CME Euro FX (E) Future December 2018
| Trading Metrics calculated at close of trading on 20-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2530 |
1.2603 |
0.0073 |
0.6% |
1.2588 |
| High |
1.2629 |
1.2617 |
-0.0013 |
-0.1% |
1.2678 |
| Low |
1.2530 |
1.2513 |
-0.0017 |
-0.1% |
1.2533 |
| Close |
1.2629 |
1.2521 |
-0.0108 |
-0.9% |
1.2557 |
| Range |
0.0099 |
0.0104 |
0.0005 |
4.5% |
0.0146 |
| ATR |
0.0077 |
0.0080 |
0.0003 |
3.6% |
0.0000 |
| Volume |
28 |
45 |
17 |
60.7% |
577 |
|
| Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2861 |
1.2794 |
1.2578 |
|
| R3 |
1.2757 |
1.2691 |
1.2549 |
|
| R2 |
1.2654 |
1.2654 |
1.2540 |
|
| R1 |
1.2587 |
1.2587 |
1.2530 |
1.2569 |
| PP |
1.2550 |
1.2550 |
1.2550 |
1.2541 |
| S1 |
1.2484 |
1.2484 |
1.2512 |
1.2465 |
| S2 |
1.2447 |
1.2447 |
1.2502 |
|
| S3 |
1.2343 |
1.2380 |
1.2493 |
|
| S4 |
1.2240 |
1.2277 |
1.2464 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3026 |
1.2937 |
1.2637 |
|
| R3 |
1.2880 |
1.2791 |
1.2597 |
|
| R2 |
1.2735 |
1.2735 |
1.2584 |
|
| R1 |
1.2646 |
1.2646 |
1.2570 |
1.2618 |
| PP |
1.2589 |
1.2589 |
1.2589 |
1.2575 |
| S1 |
1.2500 |
1.2500 |
1.2544 |
1.2472 |
| S2 |
1.2444 |
1.2444 |
1.2530 |
|
| S3 |
1.2298 |
1.2355 |
1.2517 |
|
| S4 |
1.2153 |
1.2209 |
1.2477 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3056 |
|
2.618 |
1.2887 |
|
1.618 |
1.2784 |
|
1.000 |
1.2720 |
|
0.618 |
1.2680 |
|
HIGH |
1.2617 |
|
0.618 |
1.2577 |
|
0.500 |
1.2565 |
|
0.382 |
1.2553 |
|
LOW |
1.2513 |
|
0.618 |
1.2449 |
|
1.000 |
1.2410 |
|
1.618 |
1.2346 |
|
2.618 |
1.2242 |
|
4.250 |
1.2073 |
|
|
| Fisher Pivots for day following 20-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2565 |
1.2571 |
| PP |
1.2550 |
1.2554 |
| S1 |
1.2536 |
1.2538 |
|