CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 08-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2018 |
08-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2122 |
1.2081 |
-0.0041 |
-0.3% |
1.2070 |
| High |
1.2133 |
1.2102 |
-0.0031 |
-0.3% |
1.2141 |
| Low |
1.2071 |
1.2005 |
-0.0066 |
-0.5% |
1.2054 |
| Close |
1.2099 |
1.2013 |
-0.0086 |
-0.7% |
1.2099 |
| Range |
0.0063 |
0.0097 |
0.0035 |
55.2% |
0.0087 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
2.9% |
0.0000 |
| Volume |
187,567 |
198,647 |
11,080 |
5.9% |
795,103 |
|
| Daily Pivots for day following 08-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2331 |
1.2269 |
1.2066 |
|
| R3 |
1.2234 |
1.2172 |
1.2039 |
|
| R2 |
1.2137 |
1.2137 |
1.2030 |
|
| R1 |
1.2075 |
1.2075 |
1.2021 |
1.2057 |
| PP |
1.2040 |
1.2040 |
1.2040 |
1.2031 |
| S1 |
1.1978 |
1.1978 |
1.2004 |
1.1960 |
| S2 |
1.1943 |
1.1943 |
1.1995 |
|
| S3 |
1.1846 |
1.1881 |
1.1986 |
|
| S4 |
1.1749 |
1.1784 |
1.1959 |
|
|
| 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 |
1.2005 |
0.0136 |
1.1% |
0.0078 |
0.6% |
6% |
False |
True |
198,750 |
| 10 |
1.2141 |
1.1893 |
0.0248 |
2.1% |
0.0068 |
0.6% |
48% |
False |
False |
161,566 |
| 20 |
1.2141 |
1.1797 |
0.0344 |
2.9% |
0.0069 |
0.6% |
63% |
False |
False |
170,994 |
| 40 |
1.2141 |
1.1680 |
0.0461 |
3.8% |
0.0071 |
0.6% |
72% |
False |
False |
89,572 |
| 60 |
1.2141 |
1.1649 |
0.0492 |
4.1% |
0.0069 |
0.6% |
74% |
False |
False |
59,927 |
| 80 |
1.2150 |
1.1649 |
0.0501 |
4.2% |
0.0070 |
0.6% |
73% |
False |
False |
45,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2514 |
|
2.618 |
1.2356 |
|
1.618 |
1.2259 |
|
1.000 |
1.2199 |
|
0.618 |
1.2162 |
|
HIGH |
1.2102 |
|
0.618 |
1.2065 |
|
0.500 |
1.2054 |
|
0.382 |
1.2042 |
|
LOW |
1.2005 |
|
0.618 |
1.1945 |
|
1.000 |
1.1908 |
|
1.618 |
1.1848 |
|
2.618 |
1.1751 |
|
4.250 |
1.1593 |
|
|
| Fisher Pivots for day following 08-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2054 |
1.2073 |
| PP |
1.2040 |
1.2053 |
| S1 |
1.2026 |
1.2033 |
|