CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 06-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2018 |
06-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2465 |
1.2406 |
-0.0059 |
-0.5% |
1.2456 |
| High |
1.2508 |
1.2467 |
-0.0042 |
-0.3% |
1.2558 |
| Low |
1.2395 |
1.2345 |
-0.0050 |
-0.4% |
1.2372 |
| Close |
1.2432 |
1.2424 |
-0.0008 |
-0.1% |
1.2486 |
| Range |
0.0114 |
0.0122 |
0.0008 |
7.0% |
0.0186 |
| ATR |
0.0103 |
0.0104 |
0.0001 |
1.3% |
0.0000 |
| Volume |
283,581 |
370,346 |
86,765 |
30.6% |
1,502,559 |
|
| Daily Pivots for day following 06-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2776 |
1.2722 |
1.2491 |
|
| R3 |
1.2655 |
1.2600 |
1.2457 |
|
| R2 |
1.2533 |
1.2533 |
1.2446 |
|
| R1 |
1.2479 |
1.2479 |
1.2435 |
1.2506 |
| PP |
1.2412 |
1.2412 |
1.2412 |
1.2426 |
| S1 |
1.2357 |
1.2357 |
1.2413 |
1.2385 |
| S2 |
1.2290 |
1.2290 |
1.2402 |
|
| S3 |
1.2169 |
1.2236 |
1.2391 |
|
| S4 |
1.2047 |
1.2114 |
1.2357 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3030 |
1.2944 |
1.2588 |
|
| R3 |
1.2844 |
1.2758 |
1.2537 |
|
| R2 |
1.2658 |
1.2658 |
1.2520 |
|
| R1 |
1.2572 |
1.2572 |
1.2503 |
1.2615 |
| PP |
1.2472 |
1.2472 |
1.2472 |
1.2493 |
| S1 |
1.2386 |
1.2386 |
1.2468 |
1.2429 |
| S2 |
1.2286 |
1.2286 |
1.2451 |
|
| S3 |
1.2100 |
1.2200 |
1.2434 |
|
| S4 |
1.1914 |
1.2014 |
1.2383 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2558 |
1.2345 |
0.0213 |
1.7% |
0.0114 |
0.9% |
37% |
False |
True |
314,943 |
| 10 |
1.2577 |
1.2329 |
0.0248 |
2.0% |
0.0121 |
1.0% |
38% |
False |
False |
336,948 |
| 20 |
1.2577 |
1.1964 |
0.0613 |
4.9% |
0.0113 |
0.9% |
75% |
False |
False |
315,232 |
| 40 |
1.2577 |
1.1797 |
0.0780 |
6.3% |
0.0091 |
0.7% |
80% |
False |
False |
243,113 |
| 60 |
1.2577 |
1.1680 |
0.0897 |
7.2% |
0.0085 |
0.7% |
83% |
False |
False |
164,792 |
| 80 |
1.2577 |
1.1649 |
0.0928 |
7.5% |
0.0080 |
0.6% |
84% |
False |
False |
123,753 |
| 100 |
1.2577 |
1.1649 |
0.0928 |
7.5% |
0.0079 |
0.6% |
84% |
False |
False |
99,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2983 |
|
2.618 |
1.2785 |
|
1.618 |
1.2663 |
|
1.000 |
1.2588 |
|
0.618 |
1.2542 |
|
HIGH |
1.2467 |
|
0.618 |
1.2420 |
|
0.500 |
1.2406 |
|
0.382 |
1.2391 |
|
LOW |
1.2345 |
|
0.618 |
1.2270 |
|
1.000 |
1.2224 |
|
1.618 |
1.2148 |
|
2.618 |
1.2027 |
|
4.250 |
1.1829 |
|
|
| Fisher Pivots for day following 06-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2418 |
1.2448 |
| PP |
1.2412 |
1.2440 |
| S1 |
1.2406 |
1.2432 |
|