CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 12-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2018 |
12-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1995 |
1.2083 |
0.0088 |
0.7% |
1.2081 |
| High |
1.2106 |
1.2266 |
0.0160 |
1.3% |
1.2266 |
| Low |
1.1975 |
1.2077 |
0.0102 |
0.9% |
1.1964 |
| Close |
1.2085 |
1.2229 |
0.0144 |
1.2% |
1.2229 |
| Range |
0.0131 |
0.0189 |
0.0058 |
44.3% |
0.0302 |
| ATR |
0.0076 |
0.0084 |
0.0008 |
10.6% |
0.0000 |
| Volume |
317,187 |
393,619 |
76,432 |
24.1% |
1,399,334 |
|
| Daily Pivots for day following 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2757 |
1.2682 |
1.2332 |
|
| R3 |
1.2568 |
1.2493 |
1.2280 |
|
| R2 |
1.2379 |
1.2379 |
1.2263 |
|
| R1 |
1.2304 |
1.2304 |
1.2246 |
1.2342 |
| PP |
1.2190 |
1.2190 |
1.2190 |
1.2209 |
| S1 |
1.2115 |
1.2115 |
1.2211 |
1.2153 |
| S2 |
1.2001 |
1.2001 |
1.2194 |
|
| S3 |
1.1812 |
1.1926 |
1.2177 |
|
| S4 |
1.1623 |
1.1737 |
1.2125 |
|
|
| Weekly Pivots for week ending 12-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3057 |
1.2944 |
1.2394 |
|
| R3 |
1.2756 |
1.2643 |
1.2311 |
|
| R2 |
1.2454 |
1.2454 |
1.2284 |
|
| R1 |
1.2341 |
1.2341 |
1.2256 |
1.2398 |
| PP |
1.2153 |
1.2153 |
1.2153 |
1.2181 |
| S1 |
1.2040 |
1.2040 |
1.2201 |
1.2096 |
| S2 |
1.1851 |
1.1851 |
1.2173 |
|
| S3 |
1.1550 |
1.1738 |
1.2146 |
|
| S4 |
1.1248 |
1.1437 |
1.2063 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2266 |
1.1964 |
0.0302 |
2.5% |
0.0114 |
0.9% |
88% |
True |
False |
279,866 |
| 10 |
1.2266 |
1.1964 |
0.0302 |
2.5% |
0.0095 |
0.8% |
88% |
True |
False |
236,680 |
| 20 |
1.2266 |
1.1829 |
0.0437 |
3.6% |
0.0079 |
0.6% |
92% |
True |
False |
203,417 |
| 40 |
1.2266 |
1.1797 |
0.0469 |
3.8% |
0.0075 |
0.6% |
92% |
True |
False |
119,462 |
| 60 |
1.2266 |
1.1649 |
0.0617 |
5.0% |
0.0073 |
0.6% |
94% |
True |
False |
79,902 |
| 80 |
1.2266 |
1.1649 |
0.0617 |
5.0% |
0.0073 |
0.6% |
94% |
True |
False |
60,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3069 |
|
2.618 |
1.2760 |
|
1.618 |
1.2571 |
|
1.000 |
1.2455 |
|
0.618 |
1.2382 |
|
HIGH |
1.2266 |
|
0.618 |
1.2193 |
|
0.500 |
1.2171 |
|
0.382 |
1.2149 |
|
LOW |
1.2077 |
|
0.618 |
1.1960 |
|
1.000 |
1.1888 |
|
1.618 |
1.1771 |
|
2.618 |
1.1582 |
|
4.250 |
1.1273 |
|
|
| Fisher Pivots for day following 12-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2209 |
1.2192 |
| PP |
1.2190 |
1.2155 |
| S1 |
1.2171 |
1.2118 |
|