CME Euro FX (E) Future June 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 |
1.2333 |
1.2291 |
-0.0042 |
-0.3% |
1.2522 |
| High |
1.2341 |
1.2370 |
0.0030 |
0.2% |
1.2538 |
| Low |
1.2288 |
1.2254 |
-0.0034 |
-0.3% |
1.2364 |
| Close |
1.2302 |
1.2351 |
0.0049 |
0.4% |
1.2398 |
| Range |
0.0053 |
0.0116 |
0.0063 |
118.9% |
0.0175 |
| ATR |
0.0095 |
0.0096 |
0.0002 |
1.6% |
0.0000 |
| Volume |
9,812 |
6,976 |
-2,836 |
-28.9% |
8,191 |
|
| Daily Pivots for day following 01-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2673 |
1.2628 |
1.2414 |
|
| R3 |
1.2557 |
1.2512 |
1.2382 |
|
| R2 |
1.2441 |
1.2441 |
1.2372 |
|
| R1 |
1.2396 |
1.2396 |
1.2361 |
1.2418 |
| PP |
1.2325 |
1.2325 |
1.2325 |
1.2336 |
| S1 |
1.2280 |
1.2280 |
1.2340 |
1.2302 |
| S2 |
1.2209 |
1.2209 |
1.2329 |
|
| S3 |
1.2093 |
1.2164 |
1.2319 |
|
| S4 |
1.1977 |
1.2048 |
1.2287 |
|
|
| Weekly Pivots for week ending 23-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2957 |
1.2852 |
1.2493 |
|
| R3 |
1.2782 |
1.2677 |
1.2445 |
|
| R2 |
1.2608 |
1.2608 |
1.2429 |
|
| R1 |
1.2503 |
1.2503 |
1.2413 |
1.2468 |
| PP |
1.2433 |
1.2433 |
1.2433 |
1.2416 |
| S1 |
1.2328 |
1.2328 |
1.2382 |
1.2293 |
| S2 |
1.2259 |
1.2259 |
1.2366 |
|
| S3 |
1.2084 |
1.2154 |
1.2350 |
|
| S4 |
1.1910 |
1.1979 |
1.2302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2455 |
1.2254 |
0.0201 |
1.6% |
0.0084 |
0.7% |
48% |
False |
True |
5,945 |
| 10 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0090 |
0.7% |
24% |
False |
True |
3,870 |
| 20 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0100 |
0.8% |
24% |
False |
True |
2,584 |
| 40 |
1.2659 |
1.2040 |
0.0619 |
5.0% |
0.0100 |
0.8% |
50% |
False |
False |
1,617 |
| 60 |
1.2659 |
1.1872 |
0.0788 |
6.4% |
0.0085 |
0.7% |
61% |
False |
False |
1,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2863 |
|
2.618 |
1.2674 |
|
1.618 |
1.2558 |
|
1.000 |
1.2486 |
|
0.618 |
1.2442 |
|
HIGH |
1.2370 |
|
0.618 |
1.2326 |
|
0.500 |
1.2312 |
|
0.382 |
1.2298 |
|
LOW |
1.2254 |
|
0.618 |
1.2182 |
|
1.000 |
1.2138 |
|
1.618 |
1.2066 |
|
2.618 |
1.1950 |
|
4.250 |
1.1761 |
|
|
| Fisher Pivots for day following 01-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2338 |
1.2350 |
| PP |
1.2325 |
1.2350 |
| S1 |
1.2312 |
1.2350 |
|