CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 05-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2370 |
1.2441 |
0.0071 |
0.6% |
1.2387 |
| High |
1.2432 |
1.2446 |
0.0014 |
0.1% |
1.2455 |
| Low |
1.2349 |
1.2367 |
0.0018 |
0.1% |
1.2254 |
| Close |
1.2427 |
1.2422 |
-0.0006 |
0.0% |
1.2427 |
| Range |
0.0083 |
0.0079 |
-0.0004 |
-4.2% |
0.0201 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
6,826 |
5,382 |
-1,444 |
-21.2% |
35,300 |
|
| Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2648 |
1.2614 |
1.2465 |
|
| R3 |
1.2569 |
1.2535 |
1.2443 |
|
| R2 |
1.2490 |
1.2490 |
1.2436 |
|
| R1 |
1.2456 |
1.2456 |
1.2429 |
1.2434 |
| PP |
1.2411 |
1.2411 |
1.2411 |
1.2400 |
| S1 |
1.2377 |
1.2377 |
1.2414 |
1.2355 |
| S2 |
1.2332 |
1.2332 |
1.2407 |
|
| S3 |
1.2253 |
1.2298 |
1.2400 |
|
| S4 |
1.2174 |
1.2219 |
1.2378 |
|
|
| 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 |
1.2446 |
1.2254 |
0.0192 |
1.5% |
0.0091 |
0.7% |
87% |
True |
False |
7,700 |
| 10 |
1.2538 |
1.2254 |
0.0284 |
2.3% |
0.0085 |
0.7% |
59% |
False |
False |
4,887 |
| 20 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0096 |
0.8% |
41% |
False |
False |
3,082 |
| 40 |
1.2659 |
1.2040 |
0.0619 |
5.0% |
0.0100 |
0.8% |
62% |
False |
False |
1,910 |
| 60 |
1.2659 |
1.1872 |
0.0788 |
6.3% |
0.0086 |
0.7% |
70% |
False |
False |
1,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2781 |
|
2.618 |
1.2652 |
|
1.618 |
1.2573 |
|
1.000 |
1.2525 |
|
0.618 |
1.2494 |
|
HIGH |
1.2446 |
|
0.618 |
1.2415 |
|
0.500 |
1.2406 |
|
0.382 |
1.2397 |
|
LOW |
1.2367 |
|
0.618 |
1.2318 |
|
1.000 |
1.2288 |
|
1.618 |
1.2239 |
|
2.618 |
1.2160 |
|
4.250 |
1.2031 |
|
|
| Fisher Pivots for day following 05-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2416 |
1.2398 |
| PP |
1.2411 |
1.2374 |
| S1 |
1.2406 |
1.2350 |
|