CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 01-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2018 |
01-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2249 |
1.2206 |
-0.0043 |
-0.4% |
1.2434 |
| High |
1.2257 |
1.2286 |
0.0029 |
0.2% |
1.2458 |
| Low |
1.2202 |
1.2166 |
-0.0036 |
-0.3% |
1.2277 |
| Close |
1.2217 |
1.2266 |
0.0049 |
0.4% |
1.2314 |
| Range |
0.0055 |
0.0120 |
0.0065 |
119.3% |
0.0181 |
| ATR |
0.0099 |
0.0101 |
0.0001 |
1.4% |
0.0000 |
| Volume |
216,326 |
272,621 |
56,295 |
26.0% |
931,049 |
|
| Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2598 |
1.2551 |
1.2331 |
|
| R3 |
1.2478 |
1.2432 |
1.2298 |
|
| R2 |
1.2359 |
1.2359 |
1.2287 |
|
| R1 |
1.2312 |
1.2312 |
1.2276 |
1.2335 |
| PP |
1.2239 |
1.2239 |
1.2239 |
1.2251 |
| S1 |
1.2193 |
1.2193 |
1.2255 |
1.2216 |
| S2 |
1.2120 |
1.2120 |
1.2244 |
|
| S3 |
1.2000 |
1.2073 |
1.2233 |
|
| S4 |
1.1881 |
1.1954 |
1.2200 |
|
|
| 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 |
1.2372 |
1.2166 |
0.0206 |
1.7% |
0.0087 |
0.7% |
48% |
False |
True |
221,709 |
| 10 |
1.2580 |
1.2166 |
0.0414 |
3.4% |
0.0095 |
0.8% |
24% |
False |
True |
231,026 |
| 20 |
1.2580 |
1.2166 |
0.0414 |
3.4% |
0.0105 |
0.9% |
24% |
False |
True |
256,963 |
| 40 |
1.2580 |
1.1964 |
0.0616 |
5.0% |
0.0105 |
0.9% |
49% |
False |
False |
274,145 |
| 60 |
1.2580 |
1.1797 |
0.0783 |
6.4% |
0.0091 |
0.7% |
60% |
False |
False |
228,492 |
| 80 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0086 |
0.7% |
66% |
False |
False |
171,998 |
| 100 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0083 |
0.7% |
66% |
False |
False |
137,700 |
| 120 |
1.2580 |
1.1649 |
0.0931 |
7.6% |
0.0082 |
0.7% |
66% |
False |
False |
114,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2793 |
|
2.618 |
1.2598 |
|
1.618 |
1.2479 |
|
1.000 |
1.2405 |
|
0.618 |
1.2359 |
|
HIGH |
1.2286 |
|
0.618 |
1.2240 |
|
0.500 |
1.2226 |
|
0.382 |
1.2212 |
|
LOW |
1.2166 |
|
0.618 |
1.2092 |
|
1.000 |
1.2047 |
|
1.618 |
1.1973 |
|
2.618 |
1.1853 |
|
4.250 |
1.1658 |
|
|
| Fisher Pivots for day following 01-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2252 |
1.2265 |
| PP |
1.2239 |
1.2265 |
| S1 |
1.2226 |
1.2264 |
|