CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 29-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2018 |
29-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2643 |
1.2566 |
-0.0077 |
-0.6% |
1.2530 |
| High |
1.2657 |
1.2585 |
-0.0072 |
-0.6% |
1.2648 |
| Low |
1.2561 |
1.2541 |
-0.0020 |
-0.2% |
1.2513 |
| Close |
1.2565 |
1.2543 |
-0.0023 |
-0.2% |
1.2633 |
| Range |
0.0097 |
0.0045 |
-0.0052 |
-53.9% |
0.0135 |
| ATR |
0.0081 |
0.0079 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
91 |
26 |
-65 |
-71.4% |
312 |
|
| Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2690 |
1.2661 |
1.2567 |
|
| R3 |
1.2645 |
1.2616 |
1.2555 |
|
| R2 |
1.2601 |
1.2601 |
1.2551 |
|
| R1 |
1.2572 |
1.2572 |
1.2547 |
1.2564 |
| PP |
1.2556 |
1.2556 |
1.2556 |
1.2552 |
| S1 |
1.2527 |
1.2527 |
1.2538 |
1.2519 |
| S2 |
1.2512 |
1.2512 |
1.2534 |
|
| S3 |
1.2467 |
1.2483 |
1.2530 |
|
| S4 |
1.2423 |
1.2438 |
1.2518 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3003 |
1.2953 |
1.2707 |
|
| R3 |
1.2868 |
1.2818 |
1.2670 |
|
| R2 |
1.2733 |
1.2733 |
1.2658 |
|
| R1 |
1.2683 |
1.2683 |
1.2645 |
1.2708 |
| PP |
1.2598 |
1.2598 |
1.2598 |
1.2611 |
| S1 |
1.2548 |
1.2548 |
1.2621 |
1.2573 |
| S2 |
1.2463 |
1.2463 |
1.2608 |
|
| S3 |
1.2328 |
1.2413 |
1.2596 |
|
| S4 |
1.2193 |
1.2278 |
1.2559 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2735 |
1.2541 |
0.0195 |
1.6% |
0.0072 |
0.6% |
1% |
False |
True |
89 |
| 10 |
1.2735 |
1.2513 |
0.0222 |
1.8% |
0.0080 |
0.6% |
13% |
False |
False |
78 |
| 20 |
1.2735 |
1.2513 |
0.0222 |
1.8% |
0.0074 |
0.6% |
13% |
False |
False |
75 |
| 40 |
1.2836 |
1.2442 |
0.0394 |
3.1% |
0.0077 |
0.6% |
26% |
False |
False |
90 |
| 60 |
1.2836 |
1.2202 |
0.0634 |
5.1% |
0.0074 |
0.6% |
54% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2774 |
|
2.618 |
1.2702 |
|
1.618 |
1.2657 |
|
1.000 |
1.2630 |
|
0.618 |
1.2613 |
|
HIGH |
1.2585 |
|
0.618 |
1.2568 |
|
0.500 |
1.2563 |
|
0.382 |
1.2557 |
|
LOW |
1.2541 |
|
0.618 |
1.2513 |
|
1.000 |
1.2496 |
|
1.618 |
1.2468 |
|
2.618 |
1.2424 |
|
4.250 |
1.2351 |
|
|
| Fisher Pivots for day following 29-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2563 |
1.2638 |
| PP |
1.2556 |
1.2606 |
| S1 |
1.2549 |
1.2574 |
|