CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 07-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2018 |
07-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2433 |
1.2515 |
0.0083 |
0.7% |
1.2387 |
| High |
1.2516 |
1.2547 |
0.0031 |
0.2% |
1.2455 |
| Low |
1.2425 |
1.2481 |
0.0056 |
0.5% |
1.2254 |
| Close |
1.2500 |
1.2500 |
0.0000 |
0.0% |
1.2427 |
| Range |
0.0092 |
0.0067 |
-0.0025 |
-27.3% |
0.0201 |
| ATR |
0.0094 |
0.0092 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
8,782 |
17,211 |
8,429 |
96.0% |
35,300 |
|
| Daily Pivots for day following 07-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2709 |
1.2671 |
1.2537 |
|
| R3 |
1.2642 |
1.2604 |
1.2518 |
|
| R2 |
1.2576 |
1.2576 |
1.2512 |
|
| R1 |
1.2538 |
1.2538 |
1.2506 |
1.2524 |
| PP |
1.2509 |
1.2509 |
1.2509 |
1.2502 |
| S1 |
1.2471 |
1.2471 |
1.2494 |
1.2457 |
| S2 |
1.2443 |
1.2443 |
1.2488 |
|
| S3 |
1.2376 |
1.2405 |
1.2482 |
|
| S4 |
1.2310 |
1.2338 |
1.2463 |
|
|
| 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 |
1.2547 |
1.2254 |
0.0293 |
2.3% |
0.0087 |
0.7% |
84% |
True |
False |
9,035 |
| 10 |
1.2547 |
1.2254 |
0.0293 |
2.3% |
0.0082 |
0.7% |
84% |
True |
False |
7,188 |
| 20 |
1.2659 |
1.2254 |
0.0405 |
3.2% |
0.0093 |
0.7% |
61% |
False |
False |
4,308 |
| 40 |
1.2659 |
1.2040 |
0.0619 |
5.0% |
0.0101 |
0.8% |
74% |
False |
False |
2,548 |
| 60 |
1.2659 |
1.1872 |
0.0788 |
6.3% |
0.0087 |
0.7% |
80% |
False |
False |
2,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2830 |
|
2.618 |
1.2721 |
|
1.618 |
1.2655 |
|
1.000 |
1.2614 |
|
0.618 |
1.2588 |
|
HIGH |
1.2547 |
|
0.618 |
1.2522 |
|
0.500 |
1.2514 |
|
0.382 |
1.2506 |
|
LOW |
1.2481 |
|
0.618 |
1.2439 |
|
1.000 |
1.2414 |
|
1.618 |
1.2373 |
|
2.618 |
1.2306 |
|
4.250 |
1.2198 |
|
|
| Fisher Pivots for day following 07-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2514 |
1.2486 |
| PP |
1.2509 |
1.2471 |
| S1 |
1.2505 |
1.2457 |
|