CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 26-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2018 |
26-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2434 |
1.2387 |
-0.0047 |
-0.4% |
1.2522 |
| High |
1.2434 |
1.2455 |
0.0021 |
0.2% |
1.2538 |
| Low |
1.2382 |
1.2382 |
-0.0001 |
0.0% |
1.2364 |
| Close |
1.2398 |
1.2412 |
0.0015 |
0.1% |
1.2398 |
| Range |
0.0052 |
0.0074 |
0.0022 |
41.3% |
0.0175 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
1,253 |
2,179 |
926 |
73.9% |
8,191 |
|
| Daily Pivots for day following 26-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2637 |
1.2598 |
1.2452 |
|
| R3 |
1.2563 |
1.2524 |
1.2432 |
|
| R2 |
1.2490 |
1.2490 |
1.2425 |
|
| R1 |
1.2451 |
1.2451 |
1.2419 |
1.2470 |
| PP |
1.2416 |
1.2416 |
1.2416 |
1.2426 |
| S1 |
1.2377 |
1.2377 |
1.2405 |
1.2397 |
| S2 |
1.2343 |
1.2343 |
1.2399 |
|
| S3 |
1.2269 |
1.2304 |
1.2392 |
|
| S4 |
1.2196 |
1.2230 |
1.2372 |
|
|
| 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 |
1.2538 |
1.2364 |
0.0175 |
1.4% |
0.0079 |
0.6% |
28% |
False |
False |
2,074 |
| 10 |
1.2659 |
1.2347 |
0.0313 |
2.5% |
0.0094 |
0.8% |
21% |
False |
False |
1,621 |
| 20 |
1.2659 |
1.2318 |
0.0342 |
2.8% |
0.0100 |
0.8% |
28% |
False |
False |
1,437 |
| 40 |
1.2659 |
1.2032 |
0.0628 |
5.1% |
0.0098 |
0.8% |
61% |
False |
False |
987 |
| 60 |
1.2659 |
1.1872 |
0.0788 |
6.3% |
0.0083 |
0.7% |
69% |
False |
False |
963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2767 |
|
2.618 |
1.2647 |
|
1.618 |
1.2574 |
|
1.000 |
1.2529 |
|
0.618 |
1.2500 |
|
HIGH |
1.2455 |
|
0.618 |
1.2427 |
|
0.500 |
1.2418 |
|
0.382 |
1.2410 |
|
LOW |
1.2382 |
|
0.618 |
1.2336 |
|
1.000 |
1.2308 |
|
1.618 |
1.2263 |
|
2.618 |
1.2189 |
|
4.250 |
1.2069 |
|
|
| Fisher Pivots for day following 26-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2418 |
1.2411 |
| PP |
1.2416 |
1.2410 |
| S1 |
1.2414 |
1.2409 |
|