CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 04-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2109 |
1.2064 |
-0.0045 |
-0.4% |
1.1946 |
| High |
1.2119 |
1.2141 |
0.0022 |
0.2% |
1.2080 |
| Low |
1.2054 |
1.2055 |
0.0002 |
0.0% |
1.1922 |
| Close |
1.2069 |
1.2122 |
0.0054 |
0.4% |
1.2076 |
| Range |
0.0065 |
0.0086 |
0.0021 |
31.5% |
0.0158 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.8% |
0.0000 |
| Volume |
184,726 |
222,465 |
37,739 |
20.4% |
482,690 |
|
| Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2362 |
1.2328 |
1.2169 |
|
| R3 |
1.2277 |
1.2242 |
1.2146 |
|
| R2 |
1.2191 |
1.2191 |
1.2138 |
|
| R1 |
1.2157 |
1.2157 |
1.2130 |
1.2174 |
| PP |
1.2106 |
1.2106 |
1.2106 |
1.2115 |
| S1 |
1.2071 |
1.2071 |
1.2114 |
1.2089 |
| S2 |
1.2020 |
1.2020 |
1.2106 |
|
| S3 |
1.1935 |
1.1986 |
1.2098 |
|
| S4 |
1.1849 |
1.1900 |
1.2075 |
|
|
| 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 |
1.2141 |
1.1953 |
0.0188 |
1.6% |
0.0076 |
0.6% |
90% |
True |
False |
181,888 |
| 10 |
1.2141 |
1.1893 |
0.0248 |
2.0% |
0.0063 |
0.5% |
93% |
True |
False |
159,117 |
| 20 |
1.2141 |
1.1797 |
0.0344 |
2.8% |
0.0066 |
0.5% |
95% |
True |
False |
156,135 |
| 40 |
1.2141 |
1.1649 |
0.0492 |
4.1% |
0.0069 |
0.6% |
96% |
True |
False |
79,998 |
| 60 |
1.2141 |
1.1649 |
0.0492 |
4.1% |
0.0069 |
0.6% |
96% |
True |
False |
53,513 |
| 80 |
1.2150 |
1.1649 |
0.0501 |
4.1% |
0.0071 |
0.6% |
95% |
False |
False |
40,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2504 |
|
2.618 |
1.2364 |
|
1.618 |
1.2279 |
|
1.000 |
1.2226 |
|
0.618 |
1.2193 |
|
HIGH |
1.2141 |
|
0.618 |
1.2108 |
|
0.500 |
1.2098 |
|
0.382 |
1.2088 |
|
LOW |
1.2055 |
|
0.618 |
1.2002 |
|
1.000 |
1.1970 |
|
1.618 |
1.1917 |
|
2.618 |
1.1831 |
|
4.250 |
1.1692 |
|
|
| Fisher Pivots for day following 04-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2114 |
1.2114 |
| PP |
1.2106 |
1.2105 |
| S1 |
1.2098 |
1.2097 |
|