CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 30-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2018 |
30-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2456 |
1.2421 |
-0.0035 |
-0.3% |
1.2298 |
| High |
1.2469 |
1.2491 |
0.0022 |
0.2% |
1.2577 |
| Low |
1.2374 |
1.2372 |
-0.0003 |
0.0% |
1.2255 |
| Close |
1.2427 |
1.2441 |
0.0015 |
0.1% |
1.2460 |
| Range |
0.0095 |
0.0120 |
0.0025 |
25.8% |
0.0322 |
| ATR |
0.0098 |
0.0099 |
0.0002 |
1.6% |
0.0000 |
| Volume |
282,188 |
299,582 |
17,394 |
6.2% |
1,607,555 |
|
| Daily Pivots for day following 30-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2793 |
1.2737 |
1.2507 |
|
| R3 |
1.2674 |
1.2617 |
1.2474 |
|
| R2 |
1.2554 |
1.2554 |
1.2463 |
|
| R1 |
1.2498 |
1.2498 |
1.2452 |
1.2526 |
| PP |
1.2435 |
1.2435 |
1.2435 |
1.2449 |
| S1 |
1.2378 |
1.2378 |
1.2430 |
1.2406 |
| S2 |
1.2315 |
1.2315 |
1.2419 |
|
| S3 |
1.2196 |
1.2259 |
1.2408 |
|
| S4 |
1.2076 |
1.2139 |
1.2375 |
|
|
| Weekly Pivots for week ending 26-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3395 |
1.3249 |
1.2637 |
|
| R3 |
1.3074 |
1.2928 |
1.2548 |
|
| R2 |
1.2752 |
1.2752 |
1.2519 |
|
| R1 |
1.2606 |
1.2606 |
1.2489 |
1.2679 |
| PP |
1.2431 |
1.2431 |
1.2431 |
1.2467 |
| S1 |
1.2285 |
1.2285 |
1.2431 |
1.2358 |
| S2 |
1.2109 |
1.2109 |
1.2401 |
|
| S3 |
1.1788 |
1.1963 |
1.2372 |
|
| S4 |
1.1466 |
1.1642 |
1.2283 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2577 |
1.2329 |
0.0248 |
2.0% |
0.0127 |
1.0% |
45% |
False |
False |
358,954 |
| 10 |
1.2577 |
1.2209 |
0.0368 |
3.0% |
0.0110 |
0.9% |
63% |
False |
False |
298,315 |
| 20 |
1.2577 |
1.1964 |
0.0613 |
4.9% |
0.0104 |
0.8% |
78% |
False |
False |
286,183 |
| 40 |
1.2577 |
1.1797 |
0.0780 |
6.3% |
0.0085 |
0.7% |
83% |
False |
False |
206,874 |
| 60 |
1.2577 |
1.1649 |
0.0928 |
7.5% |
0.0080 |
0.6% |
85% |
False |
False |
138,631 |
| 80 |
1.2577 |
1.1649 |
0.0928 |
7.5% |
0.0077 |
0.6% |
85% |
False |
False |
104,102 |
| 100 |
1.2577 |
1.1649 |
0.0928 |
7.5% |
0.0078 |
0.6% |
85% |
False |
False |
83,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2999 |
|
2.618 |
1.2804 |
|
1.618 |
1.2684 |
|
1.000 |
1.2611 |
|
0.618 |
1.2565 |
|
HIGH |
1.2491 |
|
0.618 |
1.2445 |
|
0.500 |
1.2431 |
|
0.382 |
1.2417 |
|
LOW |
1.2372 |
|
0.618 |
1.2298 |
|
1.000 |
1.2252 |
|
1.618 |
1.2178 |
|
2.618 |
1.2059 |
|
4.250 |
1.1864 |
|
|
| Fisher Pivots for day following 30-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2438 |
1.2451 |
| PP |
1.2435 |
1.2448 |
| S1 |
1.2431 |
1.2444 |
|