CME Euro FX (E) Future June 2018
| Trading Metrics calculated at close of trading on 28-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2018 |
28-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
1.2425 |
1.2333 |
-0.0092 |
-0.7% |
1.2522 |
| High |
1.2445 |
1.2341 |
-0.0105 |
-0.8% |
1.2538 |
| Low |
1.2322 |
1.2288 |
-0.0034 |
-0.3% |
1.2364 |
| Close |
1.2337 |
1.2302 |
-0.0035 |
-0.3% |
1.2398 |
| Range |
0.0124 |
0.0053 |
-0.0071 |
-57.1% |
0.0175 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
9,507 |
9,812 |
305 |
3.2% |
8,191 |
|
| Daily Pivots for day following 28-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2469 |
1.2439 |
1.2331 |
|
| R3 |
1.2416 |
1.2386 |
1.2317 |
|
| R2 |
1.2363 |
1.2363 |
1.2312 |
|
| R1 |
1.2333 |
1.2333 |
1.2307 |
1.2321 |
| PP |
1.2310 |
1.2310 |
1.2310 |
1.2304 |
| S1 |
1.2280 |
1.2280 |
1.2297 |
1.2268 |
| S2 |
1.2257 |
1.2257 |
1.2292 |
|
| S3 |
1.2204 |
1.2227 |
1.2287 |
|
| S4 |
1.2151 |
1.2174 |
1.2273 |
|
|
| 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 |
1.2288 |
0.0168 |
1.4% |
0.0078 |
0.6% |
9% |
False |
True |
5,342 |
| 10 |
1.2659 |
1.2288 |
0.0372 |
3.0% |
0.0097 |
0.8% |
4% |
False |
True |
3,387 |
| 20 |
1.2659 |
1.2288 |
0.0372 |
3.0% |
0.0098 |
0.8% |
4% |
False |
True |
2,248 |
| 40 |
1.2659 |
1.2040 |
0.0619 |
5.0% |
0.0099 |
0.8% |
42% |
False |
False |
1,457 |
| 60 |
1.2659 |
1.1872 |
0.0788 |
6.4% |
0.0084 |
0.7% |
55% |
False |
False |
1,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2566 |
|
2.618 |
1.2479 |
|
1.618 |
1.2426 |
|
1.000 |
1.2394 |
|
0.618 |
1.2373 |
|
HIGH |
1.2341 |
|
0.618 |
1.2320 |
|
0.500 |
1.2314 |
|
0.382 |
1.2308 |
|
LOW |
1.2288 |
|
0.618 |
1.2255 |
|
1.000 |
1.2235 |
|
1.618 |
1.2202 |
|
2.618 |
1.2149 |
|
4.250 |
1.2062 |
|
|
| Fisher Pivots for day following 28-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.2314 |
1.2371 |
| PP |
1.2310 |
1.2348 |
| S1 |
1.2306 |
1.2325 |
|