CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 16-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2370 |
1.2304 |
-0.0066 |
-0.5% |
1.2318 |
| High |
1.2386 |
1.2337 |
-0.0049 |
-0.4% |
1.2417 |
| Low |
1.2302 |
1.2260 |
-0.0042 |
-0.3% |
1.2260 |
| Close |
1.2305 |
1.2286 |
-0.0020 |
-0.2% |
1.2286 |
| Range |
0.0084 |
0.0077 |
-0.0008 |
-8.9% |
0.0157 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
334,000 |
149,648 |
-184,352 |
-55.2% |
1,370,553 |
|
| Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2524 |
1.2481 |
1.2328 |
|
| R3 |
1.2447 |
1.2405 |
1.2307 |
|
| R2 |
1.2371 |
1.2371 |
1.2300 |
|
| R1 |
1.2328 |
1.2328 |
1.2293 |
1.2311 |
| PP |
1.2294 |
1.2294 |
1.2294 |
1.2286 |
| S1 |
1.2252 |
1.2252 |
1.2278 |
1.2235 |
| S2 |
1.2218 |
1.2218 |
1.2271 |
|
| S3 |
1.2141 |
1.2175 |
1.2264 |
|
| S4 |
1.2065 |
1.2099 |
1.2243 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2790 |
1.2694 |
1.2372 |
|
| R3 |
1.2634 |
1.2538 |
1.2329 |
|
| R2 |
1.2477 |
1.2477 |
1.2314 |
|
| R1 |
1.2381 |
1.2381 |
1.2300 |
1.2351 |
| PP |
1.2321 |
1.2321 |
1.2321 |
1.2306 |
| S1 |
1.2225 |
1.2225 |
1.2271 |
1.2195 |
| S2 |
1.2164 |
1.2164 |
1.2257 |
|
| S3 |
1.2008 |
1.2068 |
1.2242 |
|
| S4 |
1.1851 |
1.1912 |
1.2199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2417 |
1.2260 |
0.0157 |
1.3% |
0.0075 |
0.6% |
16% |
False |
True |
274,110 |
| 10 |
1.2462 |
1.2260 |
0.0202 |
1.6% |
0.0083 |
0.7% |
13% |
False |
True |
262,081 |
| 20 |
1.2580 |
1.2166 |
0.0414 |
3.4% |
0.0090 |
0.7% |
29% |
False |
False |
247,081 |
| 40 |
1.2580 |
1.2166 |
0.0414 |
3.4% |
0.0099 |
0.8% |
29% |
False |
False |
267,445 |
| 60 |
1.2580 |
1.1859 |
0.0721 |
5.9% |
0.0094 |
0.8% |
59% |
False |
False |
253,073 |
| 80 |
1.2580 |
1.1797 |
0.0783 |
6.4% |
0.0090 |
0.7% |
62% |
False |
False |
207,194 |
| 100 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0085 |
0.7% |
68% |
False |
False |
165,947 |
| 120 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0082 |
0.7% |
68% |
False |
False |
138,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2662 |
|
2.618 |
1.2537 |
|
1.618 |
1.2460 |
|
1.000 |
1.2413 |
|
0.618 |
1.2384 |
|
HIGH |
1.2337 |
|
0.618 |
1.2307 |
|
0.500 |
1.2298 |
|
0.382 |
1.2289 |
|
LOW |
1.2260 |
|
0.618 |
1.2213 |
|
1.000 |
1.2184 |
|
1.618 |
1.2136 |
|
2.618 |
1.2060 |
|
4.250 |
1.1935 |
|
|
| Fisher Pivots for day following 16-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2298 |
1.2338 |
| PP |
1.2294 |
1.2321 |
| S1 |
1.2290 |
1.2303 |
|