CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 15-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2397 |
1.2370 |
-0.0027 |
-0.2% |
1.2356 |
| High |
1.2417 |
1.2386 |
-0.0031 |
-0.2% |
1.2462 |
| Low |
1.2351 |
1.2302 |
-0.0050 |
-0.4% |
1.2279 |
| Close |
1.2379 |
1.2305 |
-0.0074 |
-0.6% |
1.2321 |
| Range |
0.0066 |
0.0084 |
0.0019 |
28.2% |
0.0183 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
356,237 |
334,000 |
-22,237 |
-6.2% |
1,250,263 |
|
| Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2583 |
1.2528 |
1.2351 |
|
| R3 |
1.2499 |
1.2444 |
1.2328 |
|
| R2 |
1.2415 |
1.2415 |
1.2320 |
|
| R1 |
1.2360 |
1.2360 |
1.2313 |
1.2345 |
| PP |
1.2331 |
1.2331 |
1.2331 |
1.2323 |
| S1 |
1.2276 |
1.2276 |
1.2297 |
1.2261 |
| S2 |
1.2247 |
1.2247 |
1.2290 |
|
| S3 |
1.2163 |
1.2192 |
1.2282 |
|
| S4 |
1.2079 |
1.2108 |
1.2259 |
|
|
| 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 |
1.2417 |
1.2279 |
0.0138 |
1.1% |
0.0072 |
0.6% |
19% |
False |
False |
292,351 |
| 10 |
1.2462 |
1.2263 |
0.0199 |
1.6% |
0.0084 |
0.7% |
21% |
False |
False |
268,016 |
| 20 |
1.2580 |
1.2166 |
0.0414 |
3.4% |
0.0089 |
0.7% |
34% |
False |
False |
249,521 |
| 40 |
1.2580 |
1.2166 |
0.0414 |
3.4% |
0.0100 |
0.8% |
34% |
False |
False |
269,538 |
| 60 |
1.2580 |
1.1829 |
0.0751 |
6.1% |
0.0094 |
0.8% |
63% |
False |
False |
253,662 |
| 80 |
1.2580 |
1.1797 |
0.0783 |
6.4% |
0.0089 |
0.7% |
65% |
False |
False |
205,332 |
| 100 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0085 |
0.7% |
71% |
False |
False |
164,454 |
| 120 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0082 |
0.7% |
71% |
False |
False |
137,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2743 |
|
2.618 |
1.2605 |
|
1.618 |
1.2521 |
|
1.000 |
1.2470 |
|
0.618 |
1.2437 |
|
HIGH |
1.2386 |
|
0.618 |
1.2353 |
|
0.500 |
1.2344 |
|
0.382 |
1.2334 |
|
LOW |
1.2302 |
|
0.618 |
1.2250 |
|
1.000 |
1.2218 |
|
1.618 |
1.2166 |
|
2.618 |
1.2082 |
|
4.250 |
1.1945 |
|
|
| Fisher Pivots for day following 15-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2344 |
1.2359 |
| PP |
1.2331 |
1.2341 |
| S1 |
1.2318 |
1.2323 |
|