CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 26-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2018 |
26-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2346 |
1.2306 |
-0.0041 |
-0.3% |
1.2434 |
| High |
1.2354 |
1.2372 |
0.0018 |
0.1% |
1.2458 |
| Low |
1.2297 |
1.2295 |
-0.0002 |
0.0% |
1.2277 |
| Close |
1.2314 |
1.2328 |
0.0014 |
0.1% |
1.2314 |
| Range |
0.0058 |
0.0077 |
0.0020 |
33.9% |
0.0181 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
161,722 |
177,858 |
16,136 |
10.0% |
931,049 |
|
| Daily Pivots for day following 26-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2562 |
1.2522 |
1.2370 |
|
| R3 |
1.2485 |
1.2445 |
1.2349 |
|
| R2 |
1.2408 |
1.2408 |
1.2342 |
|
| R1 |
1.2368 |
1.2368 |
1.2335 |
1.2388 |
| PP |
1.2331 |
1.2331 |
1.2331 |
1.2341 |
| S1 |
1.2291 |
1.2291 |
1.2320 |
1.2311 |
| S2 |
1.2254 |
1.2254 |
1.2313 |
|
| S3 |
1.2177 |
1.2214 |
1.2306 |
|
| S4 |
1.2100 |
1.2137 |
1.2285 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2891 |
1.2783 |
1.2413 |
|
| R3 |
1.2710 |
1.2602 |
1.2363 |
|
| R2 |
1.2530 |
1.2530 |
1.2347 |
|
| R1 |
1.2422 |
1.2422 |
1.2330 |
1.2386 |
| PP |
1.2349 |
1.2349 |
1.2349 |
1.2331 |
| S1 |
1.2241 |
1.2241 |
1.2297 |
1.2205 |
| S2 |
1.2169 |
1.2169 |
1.2280 |
|
| S3 |
1.1988 |
1.2061 |
1.2264 |
|
| S4 |
1.1808 |
1.1880 |
1.2214 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2458 |
1.2277 |
0.0181 |
1.5% |
0.0085 |
0.7% |
28% |
False |
False |
221,781 |
| 10 |
1.2580 |
1.2262 |
0.0318 |
2.6% |
0.0099 |
0.8% |
21% |
False |
False |
222,317 |
| 20 |
1.2580 |
1.2234 |
0.0346 |
2.8% |
0.0105 |
0.9% |
27% |
False |
False |
262,764 |
| 40 |
1.2580 |
1.1953 |
0.0627 |
5.1% |
0.0103 |
0.8% |
60% |
False |
False |
267,477 |
| 60 |
1.2580 |
1.1797 |
0.0783 |
6.3% |
0.0091 |
0.7% |
68% |
False |
False |
215,991 |
| 80 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0085 |
0.7% |
73% |
False |
False |
162,402 |
| 100 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0081 |
0.7% |
73% |
False |
False |
130,021 |
| 120 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0081 |
0.7% |
73% |
False |
False |
108,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2699 |
|
2.618 |
1.2573 |
|
1.618 |
1.2496 |
|
1.000 |
1.2449 |
|
0.618 |
1.2419 |
|
HIGH |
1.2372 |
|
0.618 |
1.2342 |
|
0.500 |
1.2333 |
|
0.382 |
1.2324 |
|
LOW |
1.2295 |
|
0.618 |
1.2247 |
|
1.000 |
1.2218 |
|
1.618 |
1.2170 |
|
2.618 |
1.2093 |
|
4.250 |
1.1967 |
|
|
| Fisher Pivots for day following 26-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2333 |
1.2326 |
| PP |
1.2331 |
1.2325 |
| S1 |
1.2329 |
1.2324 |
|