CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 28-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2017 |
28-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
1.1938 |
1.1960 |
0.0023 |
0.2% |
1.1835 |
| High |
1.1984 |
1.2014 |
0.0031 |
0.3% |
1.1976 |
| Low |
1.1931 |
1.1953 |
0.0022 |
0.2% |
1.1829 |
| Close |
1.1970 |
1.2008 |
0.0038 |
0.3% |
1.1928 |
| Range |
0.0053 |
0.0062 |
0.0009 |
17.1% |
0.0147 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
124,813 |
129,545 |
4,732 |
3.8% |
890,746 |
|
| Daily Pivots for day following 28-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2176 |
1.2153 |
1.2041 |
|
| R3 |
1.2114 |
1.2092 |
1.2024 |
|
| R2 |
1.2053 |
1.2053 |
1.2019 |
|
| R1 |
1.2030 |
1.2030 |
1.2013 |
1.2042 |
| PP |
1.1991 |
1.1991 |
1.1991 |
1.1997 |
| S1 |
1.1969 |
1.1969 |
1.2002 |
1.1980 |
| S2 |
1.1930 |
1.1930 |
1.1996 |
|
| S3 |
1.1868 |
1.1907 |
1.1991 |
|
| S4 |
1.1807 |
1.1846 |
1.1974 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2352 |
1.2287 |
1.2009 |
|
| R3 |
1.2205 |
1.2140 |
1.1968 |
|
| R2 |
1.2058 |
1.2058 |
1.1955 |
|
| R1 |
1.1993 |
1.1993 |
1.1941 |
1.2026 |
| PP |
1.1911 |
1.1911 |
1.1911 |
1.1927 |
| S1 |
1.1846 |
1.1846 |
1.1915 |
1.1879 |
| S2 |
1.1764 |
1.1764 |
1.1901 |
|
| S3 |
1.1617 |
1.1699 |
1.1888 |
|
| S4 |
1.1470 |
1.1552 |
1.1847 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2014 |
1.1893 |
0.0122 |
1.0% |
0.0049 |
0.4% |
95% |
True |
False |
121,650 |
| 10 |
1.2014 |
1.1829 |
0.0185 |
1.5% |
0.0063 |
0.5% |
96% |
True |
False |
170,155 |
| 20 |
1.2018 |
1.1797 |
0.0221 |
1.8% |
0.0067 |
0.6% |
95% |
False |
False |
119,230 |
| 40 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0067 |
0.6% |
91% |
False |
False |
60,563 |
| 60 |
1.2044 |
1.1649 |
0.0395 |
3.3% |
0.0067 |
0.6% |
91% |
False |
False |
40,539 |
| 80 |
1.2214 |
1.1649 |
0.0565 |
4.7% |
0.0070 |
0.6% |
64% |
False |
False |
30,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2275 |
|
2.618 |
1.2175 |
|
1.618 |
1.2114 |
|
1.000 |
1.2076 |
|
0.618 |
1.2052 |
|
HIGH |
1.2014 |
|
0.618 |
1.1991 |
|
0.500 |
1.1983 |
|
0.382 |
1.1976 |
|
LOW |
1.1953 |
|
0.618 |
1.1914 |
|
1.000 |
1.1891 |
|
1.618 |
1.1853 |
|
2.618 |
1.1791 |
|
4.250 |
1.1691 |
|
|
| Fisher Pivots for day following 28-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.1999 |
1.1994 |
| PP |
1.1991 |
1.1981 |
| S1 |
1.1983 |
1.1968 |
|