CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 12-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2318 |
1.2318 |
0.0001 |
0.0% |
1.2356 |
| High |
1.2340 |
1.2351 |
0.0011 |
0.1% |
1.2462 |
| Low |
1.2279 |
1.2295 |
0.0016 |
0.1% |
1.2279 |
| Close |
1.2321 |
1.2342 |
0.0021 |
0.2% |
1.2321 |
| Range |
0.0062 |
0.0056 |
-0.0006 |
-8.9% |
0.0183 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
240,854 |
204,675 |
-36,179 |
-15.0% |
1,250,263 |
|
| Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2497 |
1.2475 |
1.2372 |
|
| R3 |
1.2441 |
1.2419 |
1.2357 |
|
| R2 |
1.2385 |
1.2385 |
1.2352 |
|
| R1 |
1.2363 |
1.2363 |
1.2347 |
1.2374 |
| PP |
1.2329 |
1.2329 |
1.2329 |
1.2334 |
| S1 |
1.2307 |
1.2307 |
1.2336 |
1.2318 |
| S2 |
1.2273 |
1.2273 |
1.2331 |
|
| S3 |
1.2217 |
1.2251 |
1.2326 |
|
| S4 |
1.2161 |
1.2195 |
1.2311 |
|
|
| 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% |
0.0086 |
0.7% |
34% |
False |
False |
248,550 |
| 10 |
1.2462 |
1.2166 |
0.0296 |
2.4% |
0.0089 |
0.7% |
59% |
False |
False |
243,290 |
| 20 |
1.2580 |
1.2166 |
0.0414 |
3.4% |
0.0094 |
0.8% |
42% |
False |
False |
232,803 |
| 40 |
1.2580 |
1.2077 |
0.0503 |
4.1% |
0.0105 |
0.8% |
53% |
False |
False |
275,732 |
| 60 |
1.2580 |
1.1811 |
0.0769 |
6.2% |
0.0095 |
0.8% |
69% |
False |
False |
249,085 |
| 80 |
1.2580 |
1.1755 |
0.0825 |
6.7% |
0.0089 |
0.7% |
71% |
False |
False |
192,694 |
| 100 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0084 |
0.7% |
74% |
False |
False |
154,303 |
| 120 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0082 |
0.7% |
74% |
False |
False |
128,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2589 |
|
2.618 |
1.2497 |
|
1.618 |
1.2441 |
|
1.000 |
1.2407 |
|
0.618 |
1.2385 |
|
HIGH |
1.2351 |
|
0.618 |
1.2329 |
|
0.500 |
1.2323 |
|
0.382 |
1.2316 |
|
LOW |
1.2295 |
|
0.618 |
1.2260 |
|
1.000 |
1.2239 |
|
1.618 |
1.2204 |
|
2.618 |
1.2148 |
|
4.250 |
1.2057 |
|
|
| Fisher Pivots for day following 12-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2335 |
1.2366 |
| PP |
1.2329 |
1.2358 |
| S1 |
1.2323 |
1.2350 |
|