CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 02-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2018 |
02-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2291 |
1.2370 |
0.0079 |
0.6% |
1.2387 |
| High |
1.2370 |
1.2432 |
0.0062 |
0.5% |
1.2455 |
| Low |
1.2254 |
1.2349 |
0.0095 |
0.8% |
1.2254 |
| Close |
1.2351 |
1.2427 |
0.0077 |
0.6% |
1.2427 |
| Range |
0.0116 |
0.0083 |
-0.0034 |
-28.9% |
0.0201 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
6,976 |
6,826 |
-150 |
-2.2% |
35,300 |
|
| Daily Pivots for day following 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2650 |
1.2621 |
1.2472 |
|
| R3 |
1.2568 |
1.2539 |
1.2450 |
|
| R2 |
1.2485 |
1.2485 |
1.2442 |
|
| R1 |
1.2456 |
1.2456 |
1.2435 |
1.2471 |
| PP |
1.2403 |
1.2403 |
1.2403 |
1.2410 |
| S1 |
1.2374 |
1.2374 |
1.2419 |
1.2388 |
| S2 |
1.2320 |
1.2320 |
1.2412 |
|
| S3 |
1.2238 |
1.2291 |
1.2404 |
|
| S4 |
1.2155 |
1.2209 |
1.2382 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2982 |
1.2905 |
1.2538 |
|
| R3 |
1.2781 |
1.2704 |
1.2482 |
|
| R2 |
1.2580 |
1.2580 |
1.2464 |
|
| R1 |
1.2503 |
1.2503 |
1.2445 |
1.2542 |
| PP |
1.2379 |
1.2379 |
1.2379 |
1.2398 |
| S1 |
1.2302 |
1.2302 |
1.2409 |
1.2341 |
| S2 |
1.2178 |
1.2178 |
1.2390 |
|
| S3 |
1.1977 |
1.2101 |
1.2372 |
|
| S4 |
1.1776 |
1.1900 |
1.2316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2455 |
1.2254 |
0.0201 |
1.6% |
0.0090 |
0.7% |
86% |
False |
False |
7,060 |
| 10 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0093 |
0.7% |
43% |
False |
False |
4,467 |
| 20 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0097 |
0.8% |
43% |
False |
False |
2,891 |
| 40 |
1.2659 |
1.2040 |
0.0619 |
5.0% |
0.0100 |
0.8% |
63% |
False |
False |
1,780 |
| 60 |
1.2659 |
1.1872 |
0.0788 |
6.3% |
0.0086 |
0.7% |
71% |
False |
False |
1,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2782 |
|
2.618 |
1.2647 |
|
1.618 |
1.2565 |
|
1.000 |
1.2514 |
|
0.618 |
1.2482 |
|
HIGH |
1.2432 |
|
0.618 |
1.2400 |
|
0.500 |
1.2390 |
|
0.382 |
1.2381 |
|
LOW |
1.2349 |
|
0.618 |
1.2298 |
|
1.000 |
1.2267 |
|
1.618 |
1.2216 |
|
2.618 |
1.2133 |
|
4.250 |
1.1998 |
|
|
| Fisher Pivots for day following 02-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2415 |
1.2399 |
| PP |
1.2403 |
1.2371 |
| S1 |
1.2390 |
1.2343 |
|