CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 02-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2017 |
02-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1994 |
1.2070 |
0.0077 |
0.6% |
1.1946 |
| High |
1.2080 |
1.2135 |
0.0056 |
0.5% |
1.2080 |
| Low |
1.1991 |
1.2057 |
0.0066 |
0.6% |
1.1922 |
| Close |
1.2076 |
1.2106 |
0.0031 |
0.3% |
1.2076 |
| Range |
0.0089 |
0.0079 |
-0.0011 |
-11.8% |
0.0158 |
| ATR |
0.0068 |
0.0068 |
0.0001 |
1.1% |
0.0000 |
| Volume |
172,363 |
200,345 |
27,982 |
16.2% |
482,690 |
|
| Daily Pivots for day following 02-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2335 |
1.2299 |
1.2149 |
|
| R3 |
1.2256 |
1.2220 |
1.2128 |
|
| R2 |
1.2178 |
1.2178 |
1.2120 |
|
| R1 |
1.2142 |
1.2142 |
1.2113 |
1.2160 |
| PP |
1.2099 |
1.2099 |
1.2099 |
1.2108 |
| S1 |
1.2063 |
1.2063 |
1.2099 |
1.2081 |
| S2 |
1.2021 |
1.2021 |
1.2092 |
|
| S3 |
1.1942 |
1.1985 |
1.2084 |
|
| S4 |
1.1864 |
1.1906 |
1.2063 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2498 |
1.2444 |
1.2162 |
|
| R3 |
1.2341 |
1.2287 |
1.2119 |
|
| R2 |
1.2183 |
1.2183 |
1.2104 |
|
| R1 |
1.2129 |
1.2129 |
1.2090 |
1.2156 |
| PP |
1.2026 |
1.2026 |
1.2026 |
1.2039 |
| S1 |
1.1972 |
1.1972 |
1.2061 |
1.1999 |
| S2 |
1.1868 |
1.1868 |
1.2047 |
|
| S3 |
1.1711 |
1.1814 |
1.2032 |
|
| S4 |
1.1553 |
1.1657 |
1.1989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2135 |
1.1922 |
0.0213 |
1.8% |
0.0064 |
0.5% |
86% |
True |
False |
136,607 |
| 10 |
1.2135 |
1.1829 |
0.0306 |
2.5% |
0.0064 |
0.5% |
91% |
True |
False |
157,378 |
| 20 |
1.2135 |
1.1797 |
0.0338 |
2.8% |
0.0065 |
0.5% |
91% |
True |
False |
137,186 |
| 40 |
1.2135 |
1.1649 |
0.0487 |
4.0% |
0.0068 |
0.6% |
94% |
True |
False |
69,852 |
| 60 |
1.2135 |
1.1649 |
0.0487 |
4.0% |
0.0068 |
0.6% |
94% |
True |
False |
46,737 |
| 80 |
1.2214 |
1.1649 |
0.0565 |
4.7% |
0.0071 |
0.6% |
81% |
False |
False |
35,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2469 |
|
2.618 |
1.2341 |
|
1.618 |
1.2262 |
|
1.000 |
1.2214 |
|
0.618 |
1.2184 |
|
HIGH |
1.2135 |
|
0.618 |
1.2105 |
|
0.500 |
1.2096 |
|
0.382 |
1.2086 |
|
LOW |
1.2057 |
|
0.618 |
1.2008 |
|
1.000 |
1.1978 |
|
1.618 |
1.1929 |
|
2.618 |
1.1851 |
|
4.250 |
1.1723 |
|
|
| Fisher Pivots for day following 02-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2103 |
1.2085 |
| PP |
1.2099 |
1.2065 |
| S1 |
1.2096 |
1.2044 |
|