CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 09-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2416 |
1.2318 |
-0.0098 |
-0.8% |
1.2356 |
| High |
1.2454 |
1.2340 |
-0.0114 |
-0.9% |
1.2462 |
| Low |
1.2304 |
1.2279 |
-0.0026 |
-0.2% |
1.2279 |
| Close |
1.2312 |
1.2321 |
0.0009 |
0.1% |
1.2321 |
| Range |
0.0150 |
0.0062 |
-0.0088 |
-58.9% |
0.0183 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
372,406 |
240,854 |
-131,552 |
-35.3% |
1,250,263 |
|
| Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2498 |
1.2471 |
1.2354 |
|
| R3 |
1.2436 |
1.2409 |
1.2337 |
|
| R2 |
1.2375 |
1.2375 |
1.2332 |
|
| R1 |
1.2348 |
1.2348 |
1.2326 |
1.2361 |
| PP |
1.2313 |
1.2313 |
1.2313 |
1.2320 |
| S1 |
1.2286 |
1.2286 |
1.2315 |
1.2300 |
| S2 |
1.2252 |
1.2252 |
1.2309 |
|
| S3 |
1.2190 |
1.2225 |
1.2304 |
|
| S4 |
1.2129 |
1.2163 |
1.2287 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2903 |
1.2795 |
1.2421 |
|
| R3 |
1.2720 |
1.2612 |
1.2371 |
|
| R2 |
1.2537 |
1.2537 |
1.2354 |
|
| R1 |
1.2429 |
1.2429 |
1.2337 |
1.2391 |
| PP |
1.2354 |
1.2354 |
1.2354 |
1.2335 |
| S1 |
1.2246 |
1.2246 |
1.2304 |
1.2208 |
| S2 |
1.2171 |
1.2171 |
1.2287 |
|
| S3 |
1.1988 |
1.2063 |
1.2270 |
|
| S4 |
1.1805 |
1.1880 |
1.2220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2462 |
1.2279 |
0.0183 |
1.5% |
0.0091 |
0.7% |
23% |
False |
True |
250,052 |
| 10 |
1.2462 |
1.2166 |
0.0296 |
2.4% |
0.0091 |
0.7% |
52% |
False |
False |
240,608 |
| 20 |
1.2580 |
1.2166 |
0.0414 |
3.4% |
0.0096 |
0.8% |
37% |
False |
False |
236,384 |
| 40 |
1.2580 |
1.1975 |
0.0605 |
4.9% |
0.0106 |
0.9% |
57% |
False |
False |
278,545 |
| 60 |
1.2580 |
1.1797 |
0.0783 |
6.4% |
0.0095 |
0.8% |
67% |
False |
False |
248,317 |
| 80 |
1.2580 |
1.1728 |
0.0852 |
6.9% |
0.0089 |
0.7% |
70% |
False |
False |
190,147 |
| 100 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0084 |
0.7% |
72% |
False |
False |
152,261 |
| 120 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0082 |
0.7% |
72% |
False |
False |
126,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2601 |
|
2.618 |
1.2501 |
|
1.618 |
1.2440 |
|
1.000 |
1.2402 |
|
0.618 |
1.2378 |
|
HIGH |
1.2340 |
|
0.618 |
1.2317 |
|
0.500 |
1.2309 |
|
0.382 |
1.2302 |
|
LOW |
1.2279 |
|
0.618 |
1.2240 |
|
1.000 |
1.2217 |
|
1.618 |
1.2179 |
|
2.618 |
1.2117 |
|
4.250 |
1.2017 |
|
|
| Fisher Pivots for day following 09-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2317 |
1.2370 |
| PP |
1.2313 |
1.2354 |
| S1 |
1.2309 |
1.2337 |
|