CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 17-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2018 |
17-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2250 |
1.2302 |
0.0052 |
0.4% |
1.2081 |
| High |
1.2343 |
1.2369 |
0.0026 |
0.2% |
1.2266 |
| Low |
1.2233 |
1.2223 |
-0.0011 |
-0.1% |
1.1964 |
| Close |
1.2317 |
1.2284 |
-0.0033 |
-0.3% |
1.2229 |
| Range |
0.0110 |
0.0146 |
0.0037 |
33.3% |
0.0302 |
| ATR |
0.0086 |
0.0091 |
0.0004 |
4.9% |
0.0000 |
| Volume |
546,081 |
324,261 |
-221,820 |
-40.6% |
1,399,334 |
|
| Daily Pivots for day following 17-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2730 |
1.2653 |
1.2364 |
|
| R3 |
1.2584 |
1.2507 |
1.2324 |
|
| R2 |
1.2438 |
1.2438 |
1.2310 |
|
| R1 |
1.2361 |
1.2361 |
1.2297 |
1.2326 |
| PP |
1.2292 |
1.2292 |
1.2292 |
1.2274 |
| S1 |
1.2215 |
1.2215 |
1.2270 |
1.2180 |
| S2 |
1.2146 |
1.2146 |
1.2257 |
|
| S3 |
1.2000 |
1.2069 |
1.2243 |
|
| S4 |
1.1854 |
1.1923 |
1.2203 |
|
|
| 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 |
1.2369 |
1.1971 |
0.0398 |
3.2% |
0.0134 |
1.1% |
79% |
True |
False |
374,676 |
| 10 |
1.2369 |
1.1964 |
0.0405 |
3.3% |
0.0104 |
0.8% |
79% |
True |
False |
286,443 |
| 20 |
1.2369 |
1.1829 |
0.0540 |
4.4% |
0.0084 |
0.7% |
84% |
True |
False |
221,910 |
| 40 |
1.2369 |
1.1797 |
0.0572 |
4.7% |
0.0079 |
0.6% |
85% |
True |
False |
141,125 |
| 60 |
1.2369 |
1.1649 |
0.0720 |
5.9% |
0.0075 |
0.6% |
88% |
True |
False |
94,397 |
| 80 |
1.2369 |
1.1649 |
0.0720 |
5.9% |
0.0073 |
0.6% |
88% |
True |
False |
70,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2989 |
|
2.618 |
1.2751 |
|
1.618 |
1.2605 |
|
1.000 |
1.2515 |
|
0.618 |
1.2459 |
|
HIGH |
1.2369 |
|
0.618 |
1.2313 |
|
0.500 |
1.2296 |
|
0.382 |
1.2278 |
|
LOW |
1.2223 |
|
0.618 |
1.2132 |
|
1.000 |
1.2077 |
|
1.618 |
1.1986 |
|
2.618 |
1.1840 |
|
4.250 |
1.1602 |
|
|
| Fisher Pivots for day following 17-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2296 |
1.2263 |
| PP |
1.2292 |
1.2243 |
| S1 |
1.2288 |
1.2223 |
|