CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 15-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2018 |
15-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2375 |
1.2475 |
0.0100 |
0.8% |
1.2465 |
| High |
1.2491 |
1.2534 |
0.0043 |
0.3% |
1.2508 |
| Low |
1.2301 |
1.2471 |
0.0170 |
1.4% |
1.2234 |
| Close |
1.2463 |
1.2530 |
0.0068 |
0.5% |
1.2260 |
| Range |
0.0190 |
0.0063 |
-0.0128 |
-67.1% |
0.0275 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
305,544 |
198,451 |
-107,093 |
-35.0% |
1,529,566 |
|
| Daily Pivots for day following 15-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2699 |
1.2677 |
1.2564 |
|
| R3 |
1.2637 |
1.2615 |
1.2547 |
|
| R2 |
1.2574 |
1.2574 |
1.2541 |
|
| R1 |
1.2552 |
1.2552 |
1.2536 |
1.2563 |
| PP |
1.2512 |
1.2512 |
1.2512 |
1.2517 |
| S1 |
1.2490 |
1.2490 |
1.2524 |
1.2501 |
| S2 |
1.2449 |
1.2449 |
1.2519 |
|
| S3 |
1.2387 |
1.2427 |
1.2513 |
|
| S4 |
1.2324 |
1.2365 |
1.2496 |
|
|
| 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 |
1.2534 |
1.2234 |
0.0300 |
2.4% |
0.0097 |
0.8% |
99% |
True |
False |
231,322 |
| 10 |
1.2552 |
1.2234 |
0.0318 |
2.5% |
0.0108 |
0.9% |
93% |
False |
False |
273,000 |
| 20 |
1.2577 |
1.2234 |
0.0343 |
2.7% |
0.0108 |
0.9% |
86% |
False |
False |
287,809 |
| 40 |
1.2577 |
1.1859 |
0.0718 |
5.7% |
0.0096 |
0.8% |
94% |
False |
False |
256,070 |
| 60 |
1.2577 |
1.1797 |
0.0780 |
6.2% |
0.0089 |
0.7% |
94% |
False |
False |
193,899 |
| 80 |
1.2577 |
1.1649 |
0.0928 |
7.4% |
0.0083 |
0.7% |
95% |
False |
False |
145,663 |
| 100 |
1.2577 |
1.1649 |
0.0928 |
7.4% |
0.0080 |
0.6% |
95% |
False |
False |
116,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2799 |
|
2.618 |
1.2697 |
|
1.618 |
1.2635 |
|
1.000 |
1.2596 |
|
0.618 |
1.2572 |
|
HIGH |
1.2534 |
|
0.618 |
1.2510 |
|
0.500 |
1.2502 |
|
0.382 |
1.2495 |
|
LOW |
1.2471 |
|
0.618 |
1.2432 |
|
1.000 |
1.2409 |
|
1.618 |
1.2370 |
|
2.618 |
1.2307 |
|
4.250 |
1.2205 |
|
|
| Fisher Pivots for day following 15-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2521 |
1.2492 |
| PP |
1.2512 |
1.2455 |
| S1 |
1.2502 |
1.2417 |
|