CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 06-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2356 |
1.2344 |
-0.0012 |
-0.1% |
1.2306 |
| High |
1.2360 |
1.2430 |
0.0070 |
0.6% |
1.2372 |
| Low |
1.2279 |
1.2338 |
0.0059 |
0.5% |
1.2166 |
| Close |
1.2336 |
1.2414 |
0.0079 |
0.6% |
1.2341 |
| Range |
0.0081 |
0.0093 |
0.0012 |
14.2% |
0.0206 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
212,186 |
218,947 |
6,761 |
3.2% |
1,155,822 |
|
| Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2671 |
1.2635 |
1.2465 |
|
| R3 |
1.2579 |
1.2543 |
1.2439 |
|
| R2 |
1.2486 |
1.2486 |
1.2431 |
|
| R1 |
1.2450 |
1.2450 |
1.2422 |
1.2468 |
| PP |
1.2394 |
1.2394 |
1.2394 |
1.2403 |
| S1 |
1.2358 |
1.2358 |
1.2406 |
1.2376 |
| S2 |
1.2301 |
1.2301 |
1.2397 |
|
| S3 |
1.2209 |
1.2265 |
1.2389 |
|
| S4 |
1.2116 |
1.2173 |
1.2363 |
|
|
| 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 |
1.2430 |
1.2166 |
0.0264 |
2.1% |
0.0087 |
0.7% |
94% |
True |
False |
225,815 |
| 10 |
1.2430 |
1.2166 |
0.0264 |
2.1% |
0.0087 |
0.7% |
94% |
True |
False |
219,203 |
| 20 |
1.2580 |
1.2166 |
0.0414 |
3.3% |
0.0100 |
0.8% |
60% |
False |
False |
243,912 |
| 40 |
1.2580 |
1.1964 |
0.0616 |
5.0% |
0.0106 |
0.9% |
73% |
False |
False |
275,280 |
| 60 |
1.2580 |
1.1797 |
0.0783 |
6.3% |
0.0093 |
0.7% |
79% |
False |
False |
238,118 |
| 80 |
1.2580 |
1.1675 |
0.0905 |
7.3% |
0.0087 |
0.7% |
82% |
False |
False |
179,972 |
| 100 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0083 |
0.7% |
82% |
False |
False |
144,088 |
| 120 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0082 |
0.7% |
82% |
False |
False |
120,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2823 |
|
2.618 |
1.2672 |
|
1.618 |
1.2580 |
|
1.000 |
1.2523 |
|
0.618 |
1.2487 |
|
HIGH |
1.2430 |
|
0.618 |
1.2395 |
|
0.500 |
1.2384 |
|
0.382 |
1.2373 |
|
LOW |
1.2338 |
|
0.618 |
1.2280 |
|
1.000 |
1.2245 |
|
1.618 |
1.2188 |
|
2.618 |
1.2095 |
|
4.250 |
1.1944 |
|
|
| Fisher Pivots for day following 06-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2404 |
1.2391 |
| PP |
1.2394 |
1.2369 |
| S1 |
1.2384 |
1.2346 |
|