |
| PP |
1.2293 |
1.2293 |
1.2293 |
1.2313 |
| S1 |
1.2214 |
1.2214 |
1.2322 |
1.2254 |
| S2 |
1.2087 |
1.2087 |
1.2303 |
|
| S3 |
1.1882 |
1.2009 |
1.2284 |
|
| S4 |
1.1676 |
1.1803 |
1.2228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2372 |
1.2166 |
0.0206 |
1.7% |
0.0092 |
0.7% |
85% |
False |
False |
231,164 |
| 10 |
1.2580 |
1.2166 |
0.0414 |
3.4% |
0.0097 |
0.8% |
42% |
False |
False |
232,080 |
| 20 |
1.2580 |
1.2166 |
0.0414 |
3.4% |
0.0102 |
0.8% |
42% |
False |
False |
252,540 |
| 40 |
1.2580 |
1.1964 |
0.0616 |
5.0% |
0.0105 |
0.9% |
61% |
False |
False |
274,752 |
| 60 |
1.2580 |
1.1797 |
0.0783 |
6.3% |
0.0092 |
0.7% |
70% |
False |
False |
231,875 |
| 80 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0086 |
0.7% |
74% |
False |
False |
174,606 |
| 100 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0083 |
0.7% |
74% |
False |
False |
139,787 |
| 120 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0082 |
0.7% |
74% |
False |
False |
116,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2709 |
|
2.618 |
1.2570 |
|
1.618 |
1.2485 |
|
1.000 |
1.2433 |
|
0.618 |
1.2400 |
|
HIGH |
1.2348 |
|
0.618 |
1.2315 |
|
0.500 |
1.2305 |
|
0.382 |
1.2295 |
|
LOW |
1.2263 |
|
0.618 |
1.2210 |
|
1.000 |
1.2178 |
|
1.618 |
1.2125 |
|
2.618 |
1.2040 |
|
4.250 |
1.1901 |
|
|
| Fisher Pivots for day following 02-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2329 |
1.2313 |
| PP |
1.2317 |
1.2285 |
| S1 |
1.2305 |
1.2257 |
|