CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 08-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2430 |
1.2416 |
-0.0014 |
-0.1% |
1.2306 |
| High |
1.2462 |
1.2454 |
-0.0008 |
-0.1% |
1.2372 |
| Low |
1.2393 |
1.2304 |
-0.0089 |
-0.7% |
1.2166 |
| Close |
1.2414 |
1.2312 |
-0.0102 |
-0.8% |
1.2341 |
| Range |
0.0069 |
0.0150 |
0.0081 |
118.2% |
0.0206 |
| ATR |
0.0096 |
0.0100 |
0.0004 |
4.0% |
0.0000 |
| Volume |
205,870 |
372,406 |
166,536 |
80.9% |
1,155,822 |
|
| Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2805 |
1.2708 |
1.2394 |
|
| R3 |
1.2656 |
1.2559 |
1.2353 |
|
| R2 |
1.2506 |
1.2506 |
1.2339 |
|
| R1 |
1.2409 |
1.2409 |
1.2326 |
1.2383 |
| PP |
1.2357 |
1.2357 |
1.2357 |
1.2343 |
| S1 |
1.2260 |
1.2260 |
1.2298 |
1.2233 |
| S2 |
1.2207 |
1.2207 |
1.2285 |
|
| S3 |
1.2058 |
1.2110 |
1.2271 |
|
| S4 |
1.1908 |
1.1961 |
1.2230 |
|
|
| 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 |
1.2263 |
0.0199 |
1.6% |
0.0095 |
0.8% |
25% |
False |
False |
243,681 |
| 10 |
1.2462 |
1.2166 |
0.0296 |
2.4% |
0.0091 |
0.7% |
49% |
False |
False |
232,695 |
| 20 |
1.2580 |
1.2166 |
0.0414 |
3.4% |
0.0097 |
0.8% |
35% |
False |
False |
240,502 |
| 40 |
1.2580 |
1.1971 |
0.0609 |
4.9% |
0.0107 |
0.9% |
56% |
False |
False |
279,829 |
| 60 |
1.2580 |
1.1797 |
0.0783 |
6.4% |
0.0095 |
0.8% |
66% |
False |
False |
245,662 |
| 80 |
1.2580 |
1.1715 |
0.0865 |
7.0% |
0.0089 |
0.7% |
69% |
False |
False |
187,154 |
| 100 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0084 |
0.7% |
71% |
False |
False |
149,859 |
| 120 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0083 |
0.7% |
71% |
False |
False |
124,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3089 |
|
2.618 |
1.2845 |
|
1.618 |
1.2695 |
|
1.000 |
1.2603 |
|
0.618 |
1.2546 |
|
HIGH |
1.2454 |
|
0.618 |
1.2396 |
|
0.500 |
1.2379 |
|
0.382 |
1.2361 |
|
LOW |
1.2304 |
|
0.618 |
1.2212 |
|
1.000 |
1.2155 |
|
1.618 |
1.2062 |
|
2.618 |
1.1913 |
|
4.250 |
1.1669 |
|
|
| Fisher Pivots for day following 08-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2379 |
1.2383 |
| PP |
1.2357 |
1.2359 |
| S1 |
1.2334 |
1.2336 |
|