CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 09-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2018 |
09-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2284 |
1.2277 |
-0.0007 |
-0.1% |
1.2465 |
| High |
1.2324 |
1.2316 |
-0.0008 |
-0.1% |
1.2508 |
| Low |
1.2240 |
1.2234 |
-0.0007 |
-0.1% |
1.2234 |
| Close |
1.2291 |
1.2260 |
-0.0032 |
-0.3% |
1.2260 |
| Range |
0.0084 |
0.0082 |
-0.0002 |
-1.8% |
0.0275 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
323,227 |
276,282 |
-46,945 |
-14.5% |
1,529,566 |
|
| Daily Pivots for day following 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2516 |
1.2470 |
1.2305 |
|
| R3 |
1.2434 |
1.2388 |
1.2282 |
|
| R2 |
1.2352 |
1.2352 |
1.2275 |
|
| R1 |
1.2306 |
1.2306 |
1.2267 |
1.2288 |
| PP |
1.2270 |
1.2270 |
1.2270 |
1.2261 |
| S1 |
1.2224 |
1.2224 |
1.2252 |
1.2206 |
| S2 |
1.2188 |
1.2188 |
1.2244 |
|
| S3 |
1.2106 |
1.2142 |
1.2237 |
|
| S4 |
1.2024 |
1.2060 |
1.2214 |
|
|
| Weekly Pivots for week ending 09-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3157 |
1.2983 |
1.2410 |
|
| R3 |
1.2883 |
1.2708 |
1.2335 |
|
| R2 |
1.2608 |
1.2608 |
1.2310 |
|
| R1 |
1.2434 |
1.2434 |
1.2285 |
1.2384 |
| PP |
1.2334 |
1.2334 |
1.2334 |
1.2309 |
| S1 |
1.2159 |
1.2159 |
1.2234 |
1.2109 |
| S2 |
1.2059 |
1.2059 |
1.2209 |
|
| S3 |
1.1785 |
1.1885 |
1.2184 |
|
| S4 |
1.1510 |
1.1610 |
1.2109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2508 |
1.2234 |
0.0275 |
2.2% |
0.0112 |
0.9% |
9% |
False |
True |
305,913 |
| 10 |
1.2558 |
1.2234 |
0.0324 |
2.6% |
0.0111 |
0.9% |
8% |
False |
True |
303,212 |
| 20 |
1.2577 |
1.2077 |
0.0500 |
4.1% |
0.0115 |
0.9% |
37% |
False |
False |
318,660 |
| 40 |
1.2577 |
1.1811 |
0.0766 |
6.2% |
0.0095 |
0.8% |
59% |
False |
False |
257,225 |
| 60 |
1.2577 |
1.1755 |
0.0822 |
6.7% |
0.0088 |
0.7% |
61% |
False |
False |
179,325 |
| 80 |
1.2577 |
1.1649 |
0.0928 |
7.6% |
0.0082 |
0.7% |
66% |
False |
False |
134,677 |
| 100 |
1.2577 |
1.1649 |
0.0928 |
7.6% |
0.0080 |
0.7% |
66% |
False |
False |
107,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2664 |
|
2.618 |
1.2530 |
|
1.618 |
1.2448 |
|
1.000 |
1.2398 |
|
0.618 |
1.2366 |
|
HIGH |
1.2316 |
|
0.618 |
1.2284 |
|
0.500 |
1.2275 |
|
0.382 |
1.2265 |
|
LOW |
1.2234 |
|
0.618 |
1.2183 |
|
1.000 |
1.2152 |
|
1.618 |
1.2101 |
|
2.618 |
1.2019 |
|
4.250 |
1.1885 |
|
|
| Fisher Pivots for day following 09-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2275 |
1.2335 |
| PP |
1.2270 |
1.2310 |
| S1 |
1.2265 |
1.2285 |
|