CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 05-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2018 |
05-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2064 |
1.2122 |
0.0058 |
0.5% |
1.2070 |
| High |
1.2141 |
1.2133 |
-0.0008 |
-0.1% |
1.2141 |
| Low |
1.2055 |
1.2071 |
0.0016 |
0.1% |
1.2054 |
| Close |
1.2122 |
1.2099 |
-0.0024 |
-0.2% |
1.2099 |
| Range |
0.0086 |
0.0063 |
-0.0023 |
-26.9% |
0.0087 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
222,465 |
187,567 |
-34,898 |
-15.7% |
795,103 |
|
| Daily Pivots for day following 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2288 |
1.2256 |
1.2133 |
|
| R3 |
1.2226 |
1.2193 |
1.2116 |
|
| R2 |
1.2163 |
1.2163 |
1.2110 |
|
| R1 |
1.2131 |
1.2131 |
1.2104 |
1.2116 |
| PP |
1.2101 |
1.2101 |
1.2101 |
1.2093 |
| S1 |
1.2068 |
1.2068 |
1.2093 |
1.2053 |
| S2 |
1.2038 |
1.2038 |
1.2087 |
|
| S3 |
1.1976 |
1.2006 |
1.2081 |
|
| S4 |
1.1913 |
1.1943 |
1.2064 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2359 |
1.2316 |
1.2146 |
|
| R3 |
1.2272 |
1.2229 |
1.2122 |
|
| R2 |
1.2185 |
1.2185 |
1.2114 |
|
| R1 |
1.2142 |
1.2142 |
1.2106 |
1.2163 |
| PP |
1.2098 |
1.2098 |
1.2098 |
1.2108 |
| S1 |
1.2055 |
1.2055 |
1.2091 |
1.2076 |
| S2 |
1.2011 |
1.2011 |
1.2083 |
|
| S3 |
1.1924 |
1.1968 |
1.2075 |
|
| S4 |
1.1837 |
1.1881 |
1.2051 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2141 |
1.1991 |
0.0150 |
1.2% |
0.0076 |
0.6% |
72% |
False |
False |
193,493 |
| 10 |
1.2141 |
1.1893 |
0.0248 |
2.0% |
0.0062 |
0.5% |
83% |
False |
False |
157,571 |
| 20 |
1.2141 |
1.1797 |
0.0344 |
2.8% |
0.0066 |
0.5% |
88% |
False |
False |
163,796 |
| 40 |
1.2141 |
1.1675 |
0.0466 |
3.9% |
0.0069 |
0.6% |
91% |
False |
False |
84,665 |
| 60 |
1.2141 |
1.1649 |
0.0492 |
4.1% |
0.0068 |
0.6% |
91% |
False |
False |
56,627 |
| 80 |
1.2150 |
1.1649 |
0.0501 |
4.1% |
0.0071 |
0.6% |
90% |
False |
False |
42,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2399 |
|
2.618 |
1.2297 |
|
1.618 |
1.2234 |
|
1.000 |
1.2196 |
|
0.618 |
1.2172 |
|
HIGH |
1.2133 |
|
0.618 |
1.2109 |
|
0.500 |
1.2102 |
|
0.382 |
1.2094 |
|
LOW |
1.2071 |
|
0.618 |
1.2032 |
|
1.000 |
1.2008 |
|
1.618 |
1.1969 |
|
2.618 |
1.1907 |
|
4.250 |
1.1805 |
|
|
| Fisher Pivots for day following 05-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2102 |
1.2098 |
| PP |
1.2101 |
1.2098 |
| S1 |
1.2100 |
1.2097 |
|