CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 14-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2338 |
1.2397 |
0.0060 |
0.5% |
1.2356 |
| High |
1.2412 |
1.2417 |
0.0005 |
0.0% |
1.2462 |
| Low |
1.2319 |
1.2351 |
0.0032 |
0.3% |
1.2279 |
| Close |
1.2402 |
1.2379 |
-0.0024 |
-0.2% |
1.2321 |
| Range |
0.0093 |
0.0066 |
-0.0028 |
-29.6% |
0.0183 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
325,993 |
356,237 |
30,244 |
9.3% |
1,250,263 |
|
| Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2579 |
1.2544 |
1.2415 |
|
| R3 |
1.2513 |
1.2479 |
1.2397 |
|
| R2 |
1.2448 |
1.2448 |
1.2391 |
|
| R1 |
1.2413 |
1.2413 |
1.2385 |
1.2398 |
| PP |
1.2382 |
1.2382 |
1.2382 |
1.2374 |
| S1 |
1.2348 |
1.2348 |
1.2372 |
1.2332 |
| S2 |
1.2317 |
1.2317 |
1.2366 |
|
| S3 |
1.2251 |
1.2282 |
1.2360 |
|
| S4 |
1.2186 |
1.2217 |
1.2342 |
|
|
| 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 |
1.2454 |
1.2279 |
0.0175 |
1.4% |
0.0085 |
0.7% |
57% |
False |
False |
300,033 |
| 10 |
1.2462 |
1.2166 |
0.0296 |
2.4% |
0.0087 |
0.7% |
72% |
False |
False |
261,878 |
| 20 |
1.2580 |
1.2166 |
0.0414 |
3.3% |
0.0095 |
0.8% |
51% |
False |
False |
248,098 |
| 40 |
1.2580 |
1.2166 |
0.0414 |
3.3% |
0.0101 |
0.8% |
51% |
False |
False |
269,295 |
| 60 |
1.2580 |
1.1829 |
0.0751 |
6.1% |
0.0094 |
0.8% |
73% |
False |
False |
252,904 |
| 80 |
1.2580 |
1.1797 |
0.0783 |
6.3% |
0.0089 |
0.7% |
74% |
False |
False |
201,174 |
| 100 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0085 |
0.7% |
78% |
False |
False |
161,118 |
| 120 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0082 |
0.7% |
78% |
False |
False |
134,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2695 |
|
2.618 |
1.2588 |
|
1.618 |
1.2522 |
|
1.000 |
1.2482 |
|
0.618 |
1.2457 |
|
HIGH |
1.2417 |
|
0.618 |
1.2391 |
|
0.500 |
1.2384 |
|
0.382 |
1.2376 |
|
LOW |
1.2351 |
|
0.618 |
1.2311 |
|
1.000 |
1.2286 |
|
1.618 |
1.2245 |
|
2.618 |
1.2180 |
|
4.250 |
1.2073 |
|
|
| Fisher Pivots for day following 14-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2384 |
1.2371 |
| PP |
1.2382 |
1.2363 |
| S1 |
1.2380 |
1.2356 |
|