CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 07-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2344 |
1.2430 |
0.0086 |
0.7% |
1.2306 |
| High |
1.2430 |
1.2462 |
0.0032 |
0.3% |
1.2372 |
| Low |
1.2338 |
1.2393 |
0.0056 |
0.4% |
1.2166 |
| Close |
1.2414 |
1.2414 |
-0.0001 |
0.0% |
1.2341 |
| Range |
0.0093 |
0.0069 |
-0.0024 |
-25.9% |
0.0206 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
218,947 |
205,870 |
-13,077 |
-6.0% |
1,155,822 |
|
| Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2628 |
1.2589 |
1.2451 |
|
| R3 |
1.2560 |
1.2521 |
1.2432 |
|
| R2 |
1.2491 |
1.2491 |
1.2426 |
|
| R1 |
1.2452 |
1.2452 |
1.2420 |
1.2438 |
| PP |
1.2423 |
1.2423 |
1.2423 |
1.2415 |
| S1 |
1.2384 |
1.2384 |
1.2407 |
1.2369 |
| S2 |
1.2354 |
1.2354 |
1.2401 |
|
| S3 |
1.2286 |
1.2315 |
1.2395 |
|
| S4 |
1.2217 |
1.2247 |
1.2376 |
|
|
| 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 |
1.2462 |
1.2166 |
0.0296 |
2.4% |
0.0089 |
0.7% |
84% |
True |
False |
223,724 |
| 10 |
1.2462 |
1.2166 |
0.0296 |
2.4% |
0.0085 |
0.7% |
84% |
True |
False |
217,736 |
| 20 |
1.2580 |
1.2166 |
0.0414 |
3.3% |
0.0097 |
0.8% |
60% |
False |
False |
235,689 |
| 40 |
1.2580 |
1.1964 |
0.0616 |
5.0% |
0.0105 |
0.8% |
73% |
False |
False |
275,460 |
| 60 |
1.2580 |
1.1797 |
0.0783 |
6.3% |
0.0093 |
0.7% |
79% |
False |
False |
240,638 |
| 80 |
1.2580 |
1.1680 |
0.0900 |
7.2% |
0.0088 |
0.7% |
82% |
False |
False |
182,516 |
| 100 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0083 |
0.7% |
82% |
False |
False |
146,140 |
| 120 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0082 |
0.7% |
82% |
False |
False |
121,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2753 |
|
2.618 |
1.2641 |
|
1.618 |
1.2572 |
|
1.000 |
1.2530 |
|
0.618 |
1.2504 |
|
HIGH |
1.2462 |
|
0.618 |
1.2435 |
|
0.500 |
1.2427 |
|
0.382 |
1.2419 |
|
LOW |
1.2393 |
|
0.618 |
1.2351 |
|
1.000 |
1.2325 |
|
1.618 |
1.2282 |
|
2.618 |
1.2214 |
|
4.250 |
1.2102 |
|
|
| Fisher Pivots for day following 07-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2427 |
1.2399 |
| PP |
1.2423 |
1.2385 |
| S1 |
1.2418 |
1.2370 |
|