CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 19-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2018 |
19-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2304 |
1.2290 |
-0.0014 |
-0.1% |
1.2318 |
| High |
1.2337 |
1.2326 |
-0.0011 |
-0.1% |
1.2417 |
| Low |
1.2260 |
1.2259 |
-0.0001 |
0.0% |
1.2260 |
| Close |
1.2286 |
1.2320 |
0.0034 |
0.3% |
1.2286 |
| Range |
0.0077 |
0.0067 |
-0.0010 |
-13.1% |
0.0157 |
| ATR |
0.0090 |
0.0089 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
149,648 |
18,821 |
-130,827 |
-87.4% |
1,370,553 |
|
| Daily Pivots for day following 19-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2501 |
1.2477 |
1.2356 |
|
| R3 |
1.2434 |
1.2410 |
1.2338 |
|
| R2 |
1.2368 |
1.2368 |
1.2332 |
|
| R1 |
1.2344 |
1.2344 |
1.2326 |
1.2356 |
| PP |
1.2301 |
1.2301 |
1.2301 |
1.2307 |
| S1 |
1.2277 |
1.2277 |
1.2313 |
1.2289 |
| S2 |
1.2235 |
1.2235 |
1.2307 |
|
| S3 |
1.2168 |
1.2211 |
1.2301 |
|
| S4 |
1.2102 |
1.2144 |
1.2283 |
|
|
| 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 |
1.2259 |
0.0158 |
1.3% |
0.0077 |
0.6% |
38% |
False |
True |
236,939 |
| 10 |
1.2462 |
1.2259 |
0.0203 |
1.6% |
0.0081 |
0.7% |
30% |
False |
True |
242,745 |
| 20 |
1.2462 |
1.2166 |
0.0296 |
2.4% |
0.0085 |
0.7% |
52% |
False |
False |
236,325 |
| 40 |
1.2580 |
1.2166 |
0.0414 |
3.4% |
0.0099 |
0.8% |
37% |
False |
False |
262,011 |
| 60 |
1.2580 |
1.1893 |
0.0687 |
5.6% |
0.0094 |
0.8% |
62% |
False |
False |
249,974 |
| 80 |
1.2580 |
1.1797 |
0.0783 |
6.4% |
0.0089 |
0.7% |
67% |
False |
False |
207,402 |
| 100 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0085 |
0.7% |
72% |
False |
False |
166,131 |
| 120 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0082 |
0.7% |
72% |
False |
False |
138,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2608 |
|
2.618 |
1.2500 |
|
1.618 |
1.2433 |
|
1.000 |
1.2392 |
|
0.618 |
1.2367 |
|
HIGH |
1.2326 |
|
0.618 |
1.2300 |
|
0.500 |
1.2292 |
|
0.382 |
1.2284 |
|
LOW |
1.2259 |
|
0.618 |
1.2218 |
|
1.000 |
1.2193 |
|
1.618 |
1.2151 |
|
2.618 |
1.2085 |
|
4.250 |
1.1976 |
|
|
| Fisher Pivots for day following 19-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2310 |
1.2322 |
| PP |
1.2301 |
1.2321 |
| S1 |
1.2292 |
1.2320 |
|