CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 08-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2018 |
08-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2515 |
1.2505 |
-0.0011 |
-0.1% |
1.2387 |
| High |
1.2547 |
1.2540 |
-0.0008 |
-0.1% |
1.2455 |
| Low |
1.2481 |
1.2390 |
-0.0091 |
-0.7% |
1.2254 |
| Close |
1.2500 |
1.2398 |
-0.0103 |
-0.8% |
1.2427 |
| Range |
0.0067 |
0.0150 |
0.0084 |
125.6% |
0.0201 |
| ATR |
0.0092 |
0.0096 |
0.0004 |
4.5% |
0.0000 |
| Volume |
17,211 |
81,009 |
63,798 |
370.7% |
35,300 |
|
| Daily Pivots for day following 08-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2892 |
1.2795 |
1.2480 |
|
| R3 |
1.2742 |
1.2645 |
1.2439 |
|
| R2 |
1.2592 |
1.2592 |
1.2425 |
|
| R1 |
1.2495 |
1.2495 |
1.2411 |
1.2469 |
| PP |
1.2442 |
1.2442 |
1.2442 |
1.2429 |
| S1 |
1.2345 |
1.2345 |
1.2384 |
1.2319 |
| S2 |
1.2292 |
1.2292 |
1.2370 |
|
| S3 |
1.2142 |
1.2195 |
1.2356 |
|
| S4 |
1.1992 |
1.2045 |
1.2315 |
|
|
| Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2982 |
1.2905 |
1.2538 |
|
| R3 |
1.2781 |
1.2704 |
1.2482 |
|
| R2 |
1.2580 |
1.2580 |
1.2464 |
|
| R1 |
1.2503 |
1.2503 |
1.2445 |
1.2542 |
| PP |
1.2379 |
1.2379 |
1.2379 |
1.2398 |
| S1 |
1.2302 |
1.2302 |
1.2409 |
1.2341 |
| S2 |
1.2178 |
1.2178 |
1.2390 |
|
| S3 |
1.1977 |
1.2101 |
1.2372 |
|
| S4 |
1.1776 |
1.1900 |
1.2316 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2547 |
1.2349 |
0.0198 |
1.6% |
0.0094 |
0.8% |
24% |
False |
False |
23,842 |
| 10 |
1.2547 |
1.2254 |
0.0293 |
2.4% |
0.0089 |
0.7% |
49% |
False |
False |
14,893 |
| 20 |
1.2659 |
1.2254 |
0.0405 |
3.3% |
0.0093 |
0.7% |
35% |
False |
False |
8,223 |
| 40 |
1.2659 |
1.2040 |
0.0619 |
5.0% |
0.0103 |
0.8% |
58% |
False |
False |
4,569 |
| 60 |
1.2659 |
1.1872 |
0.0788 |
6.4% |
0.0089 |
0.7% |
67% |
False |
False |
3,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3177 |
|
2.618 |
1.2932 |
|
1.618 |
1.2782 |
|
1.000 |
1.2690 |
|
0.618 |
1.2632 |
|
HIGH |
1.2540 |
|
0.618 |
1.2482 |
|
0.500 |
1.2465 |
|
0.382 |
1.2447 |
|
LOW |
1.2390 |
|
0.618 |
1.2297 |
|
1.000 |
1.2240 |
|
1.618 |
1.2147 |
|
2.618 |
1.1997 |
|
4.250 |
1.1752 |
|
|
| Fisher Pivots for day following 08-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2465 |
1.2468 |
| PP |
1.2442 |
1.2445 |
| S1 |
1.2420 |
1.2421 |
|