CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 27-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2018 |
27-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2387 |
1.2425 |
0.0038 |
0.3% |
1.2522 |
| High |
1.2455 |
1.2445 |
-0.0010 |
-0.1% |
1.2538 |
| Low |
1.2382 |
1.2322 |
-0.0060 |
-0.5% |
1.2364 |
| Close |
1.2412 |
1.2337 |
-0.0075 |
-0.6% |
1.2398 |
| Range |
0.0074 |
0.0124 |
0.0050 |
68.0% |
0.0175 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.1% |
0.0000 |
| Volume |
2,179 |
9,507 |
7,328 |
336.3% |
8,191 |
|
| Daily Pivots for day following 27-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2738 |
1.2661 |
1.2405 |
|
| R3 |
1.2615 |
1.2538 |
1.2371 |
|
| R2 |
1.2491 |
1.2491 |
1.2360 |
|
| R1 |
1.2414 |
1.2414 |
1.2348 |
1.2391 |
| PP |
1.2368 |
1.2368 |
1.2368 |
1.2356 |
| S1 |
1.2291 |
1.2291 |
1.2326 |
1.2268 |
| S2 |
1.2244 |
1.2244 |
1.2314 |
|
| S3 |
1.2121 |
1.2167 |
1.2303 |
|
| S4 |
1.1997 |
1.2044 |
1.2269 |
|
|
| 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 |
1.2460 |
1.2322 |
0.0138 |
1.1% |
0.0081 |
0.7% |
11% |
False |
True |
3,680 |
| 10 |
1.2659 |
1.2322 |
0.0338 |
2.7% |
0.0100 |
0.8% |
5% |
False |
True |
2,479 |
| 20 |
1.2659 |
1.2318 |
0.0342 |
2.8% |
0.0101 |
0.8% |
6% |
False |
False |
1,888 |
| 40 |
1.2659 |
1.2040 |
0.0619 |
5.0% |
0.0099 |
0.8% |
48% |
False |
False |
1,217 |
| 60 |
1.2659 |
1.1872 |
0.0788 |
6.4% |
0.0085 |
0.7% |
59% |
False |
False |
1,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2970 |
|
2.618 |
1.2768 |
|
1.618 |
1.2645 |
|
1.000 |
1.2569 |
|
0.618 |
1.2521 |
|
HIGH |
1.2445 |
|
0.618 |
1.2398 |
|
0.500 |
1.2383 |
|
0.382 |
1.2369 |
|
LOW |
1.2322 |
|
0.618 |
1.2245 |
|
1.000 |
1.2198 |
|
1.618 |
1.2122 |
|
2.618 |
1.1998 |
|
4.250 |
1.1797 |
|
|
| Fisher Pivots for day following 27-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2383 |
1.2388 |
| PP |
1.2368 |
1.2371 |
| S1 |
1.2352 |
1.2354 |
|