CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 19-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2018 |
19-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2213 |
1.2285 |
0.0072 |
0.6% |
1.2250 |
| High |
1.2309 |
1.2337 |
0.0029 |
0.2% |
1.2369 |
| Low |
1.2209 |
1.2256 |
0.0047 |
0.4% |
1.2209 |
| Close |
1.2286 |
1.2275 |
-0.0011 |
-0.1% |
1.2275 |
| Range |
0.0100 |
0.0081 |
-0.0019 |
-18.6% |
0.0160 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
233,389 |
236,184 |
2,795 |
1.2% |
1,339,915 |
|
| Daily Pivots for day following 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2532 |
1.2485 |
1.2320 |
|
| R3 |
1.2451 |
1.2404 |
1.2297 |
|
| R2 |
1.2370 |
1.2370 |
1.2290 |
|
| R1 |
1.2323 |
1.2323 |
1.2282 |
1.2306 |
| PP |
1.2289 |
1.2289 |
1.2289 |
1.2281 |
| S1 |
1.2242 |
1.2242 |
1.2268 |
1.2225 |
| S2 |
1.2208 |
1.2208 |
1.2260 |
|
| S3 |
1.2127 |
1.2161 |
1.2253 |
|
| S4 |
1.2046 |
1.2080 |
1.2230 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2763 |
1.2678 |
1.2363 |
|
| R3 |
1.2603 |
1.2519 |
1.2319 |
|
| R2 |
1.2444 |
1.2444 |
1.2304 |
|
| R1 |
1.2359 |
1.2359 |
1.2290 |
1.2402 |
| PP |
1.2284 |
1.2284 |
1.2284 |
1.2305 |
| S1 |
1.2200 |
1.2200 |
1.2260 |
1.2242 |
| S2 |
1.2125 |
1.2125 |
1.2246 |
|
| S3 |
1.1965 |
1.2040 |
1.2231 |
|
| S4 |
1.1806 |
1.1881 |
1.2187 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2369 |
1.2077 |
0.0292 |
2.4% |
0.0125 |
1.0% |
68% |
False |
False |
346,706 |
| 10 |
1.2369 |
1.1964 |
0.0405 |
3.3% |
0.0107 |
0.9% |
77% |
False |
False |
292,681 |
| 20 |
1.2369 |
1.1893 |
0.0476 |
3.9% |
0.0085 |
0.7% |
80% |
False |
False |
225,899 |
| 40 |
1.2369 |
1.1797 |
0.0572 |
4.7% |
0.0080 |
0.7% |
84% |
False |
False |
152,792 |
| 60 |
1.2369 |
1.1649 |
0.0720 |
5.9% |
0.0076 |
0.6% |
87% |
False |
False |
102,210 |
| 80 |
1.2369 |
1.1649 |
0.0720 |
5.9% |
0.0073 |
0.6% |
87% |
False |
False |
76,758 |
| 100 |
1.2369 |
1.1649 |
0.0720 |
5.9% |
0.0076 |
0.6% |
87% |
False |
False |
61,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2681 |
|
2.618 |
1.2549 |
|
1.618 |
1.2468 |
|
1.000 |
1.2418 |
|
0.618 |
1.2387 |
|
HIGH |
1.2337 |
|
0.618 |
1.2306 |
|
0.500 |
1.2297 |
|
0.382 |
1.2287 |
|
LOW |
1.2256 |
|
0.618 |
1.2206 |
|
1.000 |
1.2175 |
|
1.618 |
1.2125 |
|
2.618 |
1.2044 |
|
4.250 |
1.1912 |
|
|
| Fisher Pivots for day following 19-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2297 |
1.2289 |
| PP |
1.2289 |
1.2284 |
| S1 |
1.2282 |
1.2280 |
|