CME Euro FX (E) Future March 2018
| Trading Metrics calculated at close of trading on 05-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2018 |
05-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2284 |
1.2356 |
0.0073 |
0.6% |
1.2306 |
| High |
1.2348 |
1.2360 |
0.0013 |
0.1% |
1.2372 |
| Low |
1.2263 |
1.2279 |
0.0017 |
0.1% |
1.2166 |
| Close |
1.2341 |
1.2336 |
-0.0006 |
0.0% |
1.2341 |
| Range |
0.0085 |
0.0081 |
-0.0004 |
-4.7% |
0.0206 |
| ATR |
0.0100 |
0.0098 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
208,998 |
212,186 |
3,188 |
1.5% |
1,155,822 |
|
| Daily Pivots for day following 05-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2568 |
1.2533 |
1.2380 |
|
| R3 |
1.2487 |
1.2452 |
1.2358 |
|
| R2 |
1.2406 |
1.2406 |
1.2350 |
|
| R1 |
1.2371 |
1.2371 |
1.2343 |
1.2348 |
| PP |
1.2325 |
1.2325 |
1.2325 |
1.2313 |
| S1 |
1.2290 |
1.2290 |
1.2328 |
1.2267 |
| S2 |
1.2244 |
1.2244 |
1.2321 |
|
| S3 |
1.2163 |
1.2209 |
1.2313 |
|
| S4 |
1.2082 |
1.2128 |
1.2291 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2909 |
1.2831 |
1.2454 |
|
| R3 |
1.2704 |
1.2625 |
1.2398 |
|
| R2 |
1.2498 |
1.2498 |
1.2379 |
|
| R1 |
1.2420 |
1.2420 |
1.2360 |
1.2459 |
| PP |
1.2293 |
1.2293 |
1.2293 |
1.2313 |
| S1 |
1.2214 |
1.2214 |
1.2322 |
1.2254 |
| S2 |
1.2087 |
1.2087 |
1.2303 |
|
| S3 |
1.1882 |
1.2009 |
1.2284 |
|
| S4 |
1.1676 |
1.1803 |
1.2228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2362 |
1.2166 |
0.0196 |
1.6% |
0.0093 |
0.8% |
86% |
False |
False |
238,030 |
| 10 |
1.2458 |
1.2166 |
0.0292 |
2.4% |
0.0089 |
0.7% |
58% |
False |
False |
229,905 |
| 20 |
1.2580 |
1.2166 |
0.0414 |
3.4% |
0.0101 |
0.8% |
41% |
False |
False |
247,144 |
| 40 |
1.2580 |
1.1964 |
0.0616 |
5.0% |
0.0105 |
0.9% |
60% |
False |
False |
274,495 |
| 60 |
1.2580 |
1.1797 |
0.0783 |
6.3% |
0.0092 |
0.7% |
69% |
False |
False |
235,042 |
| 80 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0087 |
0.7% |
74% |
False |
False |
177,247 |
| 100 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0083 |
0.7% |
74% |
False |
False |
141,906 |
| 120 |
1.2580 |
1.1649 |
0.0931 |
7.5% |
0.0082 |
0.7% |
74% |
False |
False |
118,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2704 |
|
2.618 |
1.2572 |
|
1.618 |
1.2491 |
|
1.000 |
1.2441 |
|
0.618 |
1.2410 |
|
HIGH |
1.2360 |
|
0.618 |
1.2329 |
|
0.500 |
1.2320 |
|
0.382 |
1.2310 |
|
LOW |
1.2279 |
|
0.618 |
1.2229 |
|
1.000 |
1.2198 |
|
1.618 |
1.2148 |
|
2.618 |
1.2067 |
|
4.250 |
1.1935 |
|
|
| Fisher Pivots for day following 05-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2330 |
1.2311 |
| PP |
1.2325 |
1.2287 |
| S1 |
1.2320 |
1.2263 |
|