CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 13-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2318 |
1.2338 |
0.0020 |
0.2% |
1.2356 |
| High |
1.2351 |
1.2412 |
0.0062 |
0.5% |
1.2462 |
| Low |
1.2295 |
1.2319 |
0.0025 |
0.2% |
1.2279 |
| Close |
1.2342 |
1.2402 |
0.0061 |
0.5% |
1.2321 |
| Range |
0.0056 |
0.0093 |
0.0037 |
66.1% |
0.0183 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
204,675 |
325,993 |
121,318 |
59.3% |
1,250,263 |
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2657 |
1.2622 |
1.2453 |
|
| R3 |
1.2564 |
1.2529 |
1.2428 |
|
| R2 |
1.2471 |
1.2471 |
1.2419 |
|
| R1 |
1.2436 |
1.2436 |
1.2411 |
1.2454 |
| PP |
1.2378 |
1.2378 |
1.2378 |
1.2386 |
| S1 |
1.2343 |
1.2343 |
1.2393 |
1.2361 |
| S2 |
1.2285 |
1.2285 |
1.2385 |
|
| S3 |
1.2192 |
1.2250 |
1.2376 |
|
| S4 |
1.2099 |
1.2157 |
1.2351 |
|
|
| 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% |
67% |
False |
False |
269,959 |
| 10 |
1.2462 |
1.2166 |
0.0296 |
2.4% |
0.0086 |
0.7% |
80% |
False |
False |
247,887 |
| 20 |
1.2580 |
1.2166 |
0.0414 |
3.3% |
0.0096 |
0.8% |
57% |
False |
False |
240,578 |
| 40 |
1.2580 |
1.2166 |
0.0414 |
3.3% |
0.0102 |
0.8% |
57% |
False |
False |
274,041 |
| 60 |
1.2580 |
1.1829 |
0.0751 |
6.1% |
0.0094 |
0.8% |
76% |
False |
False |
250,500 |
| 80 |
1.2580 |
1.1797 |
0.0783 |
6.3% |
0.0089 |
0.7% |
77% |
False |
False |
196,752 |
| 100 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0085 |
0.7% |
81% |
False |
False |
157,558 |
| 120 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0083 |
0.7% |
81% |
False |
False |
131,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2807 |
|
2.618 |
1.2655 |
|
1.618 |
1.2562 |
|
1.000 |
1.2505 |
|
0.618 |
1.2469 |
|
HIGH |
1.2412 |
|
0.618 |
1.2376 |
|
0.500 |
1.2366 |
|
0.382 |
1.2355 |
|
LOW |
1.2319 |
|
0.618 |
1.2262 |
|
1.000 |
1.2226 |
|
1.618 |
1.2169 |
|
2.618 |
1.2076 |
|
4.250 |
1.1924 |
|
|
| Fisher Pivots for day following 13-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2390 |
1.2383 |
| PP |
1.2378 |
1.2364 |
| S1 |
1.2366 |
1.2345 |
|